E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 26-Aug-2024
Day Change Summary
Previous Current
23-Aug-2024 26-Aug-2024 Change Change % Previous Week
Open 19,621.50 19,787.75 166.25 0.8% 19,629.00
High 19,904.25 19,846.25 -58.00 -0.3% 20,025.25
Low 19,591.75 19,505.50 -86.25 -0.4% 19,525.25
Close 19,790.75 19,591.25 -199.50 -1.0% 19,790.75
Range 312.50 340.75 28.25 9.0% 500.00
ATR 419.49 413.87 -5.62 -1.3% 0.00
Volume 581,201 473,540 -107,661 -18.5% 2,605,197
Daily Pivots for day following 26-Aug-2024
Classic Woodie Camarilla DeMark
R4 20,670.00 20,471.25 19,778.75
R3 20,329.25 20,130.50 19,685.00
R2 19,988.50 19,988.50 19,653.75
R1 19,789.75 19,789.75 19,622.50 19,718.75
PP 19,647.75 19,647.75 19,647.75 19,612.00
S1 19,449.00 19,449.00 19,560.00 19,378.00
S2 19,307.00 19,307.00 19,528.75
S3 18,966.25 19,108.25 19,497.50
S4 18,625.50 18,767.50 19,403.75
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 19,505.50 519.75 2.7% 307.00 1.6% 16% False True 529,886
10 20,025.25 18,628.50 1,396.75 7.1% 339.25 1.7% 69% False False 511,165
20 20,025.25 17,351.00 2,674.25 13.7% 495.00 2.5% 84% False False 618,841
40 20,983.75 17,351.00 3,632.75 18.5% 418.25 2.1% 62% False False 655,655
60 20,983.75 17,351.00 3,632.75 18.5% 367.75 1.9% 62% False False 542,365
80 20,983.75 17,351.00 3,632.75 18.5% 327.50 1.7% 62% False False 407,055
100 20,983.75 17,333.50 3,650.25 18.6% 331.50 1.7% 62% False False 325,851
120 20,983.75 17,333.50 3,650.25 18.6% 316.75 1.6% 62% False False 271,621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 67.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,294.50
2.618 20,738.25
1.618 20,397.50
1.000 20,187.00
0.618 20,056.75
HIGH 19,846.25
0.618 19,716.00
0.500 19,676.00
0.382 19,635.75
LOW 19,505.50
0.618 19,295.00
1.000 19,164.75
1.618 18,954.25
2.618 18,613.50
4.250 18,057.25
Fisher Pivots for day following 26-Aug-2024
Pivot 1 day 3 day
R1 19,676.00 19,765.50
PP 19,647.75 19,707.25
S1 19,619.50 19,649.25

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

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