E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 19,787.75 19,558.75 -229.00 -1.2% 19,629.00
High 19,846.25 19,694.25 -152.00 -0.8% 20,025.25
Low 19,505.50 19,441.50 -64.00 -0.3% 19,525.25
Close 19,591.25 19,653.75 62.50 0.3% 19,790.75
Range 340.75 252.75 -88.00 -25.8% 500.00
ATR 413.87 402.36 -11.51 -2.8% 0.00
Volume 473,540 441,146 -32,394 -6.8% 2,605,197
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 20,354.75 20,257.00 19,792.75
R3 20,102.00 20,004.25 19,723.25
R2 19,849.25 19,849.25 19,700.00
R1 19,751.50 19,751.50 19,677.00 19,800.50
PP 19,596.50 19,596.50 19,596.50 19,621.00
S1 19,498.75 19,498.75 19,630.50 19,547.50
S2 19,343.75 19,343.75 19,607.50
S3 19,091.00 19,246.00 19,584.25
S4 18,838.25 18,993.25 19,514.75
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 19,441.50 583.75 3.0% 320.00 1.6% 36% False True 521,028
10 20,025.25 18,925.50 1,099.75 5.6% 315.00 1.6% 66% False False 505,513
20 20,025.25 17,351.00 2,674.25 13.6% 478.00 2.4% 86% False False 603,648
40 20,983.75 17,351.00 3,632.75 18.5% 418.00 2.1% 63% False False 650,700
60 20,983.75 17,351.00 3,632.75 18.5% 364.75 1.9% 63% False False 549,662
80 20,983.75 17,351.00 3,632.75 18.5% 326.00 1.7% 63% False False 412,558
100 20,983.75 17,333.50 3,650.25 18.6% 328.75 1.7% 64% False False 330,253
120 20,983.75 17,333.50 3,650.25 18.6% 317.00 1.6% 64% False False 275,296
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 77.70
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 20,768.50
2.618 20,356.00
1.618 20,103.25
1.000 19,947.00
0.618 19,850.50
HIGH 19,694.25
0.618 19,597.75
0.500 19,568.00
0.382 19,538.00
LOW 19,441.50
0.618 19,285.25
1.000 19,188.75
1.618 19,032.50
2.618 18,779.75
4.250 18,367.25
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 19,625.00 19,673.00
PP 19,596.50 19,666.50
S1 19,568.00 19,660.00

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

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