E-mini NASDAQ-100 Future March 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 15,530.50 15,331.75 -198.75 -1.3% 15,234.50
High 15,562.00 15,531.25 -30.75 -0.2% 15,667.00
Low 15,257.50 15,279.00 21.50 0.1% 15,142.50
Close 15,314.25 15,485.50 171.25 1.1% 15,314.25
Range 304.50 252.25 -52.25 -17.2% 524.50
ATR 260.04 259.49 -0.56 -0.2% 0.00
Volume 803 566 -237 -29.5% 4,018
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 16,188.75 16,089.25 15,624.25
R3 15,936.50 15,837.00 15,554.75
R2 15,684.25 15,684.25 15,531.75
R1 15,584.75 15,584.75 15,508.50 15,634.50
PP 15,432.00 15,432.00 15,432.00 15,456.75
S1 15,332.50 15,332.50 15,462.50 15,382.25
S2 15,179.75 15,179.75 15,439.25
S3 14,927.50 15,080.25 15,416.25
S4 14,675.25 14,828.00 15,346.75
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 16,948.00 16,655.75 15,602.75
R3 16,423.50 16,131.25 15,458.50
R2 15,899.00 15,899.00 15,410.50
R1 15,606.75 15,606.75 15,362.25 15,753.00
PP 15,374.50 15,374.50 15,374.50 15,447.75
S1 15,082.25 15,082.25 15,266.25 15,228.50
S2 14,850.00 14,850.00 15,218.00
S3 14,325.50 14,557.75 15,170.00
S4 13,801.00 14,033.25 15,025.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,667.00 15,257.50 409.50 2.6% 236.25 1.5% 56% False False 759
10 15,667.00 14,781.25 885.75 5.7% 292.50 1.9% 80% False False 899
20 15,667.00 14,777.50 889.50 5.7% 268.75 1.7% 80% False False 921
40 16,063.50 14,777.50 1,286.00 8.3% 251.50 1.6% 55% False False 566
60 16,306.75 14,777.50 1,529.25 9.9% 238.25 1.5% 46% False False 398
80 16,436.50 14,777.50 1,659.00 10.7% 202.75 1.3% 43% False False 299
100 16,436.50 14,122.00 2,314.50 14.9% 170.75 1.1% 59% False False 239
120 16,436.50 13,302.00 3,134.50 20.2% 142.25 0.9% 70% False False 199
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 70.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 16,603.25
2.618 16,191.75
1.618 15,939.50
1.000 15,783.50
0.618 15,687.25
HIGH 15,531.25
0.618 15,435.00
0.500 15,405.00
0.382 15,375.25
LOW 15,279.00
0.618 15,123.00
1.000 15,026.75
1.618 14,870.75
2.618 14,618.50
4.250 14,207.00
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 15,458.75 15,477.75
PP 15,432.00 15,470.00
S1 15,405.00 15,462.25

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

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