E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 5,696.25 5,710.00 13.75 0.2% 5,664.25
High 5,711.75 5,731.75 20.00 0.4% 5,694.75
Low 5,688.75 5,702.25 13.50 0.2% 5,639.00
Close 5,706.75 5,729.75 23.00 0.4% 5,694.75
Range 23.00 29.50 6.50 28.3% 55.75
ATR 36.87 36.34 -0.53 -1.4% 0.00
Volume 234 277 43 18.4% 1,367
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 5,809.75 5,799.25 5,746.00
R3 5,780.25 5,769.75 5,737.75
R2 5,750.75 5,750.75 5,735.25
R1 5,740.25 5,740.25 5,732.50 5,745.50
PP 5,721.25 5,721.25 5,721.25 5,724.00
S1 5,710.75 5,710.75 5,727.00 5,716.00
S2 5,691.75 5,691.75 5,724.25
S3 5,662.25 5,681.25 5,721.75
S4 5,632.75 5,651.75 5,713.50
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 5,843.50 5,824.75 5,725.50
R3 5,787.75 5,769.00 5,710.00
R2 5,732.00 5,732.00 5,705.00
R1 5,713.25 5,713.25 5,699.75 5,722.50
PP 5,676.25 5,676.25 5,676.25 5,680.75
S1 5,657.50 5,657.50 5,689.75 5,667.00
S2 5,620.50 5,620.50 5,684.50
S3 5,564.75 5,601.75 5,679.50
S4 5,509.00 5,546.00 5,664.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,731.75 5,642.50 89.25 1.6% 28.50 0.5% 98% True False 281
10 5,731.75 5,610.00 121.75 2.1% 29.00 0.5% 98% True False 259
20 5,731.75 5,394.50 337.25 5.9% 35.25 0.6% 99% True False 206
40 5,731.75 5,318.00 413.75 7.2% 42.00 0.7% 100% True False 187
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 6.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,857.00
2.618 5,809.00
1.618 5,779.50
1.000 5,761.25
0.618 5,750.00
HIGH 5,731.75
0.618 5,720.50
0.500 5,717.00
0.382 5,713.50
LOW 5,702.25
0.618 5,684.00
1.000 5,672.75
1.618 5,654.50
2.618 5,625.00
4.250 5,577.00
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 5,725.50 5,718.75
PP 5,721.25 5,707.75
S1 5,717.00 5,697.00

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

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