E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 5,895.50 5,919.50 24.00 0.4% 5,663.00
High 5,925.00 5,938.50 13.50 0.2% 5,847.75
Low 5,889.00 5,897.00 8.00 0.1% 5,650.00
Close 5,918.25 5,925.25 7.00 0.1% 5,843.25
Range 36.00 41.50 5.50 15.3% 197.75
ATR 71.06 68.95 -2.11 -3.0% 0.00
Volume 233,290 265,354 32,064 13.7% 1,258,972
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 6,044.75 6,026.50 5,948.00
R3 6,003.25 5,985.00 5,936.75
R2 5,961.75 5,961.75 5,932.75
R1 5,943.50 5,943.50 5,929.00 5,952.50
PP 5,920.25 5,920.25 5,920.25 5,924.75
S1 5,902.00 5,902.00 5,921.50 5,911.00
S2 5,878.75 5,878.75 5,917.75
S3 5,837.25 5,860.50 5,913.75
S4 5,795.75 5,819.00 5,902.50
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 5,938.50 5,787.75 150.75 2.5% 49.75 0.8% 91% True False 238,688
10 5,938.50 5,591.50 347.00 5.9% 56.25 0.9% 96% True False 248,831
20 5,938.50 5,560.25 378.25 6.4% 76.00 1.3% 96% True False 299,907
40 5,938.50 5,560.25 378.25 6.4% 72.00 1.2% 96% True False 248,379
60 5,938.50 5,540.50 398.00 6.7% 62.50 1.1% 97% True False 165,687
80 5,938.50 5,353.75 584.75 9.9% 58.00 1.0% 98% True False 124,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,115.00
2.618 6,047.25
1.618 6,005.75
1.000 5,980.00
0.618 5,964.25
HIGH 5,938.50
0.618 5,922.75
0.500 5,917.75
0.382 5,912.75
LOW 5,897.00
0.618 5,871.25
1.000 5,855.50
1.618 5,829.75
2.618 5,788.25
4.250 5,720.50
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 5,922.75 5,910.00
PP 5,920.25 5,894.75
S1 5,917.75 5,879.50

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

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