E-mini NASDAQ-100 Future June 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 14,759.75 14,861.75 102.00 0.7% 14,995.00
High 14,869.75 15,120.25 250.50 1.7% 15,326.75
Low 14,693.75 14,801.00 107.25 0.7% 14,513.75
Close 14,859.00 15,114.00 255.00 1.7% 14,635.75
Range 176.00 319.25 143.25 81.4% 813.00
ATR 239.46 245.16 5.70 2.4% 0.00
Volume 5 18 13 260.0% 111
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 15,969.50 15,861.00 15,289.50
R3 15,650.25 15,541.75 15,201.75
R2 15,331.00 15,331.00 15,172.50
R1 15,222.50 15,222.50 15,143.25 15,276.75
PP 15,011.75 15,011.75 15,011.75 15,039.00
S1 14,903.25 14,903.25 15,084.75 14,957.50
S2 14,692.50 14,692.50 15,055.50
S3 14,373.25 14,584.00 15,026.25
S4 14,054.00 14,264.75 14,938.50
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 15,120.25 14,513.75 606.50 4.0% 220.00 1.5% 99% True False 15
10 15,515.25 14,513.75 1,001.50 6.6% 246.00 1.6% 60% False False 16
20 15,853.50 14,513.75 1,339.75 8.9% 245.00 1.6% 45% False False 11
40 16,079.00 14,513.75 1,565.25 10.4% 187.00 1.2% 38% False False 7
60 16,140.00 14,513.75 1,626.25 10.8% 136.25 0.9% 37% False False 5
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 61.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 16,477.00
2.618 15,956.00
1.618 15,636.75
1.000 15,439.50
0.618 15,317.50
HIGH 15,120.25
0.618 14,998.25
0.500 14,960.50
0.382 14,923.00
LOW 14,801.00
0.618 14,603.75
1.000 14,481.75
1.618 14,284.50
2.618 13,965.25
4.250 13,444.25
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 15,063.00 15,045.00
PP 15,011.75 14,976.00
S1 14,960.50 14,907.00

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

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