E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 13-Sep-2024
Day Change Summary
Previous Current
12-Sep-2024 13-Sep-2024 Change Change % Previous Week
Open 19,241.50 19,419.50 178.00 0.9% 18,400.00
High 19,483.50 19,577.25 93.75 0.5% 19,577.25
Low 19,185.00 19,398.25 213.25 1.1% 18,386.00
Close 19,447.25 19,530.25 83.00 0.4% 19,530.25
Range 298.50 179.00 -119.50 -40.0% 1,191.25
ATR 429.10 411.24 -17.86 -4.2% 0.00
Volume 581,032 467,948 -113,084 -19.5% 2,850,784
Daily Pivots for day following 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 20,039.00 19,963.50 19,628.75
R3 19,860.00 19,784.50 19,579.50
R2 19,681.00 19,681.00 19,563.00
R1 19,605.50 19,605.50 19,546.75 19,643.25
PP 19,502.00 19,502.00 19,502.00 19,520.75
S1 19,426.50 19,426.50 19,513.75 19,464.25
S2 19,323.00 19,323.00 19,497.50
S3 19,144.00 19,247.50 19,481.00
S4 18,965.00 19,068.50 19,431.75
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 22,738.25 22,325.50 20,185.50
R3 21,547.00 21,134.25 19,857.75
R2 20,355.75 20,355.75 19,748.75
R1 19,943.00 19,943.00 19,639.50 20,149.50
PP 19,164.50 19,164.50 19,164.50 19,267.75
S1 18,751.75 18,751.75 19,421.00 18,958.00
S2 17,973.25 17,973.25 19,311.75
S3 16,782.00 17,560.50 19,202.75
S4 15,590.75 16,369.25 18,875.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,577.25 18,386.00 1,191.25 6.1% 373.75 1.9% 96% True False 570,156
10 19,683.00 18,339.50 1,343.50 6.9% 414.75 2.1% 89% False False 593,842
20 20,025.25 18,339.50 1,685.75 8.6% 376.75 1.9% 71% False False 556,211
40 20,084.75 17,351.00 2,733.75 14.0% 449.50 2.3% 80% False False 628,272
60 20,983.75 17,351.00 3,632.75 18.6% 401.25 2.1% 60% False False 641,489
80 20,983.75 17,351.00 3,632.75 18.6% 363.25 1.9% 60% False False 501,751
100 20,983.75 17,351.00 3,632.75 18.6% 340.50 1.7% 60% False False 401,566
120 20,983.75 17,333.50 3,650.25 18.7% 332.50 1.7% 60% False False 334,786
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 99.73
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 20,338.00
2.618 20,045.75
1.618 19,866.75
1.000 19,756.25
0.618 19,687.75
HIGH 19,577.25
0.618 19,508.75
0.500 19,487.75
0.382 19,466.75
LOW 19,398.25
0.618 19,287.75
1.000 19,219.25
1.618 19,108.75
2.618 18,929.75
4.250 18,637.50
Fisher Pivots for day following 13-Sep-2024
Pivot 1 day 3 day
R1 19,516.00 19,374.25
PP 19,502.00 19,218.25
S1 19,487.75 19,062.00

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

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