E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 12-Jul-2024
Day Change Summary
Previous Current
11-Jul-2024 12-Jul-2024 Change Change % Previous Week
Open 20,895.50 20,432.75 -462.75 -2.2% 20,591.50
High 20,983.75 20,741.00 -242.75 -1.2% 20,983.75
Low 20,377.25 20,335.00 -42.25 -0.2% 20,335.00
Close 20,441.75 20,524.00 82.25 0.4% 20,524.00
Range 606.50 406.00 -200.50 -33.1% 648.75
ATR 270.93 280.58 9.65 3.6% 0.00
Volume 906,128 724,343 -181,785 -20.1% 3,273,961
Daily Pivots for day following 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 21,751.25 21,543.75 20,747.25
R3 21,345.25 21,137.75 20,635.75
R2 20,939.25 20,939.25 20,598.50
R1 20,731.75 20,731.75 20,561.25 20,835.50
PP 20,533.25 20,533.25 20,533.25 20,585.25
S1 20,325.75 20,325.75 20,486.75 20,429.50
S2 20,127.25 20,127.25 20,449.50
S3 19,721.25 19,919.75 20,412.25
S4 19,315.25 19,513.75 20,300.75
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 22,560.50 22,191.00 20,880.75
R3 21,911.75 21,542.25 20,702.50
R2 21,263.00 21,263.00 20,643.00
R1 20,893.50 20,893.50 20,583.50 20,754.00
PP 20,614.25 20,614.25 20,614.25 20,544.50
S1 20,244.75 20,244.75 20,464.50 20,105.00
S2 19,965.50 19,965.50 20,405.00
S3 19,316.75 19,596.00 20,345.50
S4 18,668.00 18,947.25 20,167.25
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 20,335.00 648.75 3.2% 302.00 1.5% 29% False True 654,792
10 20,983.75 19,811.75 1,172.00 5.7% 299.75 1.5% 61% False False 628,043
20 20,983.75 19,726.00 1,257.75 6.1% 272.25 1.3% 63% False False 588,812
40 20,983.75 18,482.75 2,501.00 12.2% 256.50 1.3% 82% False False 296,529
60 20,983.75 17,333.50 3,650.25 17.8% 265.00 1.3% 87% False False 198,009
80 20,983.75 17,333.50 3,650.25 17.8% 265.50 1.3% 87% False False 148,688
100 20,983.75 17,333.50 3,650.25 17.8% 265.50 1.3% 87% False False 118,989
120 20,983.75 17,333.50 3,650.25 17.8% 254.25 1.2% 87% False False 99,159
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 75.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,466.50
2.618 21,804.00
1.618 21,398.00
1.000 21,147.00
0.618 20,992.00
HIGH 20,741.00
0.618 20,586.00
0.500 20,538.00
0.382 20,490.00
LOW 20,335.00
0.618 20,084.00
1.000 19,929.00
1.618 19,678.00
2.618 19,272.00
4.250 18,609.50
Fisher Pivots for day following 12-Jul-2024
Pivot 1 day 3 day
R1 20,538.00 20,659.50
PP 20,533.25 20,614.25
S1 20,528.75 20,569.00

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

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