E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 5,709.00 5,694.25 -14.75 -0.3% 5,746.00
High 5,727.50 5,782.50 55.00 1.0% 5,789.00
Low 5,661.00 5,683.25 22.25 0.4% 5,641.25
Close 5,684.00 5,766.00 82.00 1.4% 5,684.00
Range 66.50 99.25 32.75 49.2% 147.75
ATR 65.82 68.21 2.39 3.6% 0.00
Volume 356,290 271,968 -84,322 -23.7% 2,214,197
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,041.75 6,003.00 5,820.50
R3 5,942.50 5,903.75 5,793.25
R2 5,843.25 5,843.25 5,784.25
R1 5,804.50 5,804.50 5,775.00 5,824.00
PP 5,744.00 5,744.00 5,744.00 5,753.50
S1 5,705.25 5,705.25 5,757.00 5,724.50
S2 5,644.75 5,644.75 5,747.75
S3 5,545.50 5,606.00 5,738.75
S4 5,446.25 5,506.75 5,711.50
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,148.00 6,063.75 5,765.25
R3 6,000.25 5,916.00 5,724.75
R2 5,852.50 5,852.50 5,711.00
R1 5,768.25 5,768.25 5,697.50 5,736.50
PP 5,704.75 5,704.75 5,704.75 5,689.00
S1 5,620.50 5,620.50 5,670.50 5,588.75
S2 5,557.00 5,557.00 5,657.00
S3 5,409.25 5,472.75 5,643.25
S4 5,261.50 5,325.00 5,602.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,789.00 5,641.25 147.75 2.6% 82.50 1.4% 84% False False 374,450
10 5,907.50 5,641.25 266.25 4.6% 88.50 1.5% 47% False False 329,427
20 5,907.50 5,641.25 266.25 4.6% 64.50 1.1% 47% False False 165,865
40 5,907.50 5,475.00 432.50 7.5% 54.25 0.9% 67% False False 83,077
60 5,907.50 5,320.00 587.50 10.2% 51.25 0.9% 76% False False 55,443
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 14.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,204.25
2.618 6,042.25
1.618 5,943.00
1.000 5,881.75
0.618 5,843.75
HIGH 5,782.50
0.618 5,744.50
0.500 5,733.00
0.382 5,721.25
LOW 5,683.25
0.618 5,622.00
1.000 5,584.00
1.618 5,522.75
2.618 5,423.50
4.250 5,261.50
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 5,755.00 5,748.00
PP 5,744.00 5,730.00
S1 5,733.00 5,712.00

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

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