E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 31-Jul-2024
Day Change Summary
Previous Current
30-Jul-2024 31-Jul-2024 Change Change % Previous Week
Open 19,217.00 18,865.75 -351.25 -1.8% 19,749.00
High 19,319.75 19,648.00 328.25 1.7% 20,084.75
Low 18,725.00 18,861.75 136.75 0.7% 18,883.25
Close 18,936.25 19,505.25 569.00 3.0% 19,174.50
Range 594.75 786.25 191.50 32.2% 1,201.50
ATR 358.80 389.33 30.53 8.5% 0.00
Volume 745,002 762,246 17,244 2.3% 3,793,373
Daily Pivots for day following 31-Jul-2024
Classic Woodie Camarilla DeMark
R4 21,697.00 21,387.50 19,937.75
R3 20,910.75 20,601.25 19,721.50
R2 20,124.50 20,124.50 19,649.50
R1 19,815.00 19,815.00 19,577.25 19,969.75
PP 19,338.25 19,338.25 19,338.25 19,415.75
S1 19,028.75 19,028.75 19,433.25 19,183.50
S2 18,552.00 18,552.00 19,361.00
S3 17,765.75 18,242.50 19,289.00
S4 16,979.50 17,456.25 19,072.75
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 22,985.25 22,281.50 19,835.25
R3 21,783.75 21,080.00 19,505.00
R2 20,582.25 20,582.25 19,394.75
R1 19,878.50 19,878.50 19,284.75 19,629.50
PP 19,380.75 19,380.75 19,380.75 19,256.50
S1 18,677.00 18,677.00 19,064.25 18,428.00
S2 18,179.25 18,179.25 18,954.25
S3 16,977.75 17,475.50 18,844.00
S4 15,776.25 16,274.00 18,513.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,648.00 18,725.00 923.00 4.7% 491.00 2.5% 85% True False 758,796
10 20,162.50 18,725.00 1,437.50 7.4% 444.00 2.3% 54% False False 763,903
20 20,983.75 18,725.00 2,258.75 11.6% 380.00 1.9% 35% False False 704,790
40 20,983.75 18,725.00 2,258.75 11.6% 319.75 1.6% 35% False False 541,655
60 20,983.75 18,208.50 2,775.25 14.2% 283.25 1.5% 47% False False 361,543
80 20,983.75 17,333.50 3,650.25 18.7% 297.00 1.5% 59% False False 271,421
100 20,983.75 17,333.50 3,650.25 18.7% 288.25 1.5% 59% False False 217,247
120 20,983.75 17,333.50 3,650.25 18.7% 278.50 1.4% 59% False False 181,046
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 59.98
Widest range in 200 trading days
Fibonacci Retracements and Extensions
4.250 22,989.50
2.618 21,706.50
1.618 20,920.25
1.000 20,434.25
0.618 20,134.00
HIGH 19,648.00
0.618 19,347.75
0.500 19,255.00
0.382 19,162.00
LOW 18,861.75
0.618 18,375.75
1.000 18,075.50
1.618 17,589.50
2.618 16,803.25
4.250 15,520.25
Fisher Pivots for day following 31-Jul-2024
Pivot 1 day 3 day
R1 19,421.75 19,399.00
PP 19,338.25 19,292.75
S1 19,255.00 19,186.50

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

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