E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 27-Mar-2024
Day Change Summary
Previous Current
26-Mar-2024 27-Mar-2024 Change Change % Previous Week
Open 18,784.75 18,697.50 -87.25 -0.5% 18,310.00
High 18,842.00 18,796.00 -46.00 -0.2% 18,932.50
Low 18,666.00 18,605.75 -60.25 -0.3% 18,275.25
Close 18,674.25 18,729.50 55.25 0.3% 18,800.25
Range 176.00 190.25 14.25 8.1% 657.25
ATR 247.39 243.31 -4.08 -1.6% 0.00
Volume 229 469 240 104.8% 4,136
Daily Pivots for day following 27-Mar-2024
Classic Woodie Camarilla DeMark
R4 19,281.25 19,195.50 18,834.25
R3 19,091.00 19,005.25 18,781.75
R2 18,900.75 18,900.75 18,764.50
R1 18,815.00 18,815.00 18,747.00 18,858.00
PP 18,710.50 18,710.50 18,710.50 18,731.75
S1 18,624.75 18,624.75 18,712.00 18,667.50
S2 18,520.25 18,520.25 18,694.50
S3 18,330.00 18,434.50 18,677.25
S4 18,139.75 18,244.25 18,624.75
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 20,641.00 20,378.00 19,161.75
R3 19,983.75 19,720.75 18,981.00
R2 19,326.50 19,326.50 18,920.75
R1 19,063.50 19,063.50 18,860.50 19,195.00
PP 18,669.25 18,669.25 18,669.25 18,735.00
S1 18,406.25 18,406.25 18,740.00 18,537.75
S2 18,012.00 18,012.00 18,679.75
S3 17,354.75 17,749.00 18,619.50
S4 16,697.50 17,091.75 18,438.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,932.50 18,605.75 326.75 1.7% 171.50 0.9% 38% False True 424
10 18,932.50 18,225.75 706.75 3.8% 229.75 1.2% 71% False False 641
20 18,932.50 18,225.75 706.75 3.8% 261.00 1.4% 71% False False 403
40 18,932.50 17,645.50 1,287.00 6.9% 235.75 1.3% 84% False False 210
60 18,932.50 16,747.50 2,185.00 11.7% 222.00 1.2% 91% False False 142
80 18,932.50 16,402.00 2,530.50 13.5% 178.50 1.0% 92% False False 106
100 18,932.50 15,556.00 3,376.50 18.0% 146.75 0.8% 94% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 49.65
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 19,604.50
2.618 19,294.00
1.618 19,103.75
1.000 18,986.25
0.618 18,913.50
HIGH 18,796.00
0.618 18,723.25
0.500 18,701.00
0.382 18,678.50
LOW 18,605.75
0.618 18,488.25
1.000 18,415.50
1.618 18,298.00
2.618 18,107.75
4.250 17,797.25
Fisher Pivots for day following 27-Mar-2024
Pivot 1 day 3 day
R1 18,720.00 18,727.50
PP 18,710.50 18,725.75
S1 18,701.00 18,724.00

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

View Archives - Comment on this page... - Back to Index of Symbols