E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 18,512.75 18,635.25 122.50 0.7% 18,255.75
High 18,660.25 18,938.50 278.25 1.5% 18,572.25
Low 18,406.50 18,623.00 216.50 1.2% 18,208.50
Close 18,645.00 18,925.00 280.00 1.5% 18,480.50
Range 253.75 315.50 61.75 24.3% 363.75
ATR 265.32 268.90 3.58 1.4% 0.00
Volume 980 1,349 369 37.7% 3,096
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 19,775.25 19,665.75 19,098.50
R3 19,459.75 19,350.25 19,011.75
R2 19,144.25 19,144.25 18,982.75
R1 19,034.75 19,034.75 18,954.00 19,089.50
PP 18,828.75 18,828.75 18,828.75 18,856.25
S1 18,719.25 18,719.25 18,896.00 18,774.00
S2 18,513.25 18,513.25 18,867.25
S3 18,197.75 18,403.75 18,838.25
S4 17,882.25 18,088.25 18,751.50
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 19,511.75 19,359.75 18,680.50
R3 19,148.00 18,996.00 18,580.50
R2 18,784.25 18,784.25 18,547.25
R1 18,632.25 18,632.25 18,513.75 18,708.25
PP 18,420.50 18,420.50 18,420.50 18,458.50
S1 18,268.50 18,268.50 18,447.25 18,344.50
S2 18,056.75 18,056.75 18,413.75
S3 17,693.00 17,904.75 18,380.50
S4 17,329.25 17,541.00 18,280.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,938.50 18,328.75 609.75 3.2% 192.50 1.0% 98% True False 891
10 18,938.50 17,606.25 1,332.25 7.0% 214.25 1.1% 99% True False 850
20 18,938.50 17,333.50 1,605.00 8.5% 279.75 1.5% 99% True False 931
40 18,938.50 17,333.50 1,605.00 8.5% 276.50 1.5% 99% True False 855
60 18,938.50 17,333.50 1,605.00 8.5% 271.00 1.4% 99% True False 651
80 18,938.50 17,333.50 1,605.00 8.5% 255.75 1.4% 99% True False 492
100 18,938.50 16,747.50 2,191.00 11.6% 234.25 1.2% 99% True False 394
120 18,938.50 16,402.00 2,536.50 13.4% 202.00 1.1% 99% True False 328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45.70
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 20,279.50
2.618 19,764.50
1.618 19,449.00
1.000 19,254.00
0.618 19,133.50
HIGH 18,938.50
0.618 18,818.00
0.500 18,780.75
0.382 18,743.50
LOW 18,623.00
0.618 18,428.00
1.000 18,307.50
1.618 18,112.50
2.618 17,797.00
4.250 17,282.00
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 18,877.00 18,840.75
PP 18,828.75 18,756.75
S1 18,780.75 18,672.50

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

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