E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 19,593.25 18,956.50 -636.75 -3.2% 19,171.75
High 19,717.00 18,979.75 -737.25 -3.7% 19,717.00
Low 18,854.00 18,385.75 -468.25 -2.5% 18,385.75
Close 19,023.25 18,556.25 -467.00 -2.5% 18,556.25
Range 863.00 594.00 -269.00 -31.2% 1,331.25
ATR 423.16 438.47 15.31 3.6% 0.00
Volume 920,616 842,228 -78,388 -8.5% 3,870,109
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 20,422.50 20,083.50 18,883.00
R3 19,828.50 19,489.50 18,719.50
R2 19,234.50 19,234.50 18,665.25
R1 18,895.50 18,895.50 18,610.75 18,768.00
PP 18,640.50 18,640.50 18,640.50 18,577.00
S1 18,301.50 18,301.50 18,501.75 18,174.00
S2 18,046.50 18,046.50 18,447.25
S3 17,452.50 17,707.50 18,393.00
S4 16,858.50 17,113.50 18,229.50
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 22,880.00 22,049.50 19,288.50
R3 21,548.75 20,718.25 18,922.25
R2 20,217.50 20,217.50 18,800.25
R1 19,387.00 19,387.00 18,678.25 19,136.50
PP 18,886.25 18,886.25 18,886.25 18,761.25
S1 18,055.75 18,055.75 18,434.25 17,805.50
S2 17,555.00 17,555.00 18,312.25
S3 16,223.75 16,724.50 18,190.25
S4 14,892.50 15,393.25 17,824.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,717.00 18,385.75 1,331.25 7.2% 620.50 3.3% 13% False True 774,021
10 20,084.75 18,385.75 1,699.00 9.2% 517.00 2.8% 10% False True 766,348
20 20,983.75 18,385.75 2,598.00 14.0% 427.50 2.3% 7% False True 743,165
40 20,983.75 18,385.75 2,598.00 14.0% 340.25 1.8% 7% False True 585,497
60 20,983.75 18,296.00 2,687.75 14.5% 302.00 1.6% 10% False False 390,903
80 20,983.75 17,333.50 3,650.25 19.7% 310.50 1.7% 33% False False 293,445
100 20,983.75 17,333.50 3,650.25 19.7% 297.00 1.6% 33% False False 234,871
120 20,983.75 17,333.50 3,650.25 19.7% 289.00 1.6% 33% False False 195,736
Crabel Price Patterns
NR True
NR4 True
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 58.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,504.25
2.618 20,534.75
1.618 19,940.75
1.000 19,573.75
0.618 19,346.75
HIGH 18,979.75
0.618 18,752.75
0.500 18,682.75
0.382 18,612.75
LOW 18,385.75
0.618 18,018.75
1.000 17,791.75
1.618 17,424.75
2.618 16,830.75
4.250 15,861.25
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 18,682.75 19,051.50
PP 18,640.50 18,886.25
S1 18,598.50 18,721.25

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

View Archives - Comment on this page... - Back to Index of Symbols