E-mini NASDAQ-100 Future June 2024


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 16,417.25 16,491.50 74.25 0.5% 16,277.00
High 16,480.00 16,613.00 133.00 0.8% 16,576.00
Low 16,369.75 16,427.00 57.25 0.3% 16,249.25
Close 16,457.25 16,432.00 -25.25 -0.2% 16,433.75
Range 110.25 186.00 75.75 68.7% 326.75
ATR 198.04 197.18 -0.86 -0.4% 0.00
Volume 57 54 -3 -5.3% 139
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 17,048.75 16,926.25 16,534.25
R3 16,862.75 16,740.25 16,483.25
R2 16,676.75 16,676.75 16,466.00
R1 16,554.25 16,554.25 16,449.00 16,522.50
PP 16,490.75 16,490.75 16,490.75 16,474.75
S1 16,368.25 16,368.25 16,415.00 16,336.50
S2 16,304.75 16,304.75 16,398.00
S3 16,118.75 16,182.25 16,380.75
S4 15,932.75 15,996.25 16,329.75
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 17,400.00 17,243.50 16,613.50
R3 17,073.25 16,916.75 16,523.50
R2 16,746.50 16,746.50 16,493.75
R1 16,590.00 16,590.00 16,463.75 16,668.25
PP 16,419.75 16,419.75 16,419.75 16,458.75
S1 16,263.25 16,263.25 16,403.75 16,341.50
S2 16,093.00 16,093.00 16,373.75
S3 15,766.25 15,936.50 16,344.00
S4 15,439.50 15,609.75 16,254.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,613.00 16,358.50 254.50 1.5% 149.75 0.9% 29% True False 44
10 16,613.00 16,209.25 403.75 2.5% 159.50 1.0% 55% True False 37
20 16,613.00 14,801.00 1,812.00 11.0% 193.00 1.2% 90% True False 25
40 16,613.00 14,513.75 2,099.25 12.8% 219.25 1.3% 91% True False 18
60 16,613.00 14,513.75 2,099.25 12.8% 183.75 1.1% 91% True False 13
80 16,613.00 14,513.75 2,099.25 12.8% 146.50 0.9% 91% True False 10
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 37.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 17,403.50
2.618 17,100.00
1.618 16,914.00
1.000 16,799.00
0.618 16,728.00
HIGH 16,613.00
0.618 16,542.00
0.500 16,520.00
0.382 16,498.00
LOW 16,427.00
0.618 16,312.00
1.000 16,241.00
1.618 16,126.00
2.618 15,940.00
4.250 15,636.50
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 16,520.00 16,486.75
PP 16,490.75 16,468.50
S1 16,461.25 16,450.25

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

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