E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 19,973.00 19,946.00 -27.00 -0.1% 19,954.75
High 20,070.50 20,116.75 46.25 0.2% 20,371.00
Low 19,901.00 19,874.25 -26.75 -0.1% 19,904.00
Close 20,012.50 20,039.50 27.00 0.1% 19,982.75
Range 169.50 242.50 73.00 43.1% 467.00
ATR 250.34 249.78 -0.56 -0.2% 0.00
Volume 590,175 589,649 -526 -0.1% 2,714,967
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 20,737.75 20,631.00 20,173.00
R3 20,495.25 20,388.50 20,106.25
R2 20,252.75 20,252.75 20,084.00
R1 20,146.00 20,146.00 20,061.75 20,199.50
PP 20,010.25 20,010.25 20,010.25 20,036.75
S1 19,903.50 19,903.50 20,017.25 19,957.00
S2 19,767.75 19,767.75 19,995.00
S3 19,525.25 19,661.00 19,972.75
S4 19,282.75 19,418.50 19,906.00
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 20,116.75 19,726.00 390.75 1.9% 228.25 1.1% 80% True False 605,816
10 20,371.00 19,726.00 645.00 3.2% 245.00 1.2% 49% False False 549,580
20 20,371.00 18,482.75 1,888.25 9.4% 259.75 1.3% 82% False False 278,370
40 20,371.00 17,606.25 2,764.75 13.8% 237.00 1.2% 88% False False 139,731
60 20,371.00 17,333.50 3,037.50 15.2% 271.00 1.4% 89% False False 93,484
80 20,371.00 17,333.50 3,037.50 15.2% 266.50 1.3% 89% False False 70,226
100 20,371.00 17,333.50 3,037.50 15.2% 254.50 1.3% 89% False False 56,186
120 20,371.00 16,747.50 3,623.50 18.1% 248.75 1.2% 91% False False 46,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 70.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,147.50
2.618 20,751.50
1.618 20,509.00
1.000 20,359.25
0.618 20,266.50
HIGH 20,116.75
0.618 20,024.00
0.500 19,995.50
0.382 19,967.00
LOW 19,874.25
0.618 19,724.50
1.000 19,631.75
1.618 19,482.00
2.618 19,239.50
4.250 18,843.50
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 20,024.75 20,000.00
PP 20,010.25 19,960.75
S1 19,995.50 19,921.50

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

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