E-mini NASDAQ-100 Future June 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 18,662.50 18,711.00 48.50 0.3% 18,874.75
High 18,753.25 19,090.50 337.25 1.8% 18,980.50
Low 18,511.25 18,696.25 185.00 1.0% 18,241.25
Close 18,701.00 19,074.25 373.25 2.0% 18,591.00
Range 242.00 394.25 152.25 62.9% 739.25
ATR 257.59 267.35 9.76 3.8% 0.00
Volume 616,703 575,227 -41,476 -6.7% 2,670,443
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 20,136.50 19,999.50 19,291.00
R3 19,742.25 19,605.25 19,182.75
R2 19,348.00 19,348.00 19,146.50
R1 19,211.00 19,211.00 19,110.50 19,279.50
PP 18,953.75 18,953.75 18,953.75 18,988.00
S1 18,816.75 18,816.75 19,038.00 18,885.25
S2 18,559.50 18,559.50 19,002.00
S3 18,165.25 18,422.50 18,965.75
S4 17,771.00 18,028.25 18,857.50
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 20,822.00 20,445.75 18,997.50
R3 20,082.75 19,706.50 18,794.25
R2 19,343.50 19,343.50 18,726.50
R1 18,967.25 18,967.25 18,658.75 18,785.75
PP 18,604.25 18,604.25 18,604.25 18,513.50
S1 18,228.00 18,228.00 18,523.25 18,046.50
S2 17,865.00 17,865.00 18,455.50
S3 17,125.75 17,488.75 18,387.75
S4 16,386.50 16,749.50 18,184.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,090.50 18,241.25 849.25 4.5% 324.75 1.7% 98% True False 662,917
10 19,090.50 18,241.25 849.25 4.5% 285.00 1.5% 98% True False 651,357
20 19,090.50 18,072.50 1,018.00 5.3% 228.25 1.2% 98% True False 570,947
40 19,090.50 17,113.25 1,977.25 10.4% 283.50 1.5% 99% True False 635,553
60 19,090.50 17,113.25 1,977.25 10.4% 271.50 1.4% 99% True False 636,804
80 19,090.50 17,113.25 1,977.25 10.4% 273.25 1.4% 99% True False 489,669
100 19,090.50 16,899.75 2,190.75 11.5% 265.25 1.4% 99% True False 391,911
120 19,090.50 16,541.50 2,549.00 13.4% 255.75 1.3% 99% True False 326,683
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 68.65
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,766.00
2.618 20,122.75
1.618 19,728.50
1.000 19,484.75
0.618 19,334.25
HIGH 19,090.50
0.618 18,940.00
0.500 18,893.50
0.382 18,846.75
LOW 18,696.25
0.618 18,452.50
1.000 18,302.00
1.618 18,058.25
2.618 17,664.00
4.250 17,020.75
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 19,014.00 18,970.50
PP 18,953.75 18,866.75
S1 18,893.50 18,763.00

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

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