E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 5,787.00 5,799.75 12.75 0.2% 5,664.25
High 5,801.25 5,808.00 6.75 0.1% 5,801.25
Low 5,777.50 5,784.50 7.00 0.1% 5,652.75
Close 5,797.75 5,797.75 0.00 0.0% 5,797.75
Range 23.75 23.50 -0.25 -1.1% 148.50
ATR 45.86 44.26 -1.60 -3.5% 0.00
Volume 761 969 208 27.3% 3,360
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 5,867.25 5,856.00 5,810.75
R3 5,843.75 5,832.50 5,804.25
R2 5,820.25 5,820.25 5,802.00
R1 5,809.00 5,809.00 5,800.00 5,803.00
PP 5,796.75 5,796.75 5,796.75 5,793.75
S1 5,785.50 5,785.50 5,795.50 5,779.50
S2 5,773.25 5,773.25 5,793.50
S3 5,749.75 5,762.00 5,791.25
S4 5,726.25 5,738.50 5,784.75
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 6,196.00 6,145.50 5,879.50
R3 6,047.50 5,997.00 5,838.50
R2 5,899.00 5,899.00 5,825.00
R1 5,848.50 5,848.50 5,811.25 5,873.75
PP 5,750.50 5,750.50 5,750.50 5,763.25
S1 5,700.00 5,700.00 5,784.25 5,725.25
S2 5,602.00 5,602.00 5,770.50
S3 5,453.50 5,551.50 5,757.00
S4 5,305.00 5,403.00 5,716.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,808.00 5,693.00 115.00 2.0% 33.75 0.6% 91% True False 801
10 5,808.00 5,557.00 251.00 4.3% 55.00 0.9% 96% True False 658
20 5,808.00 5,557.00 251.00 4.3% 41.50 0.7% 96% True False 451
40 5,808.00 5,353.75 454.25 7.8% 44.00 0.8% 98% True False 307
60 5,808.00 5,318.00 490.00 8.5% 42.00 0.7% 98% True False 235
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 9.65
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,908.00
2.618 5,869.50
1.618 5,846.00
1.000 5,831.50
0.618 5,822.50
HIGH 5,808.00
0.618 5,799.00
0.500 5,796.25
0.382 5,793.50
LOW 5,784.50
0.618 5,770.00
1.000 5,761.00
1.618 5,746.50
2.618 5,723.00
4.250 5,684.50
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 5,797.25 5,789.50
PP 5,796.75 5,781.00
S1 5,796.25 5,772.75

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

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