E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 16-May-2024
Day Change Summary
Previous Current
15-May-2024 16-May-2024 Change Change % Previous Week
Open 18,635.25 18,921.50 286.25 1.5% 18,255.75
High 18,938.50 18,993.50 55.00 0.3% 18,572.25
Low 18,623.00 18,871.00 248.00 1.3% 18,208.50
Close 18,925.00 18,884.50 -40.50 -0.2% 18,480.50
Range 315.50 122.50 -193.00 -61.2% 363.75
ATR 268.90 258.45 -10.46 -3.9% 0.00
Volume 1,349 685 -664 -49.2% 3,096
Daily Pivots for day following 16-May-2024
Classic Woodie Camarilla DeMark
R4 19,283.75 19,206.75 18,952.00
R3 19,161.25 19,084.25 18,918.25
R2 19,038.75 19,038.75 18,907.00
R1 18,961.75 18,961.75 18,895.75 18,939.00
PP 18,916.25 18,916.25 18,916.25 18,905.00
S1 18,839.25 18,839.25 18,873.25 18,816.50
S2 18,793.75 18,793.75 18,862.00
S3 18,671.25 18,716.75 18,850.75
S4 18,548.75 18,594.25 18,817.00
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 18,993.50 18,406.50 587.00 3.1% 190.25 1.0% 81% True False 916
10 18,993.50 17,939.50 1,054.00 5.6% 190.00 1.0% 90% True False 828
20 18,993.50 17,333.50 1,660.00 8.8% 271.75 1.4% 93% True False 907
40 18,993.50 17,333.50 1,660.00 8.8% 272.00 1.4% 93% True False 842
60 18,993.50 17,333.50 1,660.00 8.8% 267.75 1.4% 93% True False 662
80 18,993.50 17,333.50 1,660.00 8.8% 255.50 1.4% 93% True False 500
100 18,993.50 16,747.50 2,246.00 11.9% 235.50 1.2% 95% True False 401
120 18,993.50 16,402.00 2,591.50 13.7% 203.00 1.1% 96% True False 334
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 39.88
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 19,514.00
2.618 19,314.25
1.618 19,191.75
1.000 19,116.00
0.618 19,069.25
HIGH 18,993.50
0.618 18,946.75
0.500 18,932.25
0.382 18,917.75
LOW 18,871.00
0.618 18,795.25
1.000 18,748.50
1.618 18,672.75
2.618 18,550.25
4.250 18,350.50
Fisher Pivots for day following 16-May-2024
Pivot 1 day 3 day
R1 18,932.25 18,823.00
PP 18,916.25 18,761.50
S1 18,900.50 18,700.00

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

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