E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 20,193.00 20,204.50 11.50 0.1% 19,278.50
High 20,270.50 20,371.00 100.50 0.5% 19,959.00
Low 20,127.00 19,958.25 -168.75 -0.8% 19,227.75
Close 20,196.25 20,031.50 -164.75 -0.8% 19,945.50
Range 143.50 412.75 269.25 187.6% 731.25
ATR 247.61 259.41 11.80 4.8% 0.00
Volume 578,901 897,181 318,280 55.0% 385,264
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 21,358.50 21,107.75 20,258.50
R3 20,945.75 20,695.00 20,145.00
R2 20,533.00 20,533.00 20,107.25
R1 20,282.25 20,282.25 20,069.25 20,201.25
PP 20,120.25 20,120.25 20,120.25 20,079.75
S1 19,869.50 19,869.50 19,993.75 19,788.50
S2 19,707.50 19,707.50 19,955.75
S3 19,294.75 19,456.75 19,918.00
S4 18,882.00 19,044.00 19,804.50
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 20,371.00 19,760.50 610.50 3.0% 261.75 1.3% 44% True False 493,344
10 20,371.00 19,189.75 1,181.25 5.9% 242.75 1.2% 71% True False 252,101
20 20,371.00 18,482.75 1,888.25 9.4% 263.00 1.3% 82% True False 127,345
40 20,371.00 17,530.50 2,840.50 14.2% 250.25 1.2% 88% True False 64,094
60 20,371.00 17,333.50 3,037.50 15.2% 267.75 1.3% 89% True False 43,031
80 20,371.00 17,333.50 3,037.50 15.2% 264.00 1.3% 89% True False 32,366
100 20,371.00 17,333.50 3,037.50 15.2% 256.25 1.3% 89% True False 25,896
120 20,371.00 16,747.50 3,623.50 18.1% 242.50 1.2% 91% True False 21,581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 78.60
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 22,125.25
2.618 21,451.50
1.618 21,038.75
1.000 20,783.75
0.618 20,626.00
HIGH 20,371.00
0.618 20,213.25
0.500 20,164.50
0.382 20,116.00
LOW 19,958.25
0.618 19,703.25
1.000 19,545.50
1.618 19,290.50
2.618 18,877.75
4.250 18,204.00
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 20,164.50 20,137.50
PP 20,120.25 20,102.25
S1 20,076.00 20,066.75

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

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