E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 5,694.25 5,766.75 72.50 1.3% 5,746.00
High 5,782.50 5,784.00 1.50 0.0% 5,789.00
Low 5,683.25 5,729.00 45.75 0.8% 5,641.25
Close 5,766.00 5,732.75 -33.25 -0.6% 5,684.00
Range 99.25 55.00 -44.25 -44.6% 147.75
ATR 68.21 67.26 -0.94 -1.4% 0.00
Volume 271,968 301,241 29,273 10.8% 2,214,197
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 5,913.50 5,878.25 5,763.00
R3 5,858.50 5,823.25 5,748.00
R2 5,803.50 5,803.50 5,742.75
R1 5,768.25 5,768.25 5,737.75 5,758.50
PP 5,748.50 5,748.50 5,748.50 5,743.75
S1 5,713.25 5,713.25 5,727.75 5,703.50
S2 5,693.50 5,693.50 5,722.75
S3 5,638.50 5,658.25 5,717.50
S4 5,583.50 5,603.25 5,702.50
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% 82.75 1.4% 62% False False 358,830
10 5,907.50 5,641.25 266.25 4.6% 89.50 1.6% 34% False False 358,651
20 5,907.50 5,641.25 266.25 4.6% 64.50 1.1% 34% False False 180,910
40 5,907.50 5,505.00 402.50 7.0% 54.50 1.0% 57% False False 90,603
60 5,907.50 5,320.00 587.50 10.2% 51.50 0.9% 70% False False 60,460
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 14.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,017.75
2.618 5,928.00
1.618 5,873.00
1.000 5,839.00
0.618 5,818.00
HIGH 5,784.00
0.618 5,763.00
0.500 5,756.50
0.382 5,750.00
LOW 5,729.00
0.618 5,695.00
1.000 5,674.00
1.618 5,640.00
2.618 5,585.00
4.250 5,495.25
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 5,756.50 5,729.25
PP 5,748.50 5,726.00
S1 5,740.75 5,722.50

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

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