E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 20-Aug-2024
Day Change Summary
Previous Current
19-Aug-2024 20-Aug-2024 Change Change % Previous Week
Open 19,629.00 19,857.75 228.75 1.2% 18,590.00
High 19,871.75 19,931.00 59.25 0.3% 19,683.00
Low 19,525.25 19,743.00 217.75 1.1% 18,515.00
Close 19,857.75 19,809.50 -48.25 -0.2% 19,605.75
Range 346.50 188.00 -158.50 -45.7% 1,168.00
ATR 457.93 438.65 -19.28 -4.2% 0.00
Volume 429,305 485,435 56,130 13.1% 2,502,814
Daily Pivots for day following 20-Aug-2024
Classic Woodie Camarilla DeMark
R4 20,391.75 20,288.75 19,913.00
R3 20,203.75 20,100.75 19,861.25
R2 20,015.75 20,015.75 19,844.00
R1 19,912.75 19,912.75 19,826.75 19,870.25
PP 19,827.75 19,827.75 19,827.75 19,806.50
S1 19,724.75 19,724.75 19,792.25 19,682.25
S2 19,639.75 19,639.75 19,775.00
S3 19,451.75 19,536.75 19,757.75
S4 19,263.75 19,348.75 19,706.00
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 22,772.00 22,356.75 20,248.25
R3 21,604.00 21,188.75 19,927.00
R2 20,436.00 20,436.00 19,820.00
R1 20,020.75 20,020.75 19,712.75 20,228.50
PP 19,268.00 19,268.00 19,268.00 19,371.75
S1 18,852.75 18,852.75 19,498.75 19,060.50
S2 18,100.00 18,100.00 19,391.50
S3 16,932.00 17,684.75 19,284.50
S4 15,764.00 16,516.75 18,963.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,931.00 18,925.50 1,005.50 5.1% 310.25 1.6% 88% True False 489,998
10 19,931.00 17,741.75 2,189.25 11.1% 416.00 2.1% 94% True False 530,851
20 19,931.00 17,351.00 2,580.00 13.0% 517.25 2.6% 95% True False 667,319
40 20,983.75 17,351.00 3,632.75 18.3% 410.50 2.1% 68% False False 664,171
60 20,983.75 17,351.00 3,632.75 18.3% 359.25 1.8% 68% False False 506,411
80 20,983.75 17,351.00 3,632.75 18.3% 325.75 1.6% 68% False False 380,046
100 20,983.75 17,333.50 3,650.25 18.4% 326.00 1.6% 68% False False 304,228
120 20,983.75 17,333.50 3,650.25 18.4% 315.25 1.6% 68% False False 253,590
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 98.30
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 20,730.00
2.618 20,423.25
1.618 20,235.25
1.000 20,119.00
0.618 20,047.25
HIGH 19,931.00
0.618 19,859.25
0.500 19,837.00
0.382 19,814.75
LOW 19,743.00
0.618 19,626.75
1.000 19,555.00
1.618 19,438.75
2.618 19,250.75
4.250 18,944.00
Fisher Pivots for day following 20-Aug-2024
Pivot 1 day 3 day
R1 19,837.00 19,769.50
PP 19,827.75 19,729.25
S1 19,818.75 19,689.25

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

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