E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 28-May-2024
Day Change Summary
Previous Current
24-May-2024 28-May-2024 Change Change % Previous Week
Open 18,928.00 19,115.25 187.25 1.0% 18,884.75
High 19,166.75 19,225.00 58.25 0.3% 19,265.75
Low 18,924.00 19,065.00 141.00 0.7% 18,863.75
Close 19,118.50 19,184.75 66.25 0.3% 19,118.50
Range 242.75 160.00 -82.75 -34.1% 402.00
ATR 244.42 238.39 -6.03 -2.5% 0.00
Volume 1,583 1,454 -129 -8.1% 7,423
Daily Pivots for day following 28-May-2024
Classic Woodie Camarilla DeMark
R4 19,638.25 19,571.50 19,272.75
R3 19,478.25 19,411.50 19,228.75
R2 19,318.25 19,318.25 19,214.00
R1 19,251.50 19,251.50 19,199.50 19,285.00
PP 19,158.25 19,158.25 19,158.25 19,175.00
S1 19,091.50 19,091.50 19,170.00 19,125.00
S2 18,998.25 18,998.25 19,155.50
S3 18,838.25 18,931.50 19,140.75
S4 18,678.25 18,771.50 19,096.75
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 20,288.75 20,105.50 19,339.50
R3 19,886.75 19,703.50 19,229.00
R2 19,484.75 19,484.75 19,192.25
R1 19,301.50 19,301.50 19,155.25 19,393.00
PP 19,082.75 19,082.75 19,082.75 19,128.50
S1 18,899.50 18,899.50 19,081.75 18,991.00
S2 18,680.75 18,680.75 19,044.75
S3 18,278.75 18,497.50 19,008.00
S4 17,876.75 18,095.50 18,897.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,265.75 18,863.75 402.00 2.1% 225.50 1.2% 80% False False 1,585
10 19,265.75 18,406.50 859.25 4.5% 211.75 1.1% 91% False False 1,258
20 19,265.75 17,606.25 1,659.50 8.7% 226.00 1.2% 95% False False 1,043
40 19,265.75 17,333.50 1,932.25 10.1% 279.00 1.5% 96% False False 1,011
60 19,265.75 17,333.50 1,932.25 10.1% 267.50 1.4% 96% False False 819
80 19,265.75 17,333.50 1,932.25 10.1% 254.25 1.3% 96% False False 619
100 19,265.75 16,747.50 2,518.25 13.1% 245.50 1.3% 97% False False 496
120 19,265.75 16,402.00 2,863.75 14.9% 214.50 1.1% 97% False False 414
Crabel Price Patterns
NR True
NR4 True
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 58.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 19,905.00
2.618 19,644.00
1.618 19,484.00
1.000 19,385.00
0.618 19,324.00
HIGH 19,225.00
0.618 19,164.00
0.500 19,145.00
0.382 19,126.00
LOW 19,065.00
0.618 18,966.00
1.000 18,905.00
1.618 18,806.00
2.618 18,646.00
4.250 18,385.00
Fisher Pivots for day following 28-May-2024
Pivot 1 day 3 day
R1 19,171.50 19,144.75
PP 19,158.25 19,104.75
S1 19,145.00 19,064.75

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

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