E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 5,728.25 5,793.25 65.00 1.1% 5,746.00
High 5,796.50 5,814.50 18.00 0.3% 5,789.00
Low 5,699.00 5,770.75 71.75 1.3% 5,641.25
Close 5,796.00 5,785.75 -10.25 -0.2% 5,684.00
Range 97.50 43.75 -53.75 -55.1% 147.75
ATR 69.42 67.59 -1.83 -2.6% 0.00
Volume 319,202 233,021 -86,181 -27.0% 2,214,197
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 5,921.50 5,897.50 5,809.75
R3 5,877.75 5,853.75 5,797.75
R2 5,834.00 5,834.00 5,793.75
R1 5,810.00 5,810.00 5,789.75 5,800.00
PP 5,790.25 5,790.25 5,790.25 5,785.50
S1 5,766.25 5,766.25 5,781.75 5,756.50
S2 5,746.50 5,746.50 5,777.75
S3 5,702.75 5,722.50 5,773.75
S4 5,659.00 5,678.75 5,761.75
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 5,814.50 5,661.00 153.50 2.7% 72.50 1.3% 81% True False 296,344
10 5,907.50 5,641.25 266.25 4.6% 95.50 1.6% 54% False False 402,483
20 5,907.50 5,641.25 266.25 4.6% 68.75 1.2% 54% False False 208,464
40 5,907.50 5,540.50 367.00 6.3% 56.00 1.0% 67% False False 104,399
60 5,907.50 5,353.75 553.75 9.6% 51.75 0.9% 78% False False 69,654
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 15.95
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,000.50
2.618 5,929.00
1.618 5,885.25
1.000 5,858.25
0.618 5,841.50
HIGH 5,814.50
0.618 5,797.75
0.500 5,792.50
0.382 5,787.50
LOW 5,770.75
0.618 5,743.75
1.000 5,727.00
1.618 5,700.00
2.618 5,656.25
4.250 5,584.75
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 5,792.50 5,776.00
PP 5,790.25 5,766.50
S1 5,788.00 5,756.75

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

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