E-mini NASDAQ-100 Future June 2024


Trading Metrics calculated at close of trading on 28-Dec-2023
Day Change Summary
Previous Current
27-Dec-2023 28-Dec-2023 Change Change % Previous Week
Open 17,312.25 17,330.25 18.00 0.1% 17,000.75
High 17,337.75 17,371.75 34.00 0.2% 17,286.50
Low 17,267.00 17,288.50 21.50 0.1% 16,969.75
Close 17,321.50 17,299.25 -22.25 -0.1% 17,187.50
Range 70.75 83.25 12.50 17.7% 316.75
ATR 189.71 182.11 -7.60 -4.0% 0.00
Volume 322 354 32 9.9% 1,887
Daily Pivots for day following 28-Dec-2023
Classic Woodie Camarilla DeMark
R4 17,569.50 17,517.75 17,345.00
R3 17,486.25 17,434.50 17,322.25
R2 17,403.00 17,403.00 17,314.50
R1 17,351.25 17,351.25 17,307.00 17,335.50
PP 17,319.75 17,319.75 17,319.75 17,312.00
S1 17,268.00 17,268.00 17,291.50 17,252.25
S2 17,236.50 17,236.50 17,284.00
S3 17,153.25 17,184.75 17,276.25
S4 17,070.00 17,101.50 17,253.50
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 18,098.25 17,959.50 17,361.75
R3 17,781.50 17,642.75 17,274.50
R2 17,464.75 17,464.75 17,245.50
R1 17,326.00 17,326.00 17,216.50 17,395.50
PP 17,148.00 17,148.00 17,148.00 17,182.50
S1 17,009.25 17,009.25 17,158.50 17,078.50
S2 16,831.25 16,831.25 17,129.50
S3 16,514.50 16,692.50 17,100.50
S4 16,197.75 16,375.75 17,013.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,371.75 17,008.75 363.00 2.1% 120.25 0.7% 80% True False 302
10 17,371.75 16,835.25 536.50 3.1% 162.25 0.9% 86% True False 372
20 17,371.75 16,124.25 1,247.50 7.2% 191.00 1.1% 94% True False 240
40 17,371.75 14,801.00 2,570.75 14.9% 192.00 1.1% 97% True False 133
60 17,371.75 14,513.75 2,858.00 16.5% 209.75 1.2% 97% True False 92
80 17,371.75 14,513.75 2,858.00 16.5% 185.50 1.1% 97% True False 70
100 17,371.75 14,513.75 2,858.00 16.5% 155.50 0.9% 97% True False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,725.50
2.618 17,589.75
1.618 17,506.50
1.000 17,455.00
0.618 17,423.25
HIGH 17,371.75
0.618 17,340.00
0.500 17,330.00
0.382 17,320.25
LOW 17,288.50
0.618 17,237.00
1.000 17,205.25
1.618 17,153.75
2.618 17,070.50
4.250 16,934.75
Fisher Pivots for day following 28-Dec-2023
Pivot 1 day 3 day
R1 17,330.00 17,292.00
PP 17,319.75 17,285.00
S1 17,309.50 17,277.75

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

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