E-mini NASDAQ-100 Future March 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 17,961.50 17,951.00 -10.50 -0.1% 17,729.25
High 18,059.50 18,040.25 -19.25 -0.1% 18,144.75
Low 17,922.00 17,908.75 -13.25 -0.1% 17,372.75
Close 17,977.00 18,021.00 44.00 0.2% 17,991.00
Range 137.50 131.50 -6.00 -4.4% 772.00
ATR 266.64 256.99 -9.65 -3.6% 0.00
Volume 526,169 567,818 41,649 7.9% 3,039,699
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 18,384.50 18,334.25 18,093.25
R3 18,253.00 18,202.75 18,057.25
R2 18,121.50 18,121.50 18,045.00
R1 18,071.25 18,071.25 18,033.00 18,096.50
PP 17,990.00 17,990.00 17,990.00 18,002.50
S1 17,939.75 17,939.75 18,009.00 17,965.00
S2 17,858.50 17,858.50 17,997.00
S3 17,727.00 17,808.25 17,984.75
S4 17,595.50 17,676.75 17,948.75
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 20,152.25 19,843.50 18,415.50
R3 19,380.25 19,071.50 18,203.25
R2 18,608.25 18,608.25 18,132.50
R1 18,299.50 18,299.50 18,061.75 18,454.00
PP 17,836.25 17,836.25 17,836.25 17,913.25
S1 17,527.50 17,527.50 17,920.25 17,682.00
S2 17,064.25 17,064.25 17,849.50
S3 16,292.25 16,755.50 17,778.75
S4 15,520.25 15,983.50 17,566.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,144.75 17,372.75 772.00 4.3% 245.75 1.4% 84% False False 648,878
10 18,144.75 17,372.75 772.00 4.3% 272.25 1.5% 84% False False 708,240
20 18,144.75 17,221.50 923.25 5.1% 256.25 1.4% 87% False False 664,300
40 18,144.75 16,334.25 1,810.50 10.0% 250.00 1.4% 93% False False 656,432
60 18,144.75 15,920.25 2,224.50 12.3% 232.75 1.3% 94% False False 560,774
80 18,144.75 14,595.50 3,549.25 19.7% 227.50 1.3% 97% False False 420,936
100 18,144.75 14,322.75 3,822.00 21.2% 236.25 1.3% 97% False False 336,957
120 18,144.75 14,322.75 3,822.00 21.2% 235.50 1.3% 97% False False 280,907
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 64.60
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 18,599.00
2.618 18,384.50
1.618 18,253.00
1.000 18,171.75
0.618 18,121.50
HIGH 18,040.25
0.618 17,990.00
0.500 17,974.50
0.382 17,959.00
LOW 17,908.75
0.618 17,827.50
1.000 17,777.25
1.618 17,696.00
2.618 17,564.50
4.250 17,350.00
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 18,005.50 18,026.75
PP 17,990.00 18,024.75
S1 17,974.50 18,023.00

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

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