E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 5,799.50 5,843.50 44.00 0.8% 5,663.00
High 5,847.75 5,863.75 16.00 0.3% 5,847.75
Low 5,787.75 5,831.25 43.50 0.8% 5,650.00
Close 5,843.25 5,855.00 11.75 0.2% 5,843.25
Range 60.00 32.50 -27.50 -45.8% 197.75
ATR 76.00 72.89 -3.11 -4.1% 0.00
Volume 230,871 217,890 -12,981 -5.6% 1,258,972
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 5,947.50 5,933.75 5,873.00
R3 5,915.00 5,901.25 5,864.00
R2 5,882.50 5,882.50 5,861.00
R1 5,868.75 5,868.75 5,858.00 5,875.50
PP 5,850.00 5,850.00 5,850.00 5,853.50
S1 5,836.25 5,836.25 5,852.00 5,843.00
S2 5,817.50 5,817.50 5,849.00
S3 5,785.00 5,803.75 5,846.00
S4 5,752.50 5,771.25 5,837.00
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 6,373.50 6,306.25 5,952.00
R3 6,175.75 6,108.50 5,897.75
R2 5,978.00 5,978.00 5,879.50
R1 5,910.75 5,910.75 5,861.50 5,944.50
PP 5,780.25 5,780.25 5,780.25 5,797.25
S1 5,713.00 5,713.00 5,825.00 5,746.50
S2 5,582.50 5,582.50 5,807.00
S3 5,384.75 5,515.25 5,788.75
S4 5,187.00 5,317.50 5,734.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,863.75 5,667.50 196.25 3.4% 52.00 0.9% 96% True False 247,100
10 5,863.75 5,560.25 303.50 5.2% 69.50 1.2% 97% True False 273,931
20 5,863.75 5,560.25 303.50 5.2% 81.00 1.4% 97% True False 307,293
40 5,907.50 5,560.25 347.25 5.9% 71.50 1.2% 85% False False 229,789
60 5,907.50 5,433.75 473.75 8.1% 62.00 1.1% 89% False False 153,285
80 5,907.50 5,320.00 587.50 10.0% 57.75 1.0% 91% False False 115,006
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.08
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 6,002.00
2.618 5,948.75
1.618 5,916.25
1.000 5,896.25
0.618 5,883.75
HIGH 5,863.75
0.618 5,851.25
0.500 5,847.50
0.382 5,843.75
LOW 5,831.25
0.618 5,811.25
1.000 5,798.75
1.618 5,778.75
2.618 5,746.25
4.250 5,693.00
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 5,852.50 5,843.50
PP 5,850.00 5,832.00
S1 5,847.50 5,820.50

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

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