E-mini NASDAQ-100 Future December 2024


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 20,242.00 20,345.00 103.00 0.5% 20,040.00
High 20,538.00 20,395.75 -142.25 -0.7% 20,538.00
Low 20,188.00 20,173.00 -15.00 -0.1% 19,953.00
Close 20,346.25 20,221.50 -124.75 -0.6% 20,221.50
Range 350.00 222.75 -127.25 -36.4% 585.00
ATR 358.79 349.08 -9.72 -2.7% 0.00
Volume 509,755 435,634 -74,121 -14.5% 2,202,512
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 20,931.75 20,799.25 20,344.00
R3 20,709.00 20,576.50 20,282.75
R2 20,486.25 20,486.25 20,262.25
R1 20,353.75 20,353.75 20,242.00 20,308.50
PP 20,263.50 20,263.50 20,263.50 20,240.75
S1 20,131.00 20,131.00 20,201.00 20,086.00
S2 20,040.75 20,040.75 20,180.75
S3 19,818.00 19,908.25 20,160.25
S4 19,595.25 19,685.50 20,099.00
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 21,992.50 21,692.00 20,543.25
R3 21,407.50 21,107.00 20,382.50
R2 20,822.50 20,822.50 20,328.75
R1 20,522.00 20,522.00 20,275.00 20,672.25
PP 20,237.50 20,237.50 20,237.50 20,312.50
S1 19,937.00 19,937.00 20,168.00 20,087.25
S2 19,652.50 19,652.50 20,114.25
S3 19,067.50 19,352.00 20,060.50
S4 18,482.50 18,767.00 19,899.75
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 19,953.00 585.00 2.9% 250.00 1.2% 46% False False 440,502
10 20,538.00 19,529.00 1,009.00 5.0% 291.25 1.4% 69% False False 474,306
20 20,538.00 18,562.00 1,976.00 9.8% 354.50 1.8% 84% False False 248,569
40 20,538.00 17,552.75 2,985.25 14.8% 400.75 2.0% 89% False False 125,266
60 21,240.25 17,552.75 3,687.50 18.2% 404.25 2.0% 72% False False 84,102
80 21,240.25 17,552.75 3,687.50 18.2% 366.00 1.8% 72% False False 63,209
100 21,240.25 17,552.75 3,687.50 18.2% 331.75 1.6% 72% False False 50,576
120 21,240.25 17,552.75 3,687.50 18.2% 330.00 1.6% 72% False False 42,153
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 67.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,342.50
2.618 20,979.00
1.618 20,756.25
1.000 20,618.50
0.618 20,533.50
HIGH 20,395.75
0.618 20,310.75
0.500 20,284.50
0.382 20,258.00
LOW 20,173.00
0.618 20,035.25
1.000 19,950.25
1.618 19,812.50
2.618 19,589.75
4.250 19,226.25
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 20,284.50 20,301.00
PP 20,263.50 20,274.50
S1 20,242.50 20,248.00

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

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