E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 18,727.00 18,837.75 110.75 0.6% 19,599.00
High 18,878.50 19,293.50 415.00 2.2% 19,683.00
Low 18,582.25 18,547.00 -35.25 -0.2% 18,339.50
Close 18,864.00 19,271.00 407.00 2.2% 18,458.25
Range 296.25 746.50 450.25 152.0% 1,343.50
ATR 415.50 439.15 23.64 5.7% 0.00
Volume 536,220 729,344 193,124 36.0% 2,592,033
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 21,276.75 21,020.25 19,681.50
R3 20,530.25 20,273.75 19,476.25
R2 19,783.75 19,783.75 19,407.75
R1 19,527.25 19,527.25 19,339.50 19,655.50
PP 19,037.25 19,037.25 19,037.25 19,101.25
S1 18,780.75 18,780.75 19,202.50 18,909.00
S2 18,290.75 18,290.75 19,134.25
S3 17,544.25 18,034.25 19,065.75
S4 16,797.75 17,287.75 18,860.50
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 22,857.50 22,001.25 19,197.25
R3 21,514.00 20,657.75 18,827.75
R2 20,170.50 20,170.50 18,704.50
R1 19,314.25 19,314.25 18,581.50 19,070.50
PP 18,827.00 18,827.00 18,827.00 18,705.00
S1 17,970.75 17,970.75 18,335.00 17,727.00
S2 17,483.50 17,483.50 18,212.00
S3 16,140.00 16,627.25 18,088.75
S4 14,796.50 15,283.75 17,719.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,293.50 18,339.50 954.00 5.0% 469.50 2.4% 98% True False 622,655
10 19,693.50 18,339.50 1,354.00 7.0% 468.75 2.4% 69% False False 609,642
20 20,025.25 18,339.50 1,685.75 8.7% 392.00 2.0% 55% False False 557,578
40 20,597.75 17,351.00 3,246.75 16.8% 463.25 2.4% 59% False False 647,512
60 20,983.75 17,351.00 3,632.75 18.9% 401.75 2.1% 53% False False 644,455
80 20,983.75 17,351.00 3,632.75 18.9% 361.00 1.9% 53% False False 488,660
100 20,983.75 17,333.50 3,650.25 18.9% 343.00 1.8% 53% False False 391,109
120 20,983.75 17,333.50 3,650.25 18.9% 331.25 1.7% 53% False False 326,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 105.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 22,466.00
2.618 21,247.75
1.618 20,501.25
1.000 20,040.00
0.618 19,754.75
HIGH 19,293.50
0.618 19,008.25
0.500 18,920.25
0.382 18,832.25
LOW 18,547.00
0.618 18,085.75
1.000 17,800.50
1.618 17,339.25
2.618 16,592.75
4.250 15,374.50
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 19,154.00 19,127.25
PP 19,037.25 18,983.50
S1 18,920.25 18,839.75

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

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