E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 18,837.75 19,241.50 403.75 2.1% 19,599.00
High 19,293.50 19,483.50 190.00 1.0% 19,683.00
Low 18,547.00 19,185.00 638.00 3.4% 18,339.50
Close 19,271.00 19,447.25 176.25 0.9% 18,458.25
Range 746.50 298.50 -448.00 -60.0% 1,343.50
ATR 439.15 429.10 -10.05 -2.3% 0.00
Volume 729,344 581,032 -148,312 -20.3% 2,592,033
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 20,267.50 20,155.75 19,611.50
R3 19,969.00 19,857.25 19,529.25
R2 19,670.50 19,670.50 19,502.00
R1 19,558.75 19,558.75 19,474.50 19,614.50
PP 19,372.00 19,372.00 19,372.00 19,399.75
S1 19,260.25 19,260.25 19,420.00 19,316.00
S2 19,073.50 19,073.50 19,392.50
S3 18,775.00 18,961.75 19,365.25
S4 18,476.50 18,663.25 19,283.00
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 19,483.50 18,339.50 1,144.00 5.9% 464.50 2.4% 97% True False 621,837
10 19,693.50 18,339.50 1,354.00 7.0% 452.25 2.3% 82% False False 614,018
20 20,025.25 18,339.50 1,685.75 8.7% 393.00 2.0% 66% False False 558,929
40 20,162.50 17,351.00 2,811.50 14.5% 455.00 2.3% 75% False False 640,680
60 20,983.75 17,351.00 3,632.75 18.7% 400.50 2.1% 58% False False 643,338
80 20,983.75 17,351.00 3,632.75 18.7% 362.75 1.9% 58% False False 495,914
100 20,983.75 17,351.00 3,632.75 18.7% 341.75 1.8% 58% False False 396,899
120 20,983.75 17,333.50 3,650.25 18.8% 332.25 1.7% 58% False False 330,889
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 105.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,752.00
2.618 20,265.00
1.618 19,966.50
1.000 19,782.00
0.618 19,668.00
HIGH 19,483.50
0.618 19,369.50
0.500 19,334.25
0.382 19,299.00
LOW 19,185.00
0.618 19,000.50
1.000 18,886.50
1.618 18,702.00
2.618 18,403.50
4.250 17,916.50
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 19,409.50 19,303.25
PP 19,372.00 19,159.25
S1 19,334.25 19,015.25

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

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