E-mini NASDAQ-100 Future March 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 15,800.00 15,884.75 84.75 0.5% 15,714.75
High 15,915.25 15,919.00 3.75 0.0% 15,919.00
Low 15,744.00 15,563.25 -180.75 -1.1% 15,563.25
Close 15,881.25 15,595.75 -285.50 -1.8% 15,595.75
Range 171.25 355.75 184.50 107.7% 355.75
ATR 217.09 227.00 9.90 4.6% 0.00
Volume 326 852 526 161.3% 1,659
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 16,760.00 16,533.50 15,791.50
R3 16,404.25 16,177.75 15,693.50
R2 16,048.50 16,048.50 15,661.00
R1 15,822.00 15,822.00 15,628.25 15,757.50
PP 15,692.75 15,692.75 15,692.75 15,660.25
S1 15,466.25 15,466.25 15,563.25 15,401.50
S2 15,337.00 15,337.00 15,530.50
S3 14,981.25 15,110.50 15,498.00
S4 14,625.50 14,754.75 15,400.00
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 16,760.00 16,533.50 15,791.50
R3 16,404.25 16,177.75 15,693.50
R2 16,048.50 16,048.50 15,661.00
R1 15,822.00 15,822.00 15,628.25 15,757.50
PP 15,692.75 15,692.75 15,692.75 15,660.25
S1 15,466.25 15,466.25 15,563.25 15,401.50
S2 15,337.00 15,337.00 15,530.50
S3 14,981.25 15,110.50 15,498.00
S4 14,625.50 14,754.75 15,400.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,919.00 15,563.25 355.75 2.3% 219.25 1.4% 9% True True 331
10 16,063.50 15,563.25 500.25 3.2% 202.50 1.3% 6% False True 203
20 16,063.50 14,995.50 1,068.00 6.8% 237.00 1.5% 56% False False 166
40 16,306.75 14,995.50 1,311.25 8.4% 223.75 1.4% 46% False False 112
60 16,436.50 14,995.50 1,441.00 9.2% 182.75 1.2% 42% False False 76
80 16,436.50 14,122.00 2,314.50 14.8% 144.50 0.9% 64% False False 57
100 16,436.50 13,222.00 3,214.50 20.6% 115.50 0.7% 74% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 35.88
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 17,431.00
2.618 16,850.25
1.618 16,494.50
1.000 16,274.75
0.618 16,138.75
HIGH 15,919.00
0.618 15,783.00
0.500 15,741.00
0.382 15,699.25
LOW 15,563.25
0.618 15,343.50
1.000 15,207.50
1.618 14,987.75
2.618 14,632.00
4.250 14,051.25
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 15,741.00 15,741.00
PP 15,692.75 15,692.75
S1 15,644.25 15,644.25

These figures are updated between 7pm and 10pm EST after a trading day.

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