E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 24-Apr-2017
Day Change Summary
Previous Current
21-Apr-2017 24-Apr-2017 Change Change % Previous Week
Open 5,445.00 5,471.00 26.00 0.5% 5,352.75
High 5,454.75 5,512.75 58.00 1.1% 5,454.75
Low 5,427.50 5,471.00 43.50 0.8% 5,347.75
Close 5,442.00 5,504.00 62.00 1.1% 5,442.00
Range 27.25 41.75 14.50 53.2% 107.00
ATR 45.53 47.33 1.80 4.0% 0.00
Volume 193,756 212,519 18,763 9.7% 1,033,572
Daily Pivots for day following 24-Apr-2017
Classic Woodie Camarilla DeMark
R4 5,621.25 5,604.25 5,527.00
R3 5,579.50 5,562.50 5,515.50
R2 5,537.75 5,537.75 5,511.75
R1 5,520.75 5,520.75 5,507.75 5,529.25
PP 5,496.00 5,496.00 5,496.00 5,500.00
S1 5,479.00 5,479.00 5,500.25 5,487.50
S2 5,454.25 5,454.25 5,496.25
S3 5,412.50 5,437.25 5,492.50
S4 5,370.75 5,395.50 5,481.00
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 5,735.75 5,696.00 5,500.75
R3 5,628.75 5,589.00 5,471.50
R2 5,521.75 5,521.75 5,461.50
R1 5,482.00 5,482.00 5,451.75 5,502.00
PP 5,414.75 5,414.75 5,414.75 5,424.75
S1 5,375.00 5,375.00 5,432.25 5,395.00
S2 5,307.75 5,307.75 5,422.50
S3 5,200.75 5,268.00 5,412.50
S4 5,093.75 5,161.00 5,383.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,512.75 5,375.50 137.25 2.5% 40.25 0.7% 94% True False 219,493
10 5,512.75 5,347.50 165.25 3.0% 45.75 0.8% 95% True False 230,565
20 5,512.75 5,317.25 195.50 3.6% 47.00 0.9% 96% True False 231,178
40 5,512.75 5,315.00 197.75 3.6% 44.25 0.8% 96% True False 185,319
60 5,512.75 5,083.75 429.00 7.8% 41.50 0.8% 98% True False 123,700
80 5,512.75 4,850.25 662.50 12.0% 41.75 0.8% 99% True False 92,827
100 5,512.75 4,711.00 801.75 14.6% 42.00 0.8% 99% True False 74,268
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 7.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,690.25
2.618 5,622.00
1.618 5,580.25
1.000 5,554.50
0.618 5,538.50
HIGH 5,512.75
0.618 5,496.75
0.500 5,492.00
0.382 5,487.00
LOW 5,471.00
0.618 5,445.25
1.000 5,429.25
1.618 5,403.50
2.618 5,361.75
4.250 5,293.50
Fisher Pivots for day following 24-Apr-2017
Pivot 1 day 3 day
R1 5,500.00 5,487.25
PP 5,496.00 5,470.50
S1 5,492.00 5,453.50

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

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