E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 20-Sep-2024
Day Change Summary
Previous Current
19-Sep-2024 20-Sep-2024 Change Change % Previous Week
Open 19,420.50 19,831.25 410.75 2.1% 19,498.00
High 19,966.75 19,838.25 -128.50 -0.6% 19,966.75
Low 19,406.50 19,746.50 340.00 1.8% 19,299.25
Close 19,850.25 19,808.01 -42.24 -0.2% 19,808.01
Range 560.25 91.75 -468.50 -83.6% 667.50
ATR 402.75 381.39 -21.36 -5.3% 0.00
Volume 134,917 4,958 -129,959 -96.3% 872,563
Daily Pivots for day following 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 20,072.75 20,032.25 19,858.50
R3 19,981.00 19,940.50 19,833.25
R2 19,889.25 19,889.25 19,824.75
R1 19,848.75 19,848.75 19,816.50 19,823.25
PP 19,797.50 19,797.50 19,797.50 19,784.75
S1 19,757.00 19,757.00 19,799.50 19,731.50
S2 19,705.75 19,705.75 19,791.25
S3 19,614.00 19,665.25 19,782.75
S4 19,522.25 19,573.50 19,757.50
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 21,693.75 21,418.50 20,175.25
R3 21,026.25 20,751.00 19,991.50
R2 20,358.75 20,358.75 19,930.50
R1 20,083.50 20,083.50 19,869.25 20,221.25
PP 19,691.25 19,691.25 19,691.25 19,760.25
S1 19,416.00 19,416.00 19,746.75 19,553.75
S2 19,023.75 19,023.75 19,685.75
S3 18,356.25 18,748.50 19,624.50
S4 17,688.75 18,081.00 19,441.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,966.75 19,299.25 667.50 3.4% 300.75 1.5% 76% False False 174,512
10 19,966.75 18,386.00 1,580.75 8.0% 337.25 1.7% 90% False False 372,334
20 19,966.75 18,339.50 1,627.25 8.2% 378.75 1.9% 90% False False 475,692
40 20,025.25 17,351.00 2,674.25 13.5% 434.75 2.2% 92% False False 553,266
60 20,983.75 17,351.00 3,632.75 18.3% 404.50 2.0% 68% False False 600,421
80 20,983.75 17,351.00 3,632.75 18.3% 367.75 1.9% 68% False False 512,559
100 20,983.75 17,351.00 3,632.75 18.3% 339.50 1.7% 68% False False 410,256
120 20,983.75 17,333.50 3,650.25 18.4% 338.25 1.7% 68% False False 342,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 80.23
Narrowest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 20,228.25
2.618 20,078.50
1.618 19,986.75
1.000 19,930.00
0.618 19,895.00
HIGH 19,838.25
0.618 19,803.25
0.500 19,792.50
0.382 19,781.50
LOW 19,746.50
0.618 19,689.75
1.000 19,654.75
1.618 19,598.00
2.618 19,506.25
4.250 19,356.50
Fisher Pivots for day following 20-Sep-2024
Pivot 1 day 3 day
R1 19,802.75 19,755.00
PP 19,797.50 19,702.00
S1 19,792.50 19,649.00

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

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