E-mini NASDAQ-100 Future June 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 14,685.25 14,643.50 -41.75 -0.3% 14,995.00
High 14,828.75 14,768.50 -60.25 -0.4% 15,326.75
Low 14,513.75 14,582.50 68.75 0.5% 14,513.75
Close 14,570.00 14,635.75 65.75 0.5% 14,635.75
Range 315.00 186.00 -129.00 -41.0% 813.00
ATR 250.82 247.08 -3.74 -1.5% 0.00
Volume 41 9 -32 -78.0% 111
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 15,220.25 15,114.00 14,738.00
R3 15,034.25 14,928.00 14,687.00
R2 14,848.25 14,848.25 14,669.75
R1 14,742.00 14,742.00 14,652.75 14,702.00
PP 14,662.25 14,662.25 14,662.25 14,642.25
S1 14,556.00 14,556.00 14,618.75 14,516.00
S2 14,476.25 14,476.25 14,601.75
S3 14,290.25 14,370.00 14,584.50
S4 14,104.25 14,184.00 14,533.50
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 17,264.50 16,763.00 15,083.00
R3 16,451.50 15,950.00 14,859.25
R2 15,638.50 15,638.50 14,784.75
R1 15,137.00 15,137.00 14,710.25 14,981.25
PP 14,825.50 14,825.50 14,825.50 14,747.50
S1 14,324.00 14,324.00 14,561.25 14,168.25
S2 14,012.50 14,012.50 14,486.75
S3 13,199.50 13,511.00 14,412.25
S4 12,386.50 12,698.00 14,188.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,326.75 14,513.75 813.00 5.6% 276.00 1.9% 15% False False 22
10 15,723.75 14,513.75 1,210.00 8.3% 255.25 1.7% 10% False False 16
20 15,853.50 14,513.75 1,339.75 9.2% 258.00 1.8% 9% False False 11
40 16,137.00 14,513.75 1,623.25 11.1% 172.00 1.2% 8% False False 7
60 16,140.00 14,513.75 1,626.25 11.1% 129.00 0.9% 8% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 59.23
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 15,559.00
2.618 15,255.50
1.618 15,069.50
1.000 14,954.50
0.618 14,883.50
HIGH 14,768.50
0.618 14,697.50
0.500 14,675.50
0.382 14,653.50
LOW 14,582.50
0.618 14,467.50
1.000 14,396.50
1.618 14,281.50
2.618 14,095.50
4.250 13,792.00
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 14,675.50 14,842.00
PP 14,662.25 14,773.25
S1 14,649.00 14,704.50

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

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