E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 18-Jun-2024
Day Change Summary
Previous Current
17-Jun-2024 18-Jun-2024 Change Change % Previous Week
Open 19,954.75 20,193.00 238.25 1.2% 19,278.50
High 20,271.25 20,270.50 -0.75 0.0% 19,959.00
Low 19,904.00 20,127.00 223.00 1.1% 19,227.75
Close 20,192.75 20,196.25 3.50 0.0% 19,945.50
Range 367.25 143.50 -223.75 -60.9% 731.25
ATR 255.62 247.61 -8.01 -3.1% 0.00
Volume 648,046 578,901 -69,145 -10.7% 385,264
Daily Pivots for day following 18-Jun-2024
Classic Woodie Camarilla DeMark
R4 20,628.50 20,555.75 20,275.25
R3 20,485.00 20,412.25 20,235.75
R2 20,341.50 20,341.50 20,222.50
R1 20,268.75 20,268.75 20,209.50 20,305.00
PP 20,198.00 20,198.00 20,198.00 20,216.00
S1 20,125.25 20,125.25 20,183.00 20,161.50
S2 20,054.50 20,054.50 20,170.00
S3 19,911.00 19,981.75 20,156.75
S4 19,767.50 19,838.25 20,117.25
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 21,904.50 21,656.25 20,347.75
R3 21,173.25 20,925.00 20,146.50
R2 20,442.00 20,442.00 20,079.50
R1 20,193.75 20,193.75 20,012.50 20,318.00
PP 19,710.75 19,710.75 19,710.75 19,772.75
S1 19,462.50 19,462.50 19,878.50 19,586.50
S2 18,979.50 18,979.50 19,811.50
S3 18,248.25 18,731.25 19,744.50
S4 17,517.00 18,000.00 19,543.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,271.25 19,488.75 782.50 3.9% 255.75 1.3% 90% False False 319,100
10 20,271.25 18,941.25 1,330.00 6.6% 241.50 1.2% 94% False False 162,919
20 20,271.25 18,482.75 1,788.50 8.9% 248.75 1.2% 96% False False 82,539
40 20,271.25 17,508.00 2,763.25 13.7% 249.25 1.2% 97% False False 41,682
60 20,271.25 17,333.50 2,937.75 14.5% 264.00 1.3% 97% False False 28,083
80 20,271.25 17,333.50 2,937.75 14.5% 260.50 1.3% 97% False False 21,151
100 20,271.25 17,333.50 2,937.75 14.5% 253.50 1.3% 97% False False 16,924
120 20,271.25 16,747.50 3,523.75 17.4% 239.50 1.2% 98% False False 14,104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 63.18
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 20,880.50
2.618 20,646.25
1.618 20,502.75
1.000 20,414.00
0.618 20,359.25
HIGH 20,270.50
0.618 20,215.75
0.500 20,198.75
0.382 20,181.75
LOW 20,127.00
0.618 20,038.25
1.000 19,983.50
1.618 19,894.75
2.618 19,751.25
4.250 19,517.00
Fisher Pivots for day following 18-Jun-2024
Pivot 1 day 3 day
R1 20,198.75 20,136.50
PP 20,198.00 20,077.00
S1 20,197.00 20,017.25

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

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