E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 10-Jul-2017
Day Change Summary
Previous Current
07-Jul-2017 10-Jul-2017 Change Change % Previous Week
Open 5,598.50 5,663.00 64.50 1.2% 5,658.00
High 5,676.50 5,711.50 35.00 0.6% 5,690.75
Low 5,591.50 5,650.00 58.50 1.0% 5,560.25
Close 5,655.75 5,694.00 38.25 0.7% 5,655.75
Range 85.00 61.50 -23.50 -27.6% 130.50
ATR 84.36 82.73 -1.63 -1.9% 0.00
Volume 266,767 241,360 -25,407 -9.5% 1,262,455
Daily Pivots for day following 10-Jul-2017
Classic Woodie Camarilla DeMark
R4 5,869.75 5,843.25 5,727.75
R3 5,808.25 5,781.75 5,711.00
R2 5,746.75 5,746.75 5,705.25
R1 5,720.25 5,720.25 5,699.75 5,733.50
PP 5,685.25 5,685.25 5,685.25 5,691.75
S1 5,658.75 5,658.75 5,688.25 5,672.00
S2 5,623.75 5,623.75 5,682.75
S3 5,562.25 5,597.25 5,677.00
S4 5,500.75 5,535.75 5,660.25
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 6,027.00 5,972.00 5,727.50
R3 5,896.50 5,841.50 5,691.75
R2 5,766.00 5,766.00 5,679.75
R1 5,711.00 5,711.00 5,667.75 5,673.25
PP 5,635.50 5,635.50 5,635.50 5,616.75
S1 5,580.50 5,580.50 5,643.75 5,542.75
S2 5,505.00 5,505.00 5,631.75
S3 5,374.50 5,450.00 5,619.75
S4 5,244.00 5,319.50 5,584.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,711.50 5,560.25 151.25 2.7% 87.25 1.5% 88% True False 300,763
10 5,852.00 5,560.25 291.75 5.1% 101.00 1.8% 46% False False 357,139
20 5,852.00 5,560.25 291.75 5.1% 89.00 1.6% 46% False False 356,228
40 5,907.50 5,557.00 350.50 6.2% 73.25 1.3% 39% False False 198,962
60 5,907.50 5,353.75 553.75 9.7% 61.50 1.1% 61% False False 132,701
80 5,907.50 5,318.00 589.50 10.4% 57.75 1.0% 64% False False 99,567
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 20.05
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,973.00
2.618 5,872.50
1.618 5,811.00
1.000 5,773.00
0.618 5,749.50
HIGH 5,711.50
0.618 5,688.00
0.500 5,680.75
0.382 5,673.50
LOW 5,650.00
0.618 5,612.00
1.000 5,588.50
1.618 5,550.50
2.618 5,489.00
4.250 5,388.50
Fisher Pivots for day following 10-Jul-2017
Pivot 1 day 3 day
R1 5,689.50 5,678.00
PP 5,685.25 5,661.75
S1 5,680.75 5,645.75

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

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