E-mini NASDAQ-100 Future December 2024


Trading Metrics calculated at close of trading on 26-Sep-2024
Day Change Summary
Previous Current
25-Sep-2024 26-Sep-2024 Change Change % Previous Week
Open 20,183.75 20,242.00 58.25 0.3% 19,733.00
High 20,271.00 20,538.00 267.00 1.3% 20,203.00
Low 20,064.25 20,188.00 123.75 0.6% 19,529.00
Close 20,192.00 20,346.25 154.25 0.8% 20,028.25
Range 206.75 350.00 143.25 69.3% 674.00
ATR 359.47 358.79 -0.68 -0.2% 0.00
Volume 405,050 509,755 104,705 25.8% 2,540,549
Daily Pivots for day following 26-Sep-2024
Classic Woodie Camarilla DeMark
R4 21,407.50 21,226.75 20,538.75
R3 21,057.50 20,876.75 20,442.50
R2 20,707.50 20,707.50 20,410.50
R1 20,526.75 20,526.75 20,378.25 20,617.00
PP 20,357.50 20,357.50 20,357.50 20,402.50
S1 20,176.75 20,176.75 20,314.25 20,267.00
S2 20,007.50 20,007.50 20,282.00
S3 19,657.50 19,826.75 20,250.00
S4 19,307.50 19,476.75 20,153.75
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 20,538.00 19,860.00 678.00 3.3% 250.25 1.2% 72% True False 449,304
10 20,538.00 19,529.00 1,009.00 5.0% 287.00 1.4% 81% True False 443,807
20 20,538.00 18,562.00 1,976.00 9.7% 371.00 1.8% 90% True False 226,982
40 20,538.00 17,552.75 2,985.25 14.7% 417.00 2.0% 94% True False 114,459
60 21,240.25 17,552.75 3,687.50 18.1% 404.25 2.0% 76% False False 76,849
80 21,240.25 17,552.75 3,687.50 18.1% 366.25 1.8% 76% False False 57,764
100 21,240.25 17,552.75 3,687.50 18.1% 331.50 1.6% 76% False False 46,220
120 21,240.25 17,552.75 3,687.50 18.1% 329.00 1.6% 76% False False 38,523
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 66.73
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 22,025.50
2.618 21,454.25
1.618 21,104.25
1.000 20,888.00
0.618 20,754.25
HIGH 20,538.00
0.618 20,404.25
0.500 20,363.00
0.382 20,321.75
LOW 20,188.00
0.618 19,971.75
1.000 19,838.00
1.618 19,621.75
2.618 19,271.75
4.250 18,700.50
Fisher Pivots for day following 26-Sep-2024
Pivot 1 day 3 day
R1 20,363.00 20,312.75
PP 20,357.50 20,279.00
S1 20,351.75 20,245.50

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

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