E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 28-Jun-2017
Day Change Summary
Previous Current
27-Jun-2017 28-Jun-2017 Change Change % Previous Week
Open 5,780.75 5,673.75 -107.00 -1.9% 5,694.25
High 5,784.00 5,768.75 -15.25 -0.3% 5,815.50
Low 5,669.00 5,632.00 -37.00 -0.7% 5,683.25
Close 5,676.50 5,763.50 87.00 1.5% 5,812.25
Range 115.00 136.75 21.75 18.9% 132.25
ATR 71.14 75.82 4.69 6.6% 0.00
Volume 418,001 396,603 -21,398 -5.1% 1,338,984
Daily Pivots for day following 28-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,131.75 6,084.25 5,838.75
R3 5,995.00 5,947.50 5,801.00
R2 5,858.25 5,858.25 5,788.50
R1 5,810.75 5,810.75 5,776.00 5,834.50
PP 5,721.50 5,721.50 5,721.50 5,733.25
S1 5,674.00 5,674.00 5,751.00 5,697.75
S2 5,584.75 5,584.75 5,738.50
S3 5,448.00 5,537.25 5,726.00
S4 5,311.25 5,400.50 5,688.25
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,167.00 6,122.00 5,885.00
R3 6,034.75 5,989.75 5,848.50
R2 5,902.50 5,902.50 5,836.50
R1 5,857.50 5,857.50 5,824.25 5,880.00
PP 5,770.25 5,770.25 5,770.25 5,781.50
S1 5,725.25 5,725.25 5,800.25 5,747.75
S2 5,638.00 5,638.00 5,788.00
S3 5,505.75 5,593.00 5,776.00
S4 5,373.50 5,460.75 5,739.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,852.00 5,632.00 220.00 3.8% 86.50 1.5% 60% False True 314,583
10 5,852.00 5,632.00 220.00 3.8% 84.25 1.5% 60% False True 325,672
20 5,907.50 5,632.00 275.50 4.8% 80.00 1.4% 48% False True 275,229
40 5,907.50 5,557.00 350.50 6.1% 61.50 1.1% 59% False False 137,880
60 5,907.50 5,353.75 553.75 9.6% 56.00 1.0% 74% False False 91,973
80 5,907.50 5,318.00 589.50 10.2% 51.75 0.9% 76% False False 69,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.23
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,350.00
2.618 6,126.75
1.618 5,990.00
1.000 5,905.50
0.618 5,853.25
HIGH 5,768.75
0.618 5,716.50
0.500 5,700.50
0.382 5,684.25
LOW 5,632.00
0.618 5,547.50
1.000 5,495.25
1.618 5,410.75
2.618 5,274.00
4.250 5,050.75
Fisher Pivots for day following 28-Jun-2017
Pivot 1 day 3 day
R1 5,742.50 5,756.25
PP 5,721.50 5,749.25
S1 5,700.50 5,742.00

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

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