E-mini NASDAQ-100 Future December 2024


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 20,345.00 20,198.50 -146.50 -0.7% 20,040.00
High 20,395.75 20,287.00 -108.75 -0.5% 20,538.00
Low 20,173.00 20,056.00 -117.00 -0.6% 19,953.00
Close 20,221.50 20,261.25 39.75 0.2% 20,221.50
Range 222.75 231.00 8.25 3.7% 585.00
ATR 349.08 340.64 -8.43 -2.4% 0.00
Volume 435,634 510,434 74,800 17.2% 2,202,512
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 20,894.50 20,808.75 20,388.25
R3 20,663.50 20,577.75 20,324.75
R2 20,432.50 20,432.50 20,303.50
R1 20,346.75 20,346.75 20,282.50 20,389.50
PP 20,201.50 20,201.50 20,201.50 20,222.75
S1 20,115.75 20,115.75 20,240.00 20,158.50
S2 19,970.50 19,970.50 20,219.00
S3 19,739.50 19,884.75 20,197.75
S4 19,508.50 19,653.75 20,134.25
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% 254.50 1.3% 53% False False 463,599
10 20,538.00 19,558.00 980.00 4.8% 289.00 1.4% 72% False False 487,699
20 20,538.00 18,562.00 1,976.00 9.8% 353.00 1.7% 86% False False 274,006
40 20,538.00 17,552.75 2,985.25 14.7% 391.50 1.9% 91% False False 137,945
60 21,240.25 17,552.75 3,687.50 18.2% 403.50 2.0% 73% False False 92,595
80 21,240.25 17,552.75 3,687.50 18.2% 364.25 1.8% 73% False False 69,586
100 21,240.25 17,552.75 3,687.50 18.2% 333.00 1.6% 73% False False 55,680
120 21,240.25 17,552.75 3,687.50 18.2% 330.00 1.6% 73% False False 46,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 71.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,268.75
2.618 20,891.75
1.618 20,660.75
1.000 20,518.00
0.618 20,429.75
HIGH 20,287.00
0.618 20,198.75
0.500 20,171.50
0.382 20,144.25
LOW 20,056.00
0.618 19,913.25
1.000 19,825.00
1.618 19,682.25
2.618 19,451.25
4.250 19,074.25
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 20,231.25 20,297.00
PP 20,201.50 20,285.00
S1 20,171.50 20,273.25

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

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