E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 28-Apr-2017
Day Change Summary
Previous Current
27-Apr-2017 28-Apr-2017 Change Change % Previous Week
Open 5,535.25 5,584.50 49.25 0.9% 5,471.00
High 5,599.00 5,597.75 -1.25 0.0% 5,599.00
Low 5,534.25 5,571.75 37.50 0.7% 5,471.00
Close 5,591.00 5,580.50 -10.50 -0.2% 5,580.50
Range 64.75 26.00 -38.75 -59.8% 128.00
ATR 47.94 46.37 -1.57 -3.3% 0.00
Volume 194,734 185,941 -8,793 -4.5% 987,798
Daily Pivots for day following 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 5,661.25 5,647.00 5,594.75
R3 5,635.25 5,621.00 5,587.75
R2 5,609.25 5,609.25 5,585.25
R1 5,595.00 5,595.00 5,583.00 5,589.00
PP 5,583.25 5,583.25 5,583.25 5,580.50
S1 5,569.00 5,569.00 5,578.00 5,563.00
S2 5,557.25 5,557.25 5,575.75
S3 5,531.25 5,543.00 5,573.25
S4 5,505.25 5,517.00 5,566.25
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 5,934.25 5,885.25 5,651.00
R3 5,806.25 5,757.25 5,615.75
R2 5,678.25 5,678.25 5,604.00
R1 5,629.25 5,629.25 5,592.25 5,653.75
PP 5,550.25 5,550.25 5,550.25 5,562.50
S1 5,501.25 5,501.25 5,568.75 5,525.75
S2 5,422.25 5,422.25 5,557.00
S3 5,294.25 5,373.25 5,545.25
S4 5,166.25 5,245.25 5,510.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,599.00 5,471.00 128.00 2.3% 43.75 0.8% 86% False False 197,559
10 5,599.00 5,347.75 251.25 4.5% 43.00 0.8% 93% False False 202,137
20 5,599.00 5,347.50 251.50 4.5% 46.50 0.8% 93% False False 227,013
40 5,599.00 5,315.00 284.00 5.1% 44.50 0.8% 93% False False 204,598
60 5,599.00 5,119.50 479.50 8.6% 41.75 0.7% 96% False False 136,597
80 5,599.00 4,903.00 696.00 12.5% 41.00 0.7% 97% False False 102,513
100 5,599.00 4,713.00 886.00 15.9% 42.00 0.8% 98% False False 82,021
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.55
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5,708.25
2.618 5,665.75
1.618 5,639.75
1.000 5,623.75
0.618 5,613.75
HIGH 5,597.75
0.618 5,587.75
0.500 5,584.75
0.382 5,581.75
LOW 5,571.75
0.618 5,555.75
1.000 5,545.75
1.618 5,529.75
2.618 5,503.75
4.250 5,461.25
Fisher Pivots for day following 28-Apr-2017
Pivot 1 day 3 day
R1 5,584.75 5,576.00
PP 5,583.25 5,571.25
S1 5,582.00 5,566.50

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

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