E-mini NASDAQ-100 Future June 2024


Trading Metrics calculated at close of trading on 10-Nov-2023
Day Change Summary
Previous Current
09-Nov-2023 10-Nov-2023 Change Change % Previous Week
Open 15,800.00 15,750.25 -49.75 -0.3% 15,586.00
High 15,837.00 16,000.00 163.00 1.0% 16,000.00
Low 15,635.00 15,608.75 -26.25 -0.2% 15,537.75
Close 15,635.00 15,976.25 341.25 2.2% 15,976.25
Range 202.00 391.25 189.25 93.7% 462.25
ATR 225.48 237.33 11.84 5.3% 0.00
Volume 14 9 -5 -35.7% 52
Daily Pivots for day following 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 17,035.50 16,897.00 16,191.50
R3 16,644.25 16,505.75 16,083.75
R2 16,253.00 16,253.00 16,048.00
R1 16,114.50 16,114.50 16,012.00 16,183.75
PP 15,861.75 15,861.75 15,861.75 15,896.25
S1 15,723.25 15,723.25 15,940.50 15,792.50
S2 15,470.50 15,470.50 15,904.50
S3 15,079.25 15,332.00 15,868.75
S4 14,688.00 14,940.75 15,761.00
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 17,224.75 17,062.75 16,230.50
R3 16,762.50 16,600.50 16,103.25
R2 16,300.25 16,300.25 16,061.00
R1 16,138.25 16,138.25 16,018.50 16,219.25
PP 15,838.00 15,838.00 15,838.00 15,878.50
S1 15,676.00 15,676.00 15,934.00 15,757.00
S2 15,375.75 15,375.75 15,891.50
S3 14,913.50 15,213.75 15,849.25
S4 14,451.25 14,751.50 15,722.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,000.00 15,537.75 462.25 2.9% 201.75 1.3% 95% True False 10
10 16,000.00 14,693.75 1,306.25 8.2% 212.25 1.3% 98% True False 10
20 16,000.00 14,513.75 1,486.25 9.3% 233.75 1.5% 98% True False 13
40 16,000.00 14,513.75 1,486.25 9.3% 224.25 1.4% 98% True False 9
60 16,140.00 14,513.75 1,626.25 10.2% 159.25 1.0% 90% False False 6
80 16,471.00 14,513.75 1,957.25 12.3% 127.75 0.8% 75% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.55
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 17,662.75
2.618 17,024.25
1.618 16,633.00
1.000 16,391.25
0.618 16,241.75
HIGH 16,000.00
0.618 15,850.50
0.500 15,804.50
0.382 15,758.25
LOW 15,608.75
0.618 15,367.00
1.000 15,217.50
1.618 14,975.75
2.618 14,584.50
4.250 13,946.00
Fisher Pivots for day following 10-Nov-2023
Pivot 1 day 3 day
R1 15,919.00 15,919.00
PP 15,861.75 15,861.75
S1 15,804.50 15,804.50

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

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