E-mini NASDAQ-100 Future December 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 20,302.50 20,490.50 188.00 0.9% 20,264.00
High 20,512.00 20,686.50 174.50 0.9% 20,524.50
Low 20,163.00 20,460.00 297.00 1.5% 19,977.50
Close 20,509.25 20,665.50 156.25 0.8% 20,179.50
Range 349.00 226.50 -122.50 -35.1% 547.00
ATR 256.77 254.61 -2.16 -0.8% 0.00
Volume 1,180 480 -700 -59.3% 5,130
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 21,283.50 21,201.00 20,790.00
R3 21,057.00 20,974.50 20,727.75
R2 20,830.50 20,830.50 20,707.00
R1 20,748.00 20,748.00 20,686.25 20,789.25
PP 20,604.00 20,604.00 20,604.00 20,624.50
S1 20,521.50 20,521.50 20,644.75 20,562.75
S2 20,377.50 20,377.50 20,624.00
S3 20,151.00 20,295.00 20,603.25
S4 19,924.50 20,068.50 20,541.00
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 21,868.25 21,570.75 20,480.25
R3 21,321.25 21,023.75 20,330.00
R2 20,774.25 20,774.25 20,279.75
R1 20,476.75 20,476.75 20,229.75 20,352.00
PP 20,227.25 20,227.25 20,227.25 20,164.75
S1 19,929.75 19,929.75 20,129.25 19,805.00
S2 19,680.25 19,680.25 20,079.25
S3 19,133.25 19,382.75 20,029.00
S4 18,586.25 18,835.75 19,878.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,686.50 20,065.75 620.75 3.0% 287.75 1.4% 97% True False 973
10 20,686.50 19,977.50 709.00 3.4% 272.50 1.3% 97% True False 910
20 20,686.50 19,197.25 1,489.25 7.2% 251.75 1.2% 99% True False 529
40 20,686.50 18,516.00 2,170.50 10.5% 222.75 1.1% 99% True False 287
60 20,686.50 17,555.75 3,130.75 15.1% 255.75 1.2% 99% True False 204
80 20,686.50 17,555.75 3,130.75 15.1% 232.25 1.1% 99% True False 156
100 20,686.50 17,555.75 3,130.75 15.1% 191.25 0.9% 99% True False 124
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 83.68
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,649.00
2.618 21,279.50
1.618 21,053.00
1.000 20,913.00
0.618 20,826.50
HIGH 20,686.50
0.618 20,600.00
0.500 20,573.25
0.382 20,546.50
LOW 20,460.00
0.618 20,320.00
1.000 20,233.50
1.618 20,093.50
2.618 19,867.00
4.250 19,497.50
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 20,634.75 20,569.00
PP 20,604.00 20,472.50
S1 20,573.25 20,376.00

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

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