E-mini NASDAQ-100 Future March 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 18,056.00 18,010.50 -45.50 -0.3% 18,336.00
High 18,068.25 18,241.75 173.50 1.0% 18,436.50
Low 17,890.50 17,930.00 39.50 0.2% 17,832.50
Close 17,971.00 18,227.75 256.75 1.4% 18,046.75
Range 177.75 311.75 134.00 75.4% 604.00
ATR 278.59 280.96 2.37 0.9% 0.00
Volume 472,517 281,274 -191,243 -40.5% 3,986,676
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 19,068.50 18,959.75 18,399.25
R3 18,756.75 18,648.00 18,313.50
R2 18,445.00 18,445.00 18,285.00
R1 18,336.25 18,336.25 18,256.25 18,390.50
PP 18,133.25 18,133.25 18,133.25 18,160.25
S1 18,024.50 18,024.50 18,199.25 18,079.00
S2 17,821.50 17,821.50 18,170.50
S3 17,509.75 17,712.75 18,142.00
S4 17,198.00 17,401.00 18,056.25
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 17,890.50 546.00 3.0% 318.00 1.7% 62% False False 673,453
10 18,436.50 17,826.00 610.50 3.3% 295.25 1.6% 66% False False 661,349
20 18,436.50 17,372.75 1,063.75 5.8% 283.75 1.6% 80% False False 684,794
40 18,436.50 16,689.25 1,747.25 9.6% 260.50 1.4% 88% False False 670,666
60 18,436.50 16,334.25 2,102.25 11.5% 243.50 1.3% 90% False False 635,689
80 18,436.50 15,920.25 2,516.25 13.8% 233.00 1.3% 92% False False 503,436
100 18,436.50 14,322.75 4,113.75 22.6% 237.75 1.3% 95% False False 403,002
120 18,436.50 14,322.75 4,113.75 22.6% 243.50 1.3% 95% False False 335,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 55.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 19,566.75
2.618 19,058.00
1.618 18,746.25
1.000 18,553.50
0.618 18,434.50
HIGH 18,241.75
0.618 18,122.75
0.500 18,086.00
0.382 18,049.00
LOW 17,930.00
0.618 17,737.25
1.000 17,618.25
1.618 17,425.50
2.618 17,113.75
4.250 16,605.00
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 18,180.50 18,206.25
PP 18,133.25 18,185.00
S1 18,086.00 18,163.50

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

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