E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 06-Jun-2024
Day Change Summary
Previous Current
05-Jun-2024 06-Jun-2024 Change Change % Previous Week
Open 18,953.50 19,331.75 378.25 2.0% 19,115.25
High 19,339.75 19,374.75 35.00 0.2% 19,225.00
Low 18,941.25 19,270.00 328.75 1.7% 18,482.75
Close 19,323.00 19,311.25 -11.75 -0.1% 18,831.50
Range 398.50 104.75 -293.75 -73.7% 742.25
ATR 265.47 253.99 -11.48 -4.3% 0.00
Volume 5,356 4,241 -1,115 -20.8% 8,482
Daily Pivots for day following 06-Jun-2024
Classic Woodie Camarilla DeMark
R4 19,633.00 19,576.75 19,368.75
R3 19,528.25 19,472.00 19,340.00
R2 19,423.50 19,423.50 19,330.50
R1 19,367.25 19,367.25 19,320.75 19,343.00
PP 19,318.75 19,318.75 19,318.75 19,306.50
S1 19,262.50 19,262.50 19,301.75 19,238.25
S2 19,214.00 19,214.00 19,292.00
S3 19,109.25 19,157.75 19,282.50
S4 19,004.50 19,053.00 19,253.75
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 19,374.75 18,482.75 892.00 4.6% 299.25 1.5% 93% True False 3,911
10 19,374.75 18,482.75 892.00 4.6% 274.50 1.4% 93% True False 2,854
20 19,374.75 18,328.75 1,046.00 5.4% 222.50 1.2% 94% True False 1,898
40 19,374.75 17,333.50 2,041.25 10.6% 273.25 1.4% 97% True False 1,469
60 19,374.75 17,333.50 2,041.25 10.6% 264.75 1.4% 97% True False 1,182
80 19,374.75 17,333.50 2,041.25 10.6% 262.50 1.4% 97% True False 909
100 19,374.75 17,093.00 2,281.75 11.8% 250.25 1.3% 97% True False 729
120 19,374.75 16,747.50 2,627.25 13.6% 228.00 1.2% 98% True False 608
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 65.38
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 19,820.00
2.618 19,649.00
1.618 19,544.25
1.000 19,479.50
0.618 19,439.50
HIGH 19,374.75
0.618 19,334.75
0.500 19,322.50
0.382 19,310.00
LOW 19,270.00
0.618 19,205.25
1.000 19,165.25
1.618 19,100.50
2.618 18,995.75
4.250 18,824.75
Fisher Pivots for day following 06-Jun-2024
Pivot 1 day 3 day
R1 19,322.50 19,229.00
PP 19,318.75 19,146.75
S1 19,315.00 19,064.50

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

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