E-mini NASDAQ-100 Future December 2024


Trading Metrics calculated at close of trading on 23-Sep-2024
Day Change Summary
Previous Current
20-Sep-2024 23-Sep-2024 Change Change % Previous Week
Open 20,066.00 20,040.00 -26.00 -0.1% 19,733.00
High 20,084.00 20,164.00 80.00 0.4% 20,203.00
Low 19,860.00 19,955.25 95.25 0.5% 19,529.00
Close 20,028.25 20,080.00 51.75 0.3% 20,028.25
Range 224.00 208.75 -15.25 -6.8% 674.00
ATR 392.79 379.64 -13.15 -3.3% 0.00
Volume 479,646 394,947 -84,699 -17.7% 2,540,549
Daily Pivots for day following 23-Sep-2024
Classic Woodie Camarilla DeMark
R4 20,692.75 20,595.00 20,194.75
R3 20,484.00 20,386.25 20,137.50
R2 20,275.25 20,275.25 20,118.25
R1 20,177.50 20,177.50 20,099.25 20,226.50
PP 20,066.50 20,066.50 20,066.50 20,090.75
S1 19,968.75 19,968.75 20,060.75 20,017.50
S2 19,857.75 19,857.75 20,041.75
S3 19,649.00 19,760.00 20,022.50
S4 19,440.25 19,551.25 19,965.25
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 21,942.00 21,659.25 20,399.00
R3 21,268.00 20,985.25 20,213.50
R2 20,594.00 20,594.00 20,151.75
R1 20,311.25 20,311.25 20,090.00 20,452.50
PP 19,920.00 19,920.00 19,920.00 19,990.75
S1 19,637.25 19,637.25 19,966.50 19,778.50
S2 19,246.00 19,246.00 19,904.75
S3 18,572.00 18,963.25 19,843.00
S4 17,898.00 18,289.25 19,657.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,203.00 19,558.00 645.00 3.2% 323.25 1.6% 81% False False 511,798
10 20,203.00 18,773.25 1,429.75 7.1% 339.50 1.7% 91% False False 312,615
20 20,203.00 18,562.00 1,641.00 8.2% 382.75 1.9% 93% False False 158,646
40 20,260.25 17,552.75 2,707.50 13.5% 437.50 2.2% 93% False False 80,334
60 21,240.25 17,552.75 3,687.50 18.4% 406.75 2.0% 69% False False 54,043
80 21,240.25 17,552.75 3,687.50 18.4% 367.75 1.8% 69% False False 40,619
100 21,240.25 17,552.75 3,687.50 18.4% 333.00 1.7% 69% False False 32,502
120 21,240.25 17,552.75 3,687.50 18.4% 331.00 1.6% 69% False False 27,091
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 90.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,051.25
2.618 20,710.50
1.618 20,501.75
1.000 20,372.75
0.618 20,293.00
HIGH 20,164.00
0.618 20,084.25
0.500 20,059.50
0.382 20,035.00
LOW 19,955.25
0.618 19,826.25
1.000 19,746.50
1.618 19,617.50
2.618 19,408.75
4.250 19,068.00
Fisher Pivots for day following 23-Sep-2024
Pivot 1 day 3 day
R1 20,073.25 20,026.50
PP 20,066.50 19,973.25
S1 20,059.50 19,920.00

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

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