E-mini NASDAQ-100 Future December 2024


Trading Metrics calculated at close of trading on 15-Oct-2024
Day Change Summary
Previous Current
14-Oct-2024 15-Oct-2024 Change Change % Previous Week
Open 20,432.50 20,638.75 206.25 1.0% 20,220.00
High 20,680.00 20,659.25 -20.75 -0.1% 20,508.25
Low 20,383.25 20,254.00 -129.25 -0.6% 19,902.50
Close 20,619.25 20,342.00 -277.25 -1.3% 20,450.00
Range 296.75 405.25 108.50 36.6% 605.75
ATR 317.86 324.10 6.24 2.0% 0.00
Volume 395,756 522,391 126,635 32.0% 2,152,251
Daily Pivots for day following 15-Oct-2024
Classic Woodie Camarilla DeMark
R4 21,634.25 21,393.25 20,565.00
R3 21,229.00 20,988.00 20,453.50
R2 20,823.75 20,823.75 20,416.25
R1 20,582.75 20,582.75 20,379.25 20,500.50
PP 20,418.50 20,418.50 20,418.50 20,377.25
S1 20,177.50 20,177.50 20,304.75 20,095.50
S2 20,013.25 20,013.25 20,267.75
S3 19,608.00 19,772.25 20,230.50
S4 19,202.75 19,367.00 20,119.00
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 22,104.25 21,882.75 20,783.25
R3 21,498.50 21,277.00 20,616.50
R2 20,892.75 20,892.75 20,561.00
R1 20,671.25 20,671.25 20,505.50 20,782.00
PP 20,287.00 20,287.00 20,287.00 20,342.25
S1 20,065.50 20,065.50 20,394.50 20,176.25
S2 19,681.25 19,681.25 20,339.00
S3 19,075.50 19,459.75 20,283.50
S4 18,469.75 18,854.00 20,116.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,680.00 20,196.00 484.00 2.4% 275.00 1.4% 30% False False 435,055
10 20,680.00 19,833.50 846.50 4.2% 296.25 1.5% 60% False False 463,283
20 20,680.00 19,558.00 1,122.00 5.5% 304.50 1.5% 70% False False 483,167
40 20,680.00 18,562.00 2,118.00 10.4% 339.75 1.7% 84% False False 269,805
60 20,680.00 17,552.75 3,127.25 15.4% 400.00 2.0% 89% False False 180,617
80 21,240.25 17,552.75 3,687.50 18.1% 376.50 1.9% 76% False False 135,749
100 21,240.25 17,552.75 3,687.50 18.1% 351.25 1.7% 76% False False 108,633
120 21,240.25 17,552.75 3,687.50 18.1% 327.50 1.6% 76% False False 90,533
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 65.80
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 22,381.50
2.618 21,720.25
1.618 21,315.00
1.000 21,064.50
0.618 20,909.75
HIGH 20,659.25
0.618 20,504.50
0.500 20,456.50
0.382 20,408.75
LOW 20,254.00
0.618 20,003.50
1.000 19,848.75
1.618 19,598.25
2.618 19,193.00
4.250 18,531.75
Fisher Pivots for day following 15-Oct-2024
Pivot 1 day 3 day
R1 20,456.50 20,467.00
PP 20,418.50 20,425.25
S1 20,380.25 20,383.75

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

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