E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 21-Jun-2024
Day Change Summary
Previous Current
20-Jun-2024 21-Jun-2024 Change Change % Previous Week
Open 20,204.50 20,043.25 -161.25 -0.8% 19,954.75
High 20,371.00 20,086.00 -285.00 -1.4% 20,371.00
Low 19,958.25 19,914.25 -44.00 -0.2% 19,904.00
Close 20,031.50 19,982.75 -48.75 -0.2% 19,982.75
Range 412.75 171.75 -241.00 -58.4% 467.00
ATR 259.41 253.15 -6.26 -2.4% 0.00
Volume 897,181 590,839 -306,342 -34.1% 2,714,967
Daily Pivots for day following 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 20,509.50 20,418.00 20,077.25
R3 20,337.75 20,246.25 20,030.00
R2 20,166.00 20,166.00 20,014.25
R1 20,074.50 20,074.50 19,998.50 20,034.50
PP 19,994.25 19,994.25 19,994.25 19,974.25
S1 19,902.75 19,902.75 19,967.00 19,862.50
S2 19,822.50 19,822.50 19,951.25
S3 19,650.75 19,731.00 19,935.50
S4 19,479.00 19,559.25 19,888.25
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 21,487.00 21,201.75 20,239.50
R3 21,020.00 20,734.75 20,111.25
R2 20,553.00 20,553.00 20,068.25
R1 20,267.75 20,267.75 20,025.50 20,410.50
PP 20,086.00 20,086.00 20,086.00 20,157.25
S1 19,800.75 19,800.75 19,940.00 19,943.50
S2 19,619.00 19,619.00 19,897.25
S3 19,152.00 19,333.75 19,854.25
S4 18,685.00 18,866.75 19,726.00
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 19,763.25 607.75 3.0% 258.25 1.3% 36% False False 591,353
10 20,371.00 19,189.75 1,181.25 5.9% 249.50 1.2% 67% False False 310,761
20 20,371.00 18,482.75 1,888.25 9.4% 262.00 1.3% 79% False False 156,808
40 20,371.00 17,530.50 2,840.50 14.2% 246.75 1.2% 86% False False 78,844
60 20,371.00 17,333.50 3,037.50 15.2% 267.75 1.3% 87% False False 52,875
80 20,371.00 17,333.50 3,037.50 15.2% 265.00 1.3% 87% False False 39,751
100 20,371.00 17,333.50 3,037.50 15.2% 255.50 1.3% 87% False False 31,804
120 20,371.00 16,747.50 3,623.50 18.1% 243.75 1.2% 89% False False 26,504
Crabel Price Patterns
NR True
NR4 False
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 78.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,816.00
2.618 20,535.75
1.618 20,364.00
1.000 20,257.75
0.618 20,192.25
HIGH 20,086.00
0.618 20,020.50
0.500 20,000.00
0.382 19,979.75
LOW 19,914.25
0.618 19,808.00
1.000 19,742.50
1.618 19,636.25
2.618 19,464.50
4.250 19,184.25
Fisher Pivots for day following 21-Jun-2024
Pivot 1 day 3 day
R1 20,000.00 20,142.50
PP 19,994.25 20,089.25
S1 19,988.50 20,036.00

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

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