E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 19,599.00 18,993.75 -605.25 -3.1% 19,787.75
High 19,683.00 19,114.75 -568.25 -2.9% 19,846.25
Low 18,911.00 18,825.75 -85.25 -0.5% 19,140.25
Close 19,006.50 18,962.50 -44.00 -0.2% 19,623.00
Range 772.00 289.00 -483.00 -62.6% 706.00
ATR 432.27 422.04 -10.23 -2.4% 0.00
Volume 698,442 582,116 -116,326 -16.7% 2,617,278
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 19,834.75 19,687.50 19,121.50
R3 19,545.75 19,398.50 19,042.00
R2 19,256.75 19,256.75 19,015.50
R1 19,109.50 19,109.50 18,989.00 19,038.50
PP 18,967.75 18,967.75 18,967.75 18,932.25
S1 18,820.50 18,820.50 18,936.00 18,749.50
S2 18,678.75 18,678.75 18,909.50
S3 18,389.75 18,531.50 18,883.00
S4 18,100.75 18,242.50 18,803.50
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 21,654.50 21,344.75 20,011.25
R3 20,948.50 20,638.75 19,817.25
R2 20,242.50 20,242.50 19,752.50
R1 19,932.75 19,932.75 19,687.75 19,734.50
PP 19,536.50 19,536.50 19,536.50 19,437.50
S1 19,226.75 19,226.75 19,558.25 19,028.50
S2 18,830.50 18,830.50 19,493.50
S3 18,124.50 18,520.75 19,428.75
S4 17,418.50 17,814.75 19,234.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,693.50 18,825.75 867.75 4.6% 468.00 2.5% 16% False True 596,630
10 20,025.25 18,825.75 1,199.50 6.3% 394.00 2.1% 11% False True 558,829
20 20,025.25 17,741.75 2,283.50 12.0% 405.00 2.1% 53% False False 544,840
40 20,983.75 17,351.00 3,632.75 19.2% 448.50 2.4% 44% False False 658,188
60 20,983.75 17,351.00 3,632.75 19.2% 382.25 2.0% 44% False False 598,988
80 20,983.75 17,351.00 3,632.75 19.2% 343.50 1.8% 44% False False 449,801
100 20,983.75 17,333.50 3,650.25 19.2% 336.75 1.8% 45% False False 360,043
120 20,983.75 17,333.50 3,650.25 19.2% 323.75 1.7% 45% False False 300,146
Crabel Price Patterns
NR True
NR4 False
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 75.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,343.00
2.618 19,871.25
1.618 19,582.25
1.000 19,403.75
0.618 19,293.25
HIGH 19,114.75
0.618 19,004.25
0.500 18,970.25
0.382 18,936.25
LOW 18,825.75
0.618 18,647.25
1.000 18,536.75
1.618 18,358.25
2.618 18,069.25
4.250 17,597.50
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 18,970.25 19,254.50
PP 18,967.75 19,157.00
S1 18,965.00 19,059.75

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

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