E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 04-Jun-2024
Day Change Summary
Previous Current
03-Jun-2024 04-Jun-2024 Change Change % Previous Week
Open 18,835.25 18,897.25 62.00 0.3% 19,115.25
High 18,998.00 18,997.00 -1.00 0.0% 19,225.00
Low 18,675.00 18,754.25 79.25 0.4% 18,482.75
Close 18,887.50 18,945.00 57.50 0.3% 18,831.50
Range 323.00 242.75 -80.25 -24.8% 742.25
ATR 256.20 255.24 -0.96 -0.4% 0.00
Volume 2,816 3,820 1,004 35.7% 8,482
Daily Pivots for day following 04-Jun-2024
Classic Woodie Camarilla DeMark
R4 19,627.00 19,528.75 19,078.50
R3 19,384.25 19,286.00 19,011.75
R2 19,141.50 19,141.50 18,989.50
R1 19,043.25 19,043.25 18,967.25 19,092.50
PP 18,898.75 18,898.75 18,898.75 18,923.25
S1 18,800.50 18,800.50 18,922.75 18,849.50
S2 18,656.00 18,656.00 18,900.50
S3 18,413.25 18,557.75 18,878.25
S4 18,170.50 18,315.00 18,811.50
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 21,073.25 20,694.50 19,239.75
R3 20,331.00 19,952.25 19,035.50
R2 19,588.75 19,588.75 18,967.50
R1 19,210.00 19,210.00 18,899.50 19,028.25
PP 18,846.50 18,846.50 18,846.50 18,755.50
S1 18,467.75 18,467.75 18,763.50 18,286.00
S2 18,104.25 18,104.25 18,695.50
S3 17,362.00 17,725.50 18,627.50
S4 16,619.75 16,983.25 18,423.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,192.00 18,482.75 709.25 3.7% 287.25 1.5% 65% False False 2,732
10 19,265.75 18,482.75 783.00 4.1% 256.25 1.4% 59% False False 2,159
20 19,265.75 18,296.00 969.75 5.1% 211.25 1.1% 67% False False 1,478
40 19,265.75 17,333.50 1,932.25 10.2% 276.75 1.5% 83% False False 1,273
60 19,265.75 17,333.50 1,932.25 10.2% 264.25 1.4% 83% False False 1,036
80 19,265.75 17,333.50 1,932.25 10.2% 260.00 1.4% 83% False False 789
100 19,265.75 17,093.00 2,172.75 11.5% 249.25 1.3% 85% False False 633
120 19,265.75 16,747.50 2,518.25 13.3% 225.50 1.2% 87% False False 528
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 74.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,028.75
2.618 19,632.50
1.618 19,389.75
1.000 19,239.75
0.618 19,147.00
HIGH 18,997.00
0.618 18,904.25
0.500 18,875.50
0.382 18,847.00
LOW 18,754.25
0.618 18,604.25
1.000 18,511.50
1.618 18,361.50
2.618 18,118.75
4.250 17,722.50
Fisher Pivots for day following 04-Jun-2024
Pivot 1 day 3 day
R1 18,922.00 18,876.75
PP 18,898.75 18,808.50
S1 18,875.50 18,740.50

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

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