E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 28-Jun-2024
Day Change Summary
Previous Current
27-Jun-2024 28-Jun-2024 Change Change % Previous Week
Open 19,946.00 20,063.25 117.25 0.6% 20,014.75
High 20,116.75 20,273.25 156.50 0.8% 20,273.25
Low 19,874.25 19,906.25 32.00 0.2% 19,726.00
Close 20,039.50 19,927.25 -112.25 -0.6% 19,927.25
Range 242.50 367.00 124.50 51.3% 547.25
ATR 249.78 258.15 8.37 3.4% 0.00
Volume 589,649 750,324 160,675 27.2% 3,188,566
Daily Pivots for day following 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 21,136.50 20,899.00 20,129.00
R3 20,769.50 20,532.00 20,028.25
R2 20,402.50 20,402.50 19,994.50
R1 20,165.00 20,165.00 19,961.00 20,100.25
PP 20,035.50 20,035.50 20,035.50 20,003.25
S1 19,798.00 19,798.00 19,893.50 19,733.25
S2 19,668.50 19,668.50 19,860.00
S3 19,301.50 19,431.00 19,826.25
S4 18,934.50 19,064.00 19,725.50
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 21,617.25 21,319.50 20,228.25
R3 21,070.00 20,772.25 20,077.75
R2 20,522.75 20,522.75 20,027.50
R1 20,225.00 20,225.00 19,977.50 20,100.25
PP 19,975.50 19,975.50 19,975.50 19,913.00
S1 19,677.75 19,677.75 19,877.00 19,553.00
S2 19,428.25 19,428.25 19,827.00
S3 18,881.00 19,130.50 19,776.75
S4 18,333.75 18,583.25 19,626.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,273.25 19,726.00 547.25 2.7% 267.25 1.3% 37% True False 637,713
10 20,371.00 19,726.00 645.00 3.2% 262.75 1.3% 31% False False 614,533
20 20,371.00 18,482.75 1,888.25 9.5% 266.50 1.3% 76% False False 315,787
40 20,371.00 17,606.25 2,764.75 13.9% 236.50 1.2% 84% False False 158,455
60 20,371.00 17,333.50 3,037.50 15.2% 273.50 1.4% 85% False False 105,982
80 20,371.00 17,333.50 3,037.50 15.2% 266.00 1.3% 85% False False 79,604
100 20,371.00 17,333.50 3,037.50 15.2% 256.25 1.3% 85% False False 63,689
120 20,371.00 16,781.25 3,589.75 18.0% 250.25 1.3% 88% False False 53,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 76.78
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,833.00
2.618 21,234.00
1.618 20,867.00
1.000 20,640.25
0.618 20,500.00
HIGH 20,273.25
0.618 20,133.00
0.500 20,089.75
0.382 20,046.50
LOW 19,906.25
0.618 19,679.50
1.000 19,539.25
1.618 19,312.50
2.618 18,945.50
4.250 18,346.50
Fisher Pivots for day following 28-Jun-2024
Pivot 1 day 3 day
R1 20,089.75 20,073.75
PP 20,035.50 20,025.00
S1 19,981.50 19,976.00

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

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