E-mini NASDAQ-100 Future December 2024


Trading Metrics calculated at close of trading on 27-Nov-2024
Day Change Summary
Previous Current
26-Nov-2024 27-Nov-2024 Change Change % Previous Week
Open 20,906.25 20,990.75 84.50 0.4% 20,504.00
High 21,024.75 21,019.00 -5.75 0.0% 20,905.75
Low 20,755.00 20,675.00 -80.00 -0.4% 20,382.50
Close 20,993.50 20,813.00 -180.50 -0.9% 20,849.75
Range 269.75 344.00 74.25 27.5% 523.25
ATR 313.78 315.94 2.16 0.7% 0.00
Volume 505,254 520,026 14,772 2.9% 2,938,480
Daily Pivots for day following 27-Nov-2024
Classic Woodie Camarilla DeMark
R4 21,867.75 21,684.25 21,002.25
R3 21,523.75 21,340.25 20,907.50
R2 21,179.75 21,179.75 20,876.00
R1 20,996.25 20,996.25 20,844.50 20,916.00
PP 20,835.75 20,835.75 20,835.75 20,795.50
S1 20,652.25 20,652.25 20,781.50 20,572.00
S2 20,491.75 20,491.75 20,750.00
S3 20,147.75 20,308.25 20,718.50
S4 19,803.75 19,964.25 20,623.75
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 22,282.50 22,089.25 21,137.50
R3 21,759.25 21,566.00 20,993.75
R2 21,236.00 21,236.00 20,945.75
R1 21,042.75 21,042.75 20,897.75 21,139.50
PP 20,712.75 20,712.75 20,712.75 20,761.00
S1 20,519.50 20,519.50 20,801.75 20,616.00
S2 20,189.50 20,189.50 20,753.75
S3 19,666.25 19,996.25 20,705.75
S4 19,143.00 19,473.00 20,562.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,081.00 20,514.25 566.75 2.7% 298.50 1.4% 53% False False 561,948
10 21,190.25 20,382.50 807.75 3.9% 333.25 1.6% 53% False False 576,212
20 21,340.75 20,008.50 1,332.25 6.4% 323.50 1.6% 60% False False 548,587
40 21,340.75 19,852.00 1,488.75 7.2% 303.75 1.5% 65% False False 512,879
60 21,340.75 18,562.00 2,778.75 13.4% 315.25 1.5% 81% False False 452,051
80 21,340.75 17,953.25 3,387.50 16.3% 337.75 1.6% 84% False False 339,556
100 21,340.75 17,552.75 3,788.00 18.2% 368.75 1.8% 86% False False 272,078
120 21,340.75 17,552.75 3,788.00 18.2% 348.00 1.7% 86% False False 226,835
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 84.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 22,481.00
2.618 21,919.50
1.618 21,575.50
1.000 21,363.00
0.618 21,231.50
HIGH 21,019.00
0.618 20,887.50
0.500 20,847.00
0.382 20,806.50
LOW 20,675.00
0.618 20,462.50
1.000 20,331.00
1.618 20,118.50
2.618 19,774.50
4.250 19,213.00
Fisher Pivots for day following 27-Nov-2024
Pivot 1 day 3 day
R1 20,847.00 20,878.00
PP 20,835.75 20,856.25
S1 20,824.25 20,834.75

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

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