E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 20-Dec-2023

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	17,126.50	17,237.00	110.50	0.6%	16,521.75
High	17,239.00	17,286.50	47.50	0.3%	17,096.25
Low	17,125.25	16,969.75	-155.50	-0.9%	16,465.50
Close	17,234.75	16,974.50	-260.25	-1.5%	17,031.00
Range	113.75	316.75	203.00	178.5%	630.75
ATR	200.52	208.82	8.30	4.1%	0.00
Volume	400	493	93	23.3%	1,700

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	18,027.25	17,817.50	17,148.75
R3	17,710.50	17,500.75	17,061.50
R2	17,393.75	17,393.75	17,032.50
R1	17,184.00	17,184.00	17,003.50	17,130.50
PP	17,077.00	17,077.00	17,077.00	17,050.00
S1	16,867.25	16,867.25	16,945.50	16,813.75
S2	16,760.25	16,760.25	16,916.50
S3	16,443.50	16,550.50	16,887.50
S4	16,126.75	16,233.75	16,800.25

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	18,756.50	18,524.50	17,378.00
R3	18,125.75	17,893.75	17,204.50
R2	17,495.00	17,495.00	17,146.75
R1	17,263.00	17,263.00	17,088.75	17,379.00
PP	16,864.25	16,864.25	16,864.25	16,922.25
S1	16,632.25	16,632.25	16,973.25	16,748.25
S2	16,233.50	16,233.50	16,915.25
S3	15,602.75	16,001.50	16,857.50
S4	14,972.00	15,370.75	16,684.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,286.50	16,835.25	451.25	2.7%	204.25	1.2%	31%	True	False	441
10	17,286.50	16,205.75	1,080.75	6.4%	212.00	1.2%	71%	True	False	306
20	17,286.50	16,124.25	1,162.25	6.8%	198.25	1.2%	73%	True	False	175
40	17,286.50	14,513.75	2,772.75	16.3%	205.00	1.2%	89%	True	False	97
60	17,286.50	14,513.75	2,772.75	16.3%	220.00	1.3%	89%	True	False	67
80	17,286.50	14,513.75	2,772.75	16.3%	178.00	1.0%	89%	True	False	51
100	17,286.50	14,513.75	2,772.75	16.3%	151.75	0.9%	89%	True	False	41

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41.40
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	18,632.75
2.618	18,115.75
1.618	17,799.00
1.000	17,603.25
0.618	17,482.25
HIGH	17,286.50
0.618	17,165.50
0.500	17,128.00
0.382	17,090.75
LOW	16,969.75
0.618	16,774.00
1.000	16,653.00
1.618	16,457.25
2.618	16,140.50
4.250	15,623.50

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	17,128.00	17,128.00
PP	17,077.00	17,077.00
S1	17,025.75	17,025.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols