E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 05-Sep-2024
Day Change Summary
Previous Current
04-Sep-2024 05-Sep-2024 Change Change % Previous Week
Open 18,993.75 18,965.75 -28.00 -0.1% 19,787.75
High 19,114.75 19,150.50 35.75 0.2% 19,846.25
Low 18,825.75 18,827.25 1.50 0.0% 19,140.25
Close 18,962.50 18,963.50 1.00 0.0% 19,623.00
Range 289.00 323.25 34.25 11.9% 706.00
ATR 422.04 414.98 -7.06 -1.7% 0.00
Volume 582,116 585,125 3,009 0.5% 2,617,278
Daily Pivots for day following 05-Sep-2024
Classic Woodie Camarilla DeMark
R4 19,950.25 19,780.00 19,141.25
R3 19,627.00 19,456.75 19,052.50
R2 19,303.75 19,303.75 19,022.75
R1 19,133.50 19,133.50 18,993.25 19,057.00
PP 18,980.50 18,980.50 18,980.50 18,942.00
S1 18,810.25 18,810.25 18,933.75 18,733.75
S2 18,657.25 18,657.25 18,904.25
S3 18,334.00 18,487.00 18,874.50
S4 18,010.75 18,163.75 18,785.75
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% 440.00 2.3% 16% False False 606,199
10 20,025.25 18,825.75 1,199.50 6.3% 405.25 2.1% 11% False False 569,434
20 20,025.25 17,741.75 2,283.50 12.0% 385.00 2.0% 54% False False 537,834
40 20,983.75 17,351.00 3,632.75 19.2% 450.75 2.4% 44% False False 658,399
60 20,983.75 17,351.00 3,632.75 19.2% 385.25 2.0% 44% False False 608,631
80 20,983.75 17,351.00 3,632.75 19.2% 345.50 1.8% 44% False False 457,106
100 20,983.75 17,333.50 3,650.25 19.2% 336.25 1.8% 45% False False 365,886
120 20,983.75 17,333.50 3,650.25 19.2% 324.25 1.7% 45% False False 305,020
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 86.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,524.25
2.618 19,996.75
1.618 19,673.50
1.000 19,473.75
0.618 19,350.25
HIGH 19,150.50
0.618 19,027.00
0.500 18,989.00
0.382 18,950.75
LOW 18,827.25
0.618 18,627.50
1.000 18,504.00
1.618 18,304.25
2.618 17,981.00
4.250 17,453.50
Fisher Pivots for day following 05-Sep-2024
Pivot 1 day 3 day
R1 18,989.00 19,254.50
PP 18,980.50 19,157.50
S1 18,972.00 19,060.50

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

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