E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 11-Jul-2024
Day Change Summary
Previous Current
10-Jul-2024 11-Jul-2024 Change Change % Previous Week
Open 20,686.00 20,895.50 209.50 1.0% 19,970.00
High 20,916.75 20,983.75 67.00 0.3% 20,639.50
Low 20,684.50 20,377.25 -307.25 -1.5% 19,811.75
Close 20,899.75 20,441.75 -458.00 -2.2% 20,620.75
Range 232.25 606.50 374.25 161.1% 827.75
ATR 245.11 270.93 25.81 10.5% 0.00
Volume 576,694 906,128 329,434 57.1% 2,256,154
Daily Pivots for day following 11-Jul-2024
Classic Woodie Camarilla DeMark
R4 22,420.50 22,037.50 20,775.25
R3 21,814.00 21,431.00 20,608.50
R2 21,207.50 21,207.50 20,553.00
R1 20,824.50 20,824.50 20,497.25 20,712.75
PP 20,601.00 20,601.00 20,601.00 20,545.00
S1 20,218.00 20,218.00 20,386.25 20,106.25
S2 19,994.50 19,994.50 20,330.50
S3 19,388.00 19,611.50 20,275.00
S4 18,781.50 19,005.00 20,108.25
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 22,840.50 22,558.50 21,076.00
R3 22,012.75 21,730.75 20,848.50
R2 21,185.00 21,185.00 20,772.50
R1 20,903.00 20,903.00 20,696.75 21,044.00
PP 20,357.25 20,357.25 20,357.25 20,428.00
S1 20,075.25 20,075.25 20,544.75 20,216.25
S2 19,529.50 19,529.50 20,469.00
S3 18,701.75 19,247.50 20,393.00
S4 17,874.00 18,419.75 20,165.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,983.75 20,361.00 622.75 3.0% 276.50 1.4% 13% True False 629,965
10 20,983.75 19,811.75 1,172.00 5.7% 283.25 1.4% 54% True False 614,574
20 20,983.75 19,488.75 1,495.00 7.3% 271.25 1.3% 64% True False 553,892
40 20,983.75 18,406.50 2,577.25 12.6% 252.75 1.2% 79% True False 278,445
60 20,983.75 17,333.50 3,650.25 17.9% 261.50 1.3% 85% True False 185,953
80 20,983.75 17,333.50 3,650.25 17.9% 264.50 1.3% 85% True False 139,643
100 20,983.75 17,333.50 3,650.25 17.9% 264.50 1.3% 85% True False 111,746
120 20,983.75 17,333.50 3,650.25 17.9% 253.75 1.2% 85% True False 93,123
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 73.00
Widest range in 186 trading days
Fibonacci Retracements and Extensions
4.250 23,561.50
2.618 22,571.50
1.618 21,965.00
1.000 21,590.25
0.618 21,358.50
HIGH 20,983.75
0.618 20,752.00
0.500 20,680.50
0.382 20,609.00
LOW 20,377.25
0.618 20,002.50
1.000 19,770.75
1.618 19,396.00
2.618 18,789.50
4.250 17,799.50
Fisher Pivots for day following 11-Jul-2024
Pivot 1 day 3 day
R1 20,680.50 20,680.50
PP 20,601.00 20,601.00
S1 20,521.25 20,521.25

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

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