E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 23-Aug-2024
Day Change Summary
Previous Current
22-Aug-2024 23-Aug-2024 Change Change % Previous Week
Open 19,921.25 19,621.50 -299.75 -1.5% 19,629.00
High 20,025.25 19,904.25 -121.00 -0.6% 20,025.25
Low 19,542.00 19,591.75 49.75 0.3% 19,525.25
Close 19,578.25 19,790.75 212.50 1.1% 19,790.75
Range 483.25 312.50 -170.75 -35.3% 500.00
ATR 426.68 419.49 -7.19 -1.7% 0.00
Volume 630,179 581,201 -48,978 -7.8% 2,605,197
Daily Pivots for day following 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 20,699.75 20,557.75 19,962.50
R3 20,387.25 20,245.25 19,876.75
R2 20,074.75 20,074.75 19,848.00
R1 19,932.75 19,932.75 19,819.50 20,003.75
PP 19,762.25 19,762.25 19,762.25 19,797.75
S1 19,620.25 19,620.25 19,762.00 19,691.25
S2 19,449.75 19,449.75 19,733.50
S3 19,137.25 19,307.75 19,704.75
S4 18,824.75 18,995.25 19,619.00
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 21,280.50 21,035.50 20,065.75
R3 20,780.50 20,535.50 19,928.25
R2 20,280.50 20,280.50 19,882.50
R1 20,035.50 20,035.50 19,836.50 20,158.00
PP 19,780.50 19,780.50 19,780.50 19,841.50
S1 19,535.50 19,535.50 19,745.00 19,658.00
S2 19,280.50 19,280.50 19,699.00
S3 18,780.50 19,035.50 19,653.25
S4 18,280.50 18,535.50 19,515.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,025.25 19,525.25 500.00 2.5% 308.00 1.6% 53% False False 521,039
10 20,025.25 18,515.00 1,510.25 7.6% 330.00 1.7% 84% False False 510,801
20 20,025.25 17,351.00 2,674.25 13.5% 491.25 2.5% 91% False False 625,165
40 20,983.75 17,351.00 3,632.75 18.4% 419.00 2.1% 67% False False 662,574
60 20,983.75 17,351.00 3,632.75 18.4% 366.00 1.8% 67% False False 534,506
80 20,983.75 17,351.00 3,632.75 18.4% 328.00 1.7% 67% False False 401,152
100 20,983.75 17,333.50 3,650.25 18.4% 330.25 1.7% 67% False False 321,120
120 20,983.75 17,333.50 3,650.25 18.4% 317.50 1.6% 67% False False 267,676
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 69.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,232.50
2.618 20,722.50
1.618 20,410.00
1.000 20,216.75
0.618 20,097.50
HIGH 19,904.25
0.618 19,785.00
0.500 19,748.00
0.382 19,711.00
LOW 19,591.75
0.618 19,398.50
1.000 19,279.25
1.618 19,086.00
2.618 18,773.50
4.250 18,263.50
Fisher Pivots for day following 23-Aug-2024
Pivot 1 day 3 day
R1 19,776.50 19,788.50
PP 19,762.25 19,786.00
S1 19,748.00 19,783.50

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

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