E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 21-May-2024
Day Change Summary
Previous Current
20-May-2024 21-May-2024 Change Change % Previous Week
Open 18,884.75 18,986.50 101.75 0.5% 18,464.00
High 19,032.00 19,048.00 16.00 0.1% 18,993.50
Low 18,873.75 18,918.75 45.00 0.2% 18,406.50
Close 19,001.50 19,039.25 37.75 0.2% 18,870.75
Range 158.25 129.25 -29.00 -18.3% 587.00
ATR 243.61 235.45 -8.17 -3.4% 0.00
Volume 948 1,059 111 11.7% 4,588
Daily Pivots for day following 21-May-2024
Classic Woodie Camarilla DeMark
R4 19,389.75 19,343.75 19,110.25
R3 19,260.50 19,214.50 19,074.75
R2 19,131.25 19,131.25 19,063.00
R1 19,085.25 19,085.25 19,051.00 19,108.25
PP 19,002.00 19,002.00 19,002.00 19,013.50
S1 18,956.00 18,956.00 19,027.50 18,979.00
S2 18,872.75 18,872.75 19,015.50
S3 18,743.50 18,826.75 19,003.75
S4 18,614.25 18,697.50 18,968.25
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 20,518.00 20,281.25 19,193.50
R3 19,931.00 19,694.25 19,032.25
R2 19,344.00 19,344.00 18,978.25
R1 19,107.25 19,107.25 18,924.50 19,225.50
PP 18,757.00 18,757.00 18,757.00 18,816.00
S1 18,520.25 18,520.25 18,817.00 18,638.50
S2 18,170.00 18,170.00 18,763.25
S3 17,583.00 17,933.25 18,709.25
S4 16,996.00 17,346.25 18,548.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,048.00 18,623.00 425.00 2.2% 173.00 0.9% 98% True False 947
10 19,048.00 18,296.00 752.00 3.9% 168.00 0.9% 99% True False 840
20 19,048.00 17,530.50 1,517.50 8.0% 237.25 1.2% 99% True False 843
40 19,048.00 17,333.50 1,714.50 9.0% 270.25 1.4% 99% True False 875
60 19,048.00 17,333.50 1,714.50 9.0% 264.50 1.4% 99% True False 706
80 19,048.00 17,333.50 1,714.50 9.0% 254.50 1.3% 99% True False 534
100 19,048.00 16,747.50 2,300.50 12.1% 238.25 1.3% 100% True False 428
120 19,048.00 16,402.00 2,646.00 13.9% 206.75 1.1% 100% True False 356
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 42.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 19,597.25
2.618 19,386.50
1.618 19,257.25
1.000 19,177.25
0.618 19,128.00
HIGH 19,048.00
0.618 18,998.75
0.500 18,983.50
0.382 18,968.00
LOW 18,918.75
0.618 18,838.75
1.000 18,789.50
1.618 18,709.50
2.618 18,580.25
4.250 18,369.50
Fisher Pivots for day following 21-May-2024
Pivot 1 day 3 day
R1 19,020.50 18,997.75
PP 19,002.00 18,956.25
S1 18,983.50 18,914.50

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

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