E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 03-May-2017
Day Change Summary
Previous Current
02-May-2017 03-May-2017 Change Change % Previous Week
Open 5,629.00 5,621.00 -8.00 -0.1% 5,471.00
High 5,641.75 5,631.00 -10.75 -0.2% 5,599.00
Low 5,622.50 5,606.00 -16.50 -0.3% 5,471.00
Close 5,639.75 5,613.25 -26.50 -0.5% 5,580.50
Range 19.25 25.00 5.75 29.9% 128.00
ATR 45.58 44.74 -0.85 -1.9% 0.00
Volume 169,050 206,431 37,381 22.1% 987,798
Daily Pivots for day following 03-May-2017
Classic Woodie Camarilla DeMark
R4 5,691.75 5,677.50 5,627.00
R3 5,666.75 5,652.50 5,620.00
R2 5,641.75 5,641.75 5,617.75
R1 5,627.50 5,627.50 5,615.50 5,622.00
PP 5,616.75 5,616.75 5,616.75 5,614.00
S1 5,602.50 5,602.50 5,611.00 5,597.00
S2 5,591.75 5,591.75 5,608.75
S3 5,566.75 5,577.50 5,606.50
S4 5,541.75 5,552.50 5,599.50
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 5,641.75 5,534.25 107.50 1.9% 39.75 0.7% 73% False False 184,436
10 5,641.75 5,394.50 247.25 4.4% 41.50 0.7% 88% False False 195,445
20 5,641.75 5,347.50 294.25 5.2% 45.75 0.8% 90% False False 222,762
40 5,641.75 5,315.00 326.75 5.8% 44.75 0.8% 91% False False 217,838
60 5,641.75 5,154.25 487.50 8.7% 41.75 0.7% 94% False False 145,606
80 5,641.75 4,990.25 651.50 11.6% 40.50 0.7% 96% False False 109,278
100 5,641.75 4,839.25 802.50 14.3% 41.50 0.7% 96% False False 87,436
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,737.25
2.618 5,696.50
1.618 5,671.50
1.000 5,656.00
0.618 5,646.50
HIGH 5,631.00
0.618 5,621.50
0.500 5,618.50
0.382 5,615.50
LOW 5,606.00
0.618 5,590.50
1.000 5,581.00
1.618 5,565.50
2.618 5,540.50
4.250 5,499.75
Fisher Pivots for day following 03-May-2017
Pivot 1 day 3 day
R1 5,618.50 5,611.50
PP 5,616.75 5,609.50
S1 5,615.00 5,607.50

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

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