E-mini NASDAQ-100 Future March 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 18,279.00 18,056.00 -223.00 -1.2% 18,336.00
High 18,436.50 18,068.25 -368.25 -2.0% 18,436.50
Low 18,012.50 17,890.50 -122.00 -0.7% 17,832.50
Close 18,046.75 17,971.00 -75.75 -0.4% 18,046.75
Range 424.00 177.75 -246.25 -58.1% 604.00
ATR 286.35 278.59 -7.76 -2.7% 0.00
Volume 1,048,847 472,517 -576,330 -54.9% 3,986,676
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 18,509.75 18,418.25 18,068.75
R3 18,332.00 18,240.50 18,020.00
R2 18,154.25 18,154.25 18,003.50
R1 18,062.75 18,062.75 17,987.25 18,019.50
PP 17,976.50 17,976.50 17,976.50 17,955.00
S1 17,885.00 17,885.00 17,954.75 17,842.00
S2 17,798.75 17,798.75 17,938.50
S3 17,621.00 17,707.25 17,922.00
S4 17,443.25 17,529.50 17,873.25
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 19,917.25 19,586.00 18,379.00
R3 19,313.25 18,982.00 18,212.75
R2 18,709.25 18,709.25 18,157.50
R1 18,378.00 18,378.00 18,102.00 18,241.50
PP 18,105.25 18,105.25 18,105.25 18,037.00
S1 17,774.00 17,774.00 17,991.50 17,637.50
S2 17,501.25 17,501.25 17,936.00
S3 16,897.25 17,170.00 17,880.75
S4 16,293.25 16,566.00 17,714.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,436.50 17,832.50 604.00 3.4% 339.50 1.9% 23% False False 777,970
10 18,436.50 17,826.00 610.50 3.4% 277.25 1.5% 24% False False 690,004
20 18,436.50 17,372.75 1,063.75 5.9% 278.75 1.6% 56% False False 697,637
40 18,436.50 16,689.25 1,747.25 9.7% 257.25 1.4% 73% False False 678,470
60 18,436.50 16,334.25 2,102.25 11.7% 242.00 1.3% 78% False False 642,203
80 18,436.50 15,750.50 2,686.00 14.9% 233.75 1.3% 83% False False 499,936
100 18,436.50 14,322.75 4,113.75 22.9% 237.25 1.3% 89% False False 400,198
120 18,436.50 14,322.75 4,113.75 22.9% 242.50 1.3% 89% False False 333,652
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 18,823.75
2.618 18,533.50
1.618 18,355.75
1.000 18,246.00
0.618 18,178.00
HIGH 18,068.25
0.618 18,000.25
0.500 17,979.50
0.382 17,958.50
LOW 17,890.50
0.618 17,780.75
1.000 17,712.75
1.618 17,603.00
2.618 17,425.25
4.250 17,135.00
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 17,979.50 18,163.50
PP 17,976.50 18,099.25
S1 17,973.75 18,035.25

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

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