E-mini NASDAQ-100 Future June 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 15,218.00 15,138.00 -80.00 -0.5% 15,851.00
High 15,244.00 15,191.00 -53.00 -0.3% 15,851.00
Low 15,072.75 14,994.50 -78.25 -0.5% 15,254.00
Close 15,108.00 15,132.00 24.00 0.2% 15,263.00
Range 171.25 196.50 25.25 14.7% 597.00
ATR 161.08 163.61 2.53 1.6% 0.00
Volume 9 2 -7 -77.8% 28
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 15,695.25 15,610.25 15,240.00
R3 15,498.75 15,413.75 15,186.00
R2 15,302.25 15,302.25 15,168.00
R1 15,217.25 15,217.25 15,150.00 15,161.50
PP 15,105.75 15,105.75 15,105.75 15,078.00
S1 15,020.75 15,020.75 15,114.00 14,965.00
S2 14,909.25 14,909.25 15,096.00
S3 14,712.75 14,824.25 15,078.00
S4 14,516.25 14,627.75 15,024.00
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 17,247.00 16,852.00 15,591.25
R3 16,650.00 16,255.00 15,427.25
R2 16,053.00 16,053.00 15,372.50
R1 15,658.00 15,658.00 15,317.75 15,557.00
PP 15,456.00 15,456.00 15,456.00 15,405.50
S1 15,061.00 15,061.00 15,208.25 14,960.00
S2 14,859.00 14,859.00 15,153.50
S3 14,262.00 14,464.00 15,098.75
S4 13,665.00 13,867.00 14,934.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,403.25 14,994.50 408.75 2.7% 152.25 1.0% 34% False True 6
10 16,079.00 14,994.50 1,084.50 7.2% 120.00 0.8% 13% False True 4
20 16,140.00 14,994.50 1,145.50 7.6% 62.00 0.4% 12% False True 2
40 16,140.00 14,994.50 1,145.50 7.6% 52.50 0.3% 12% False True 1
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.88
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 16,026.00
2.618 15,705.50
1.618 15,509.00
1.000 15,387.50
0.618 15,312.50
HIGH 15,191.00
0.618 15,116.00
0.500 15,092.75
0.382 15,069.50
LOW 14,994.50
0.618 14,873.00
1.000 14,798.00
1.618 14,676.50
2.618 14,480.00
4.250 14,159.50
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 15,119.00 15,161.75
PP 15,105.75 15,151.75
S1 15,092.75 15,142.00

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

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