E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 25-Jul-2017
Day Change Summary
Previous Current
24-Jul-2017 25-Jul-2017 Change Change % Previous Week
Open 5,919.25 5,925.25 6.00 0.1% 5,843.50
High 5,954.75 5,946.25 -8.50 -0.1% 5,938.50
Low 5,905.00 5,915.75 10.75 0.2% 5,820.25
Close 5,934.00 5,933.75 -0.25 0.0% 5,918.75
Range 49.75 30.50 -19.25 -38.7% 118.25
ATR 65.71 63.19 -2.51 -3.8% 0.00
Volume 195,018 237,095 42,077 21.6% 1,217,056
Daily Pivots for day following 25-Jul-2017
Classic Woodie Camarilla DeMark
R4 6,023.50 6,009.00 5,950.50
R3 5,993.00 5,978.50 5,942.25
R2 5,962.50 5,962.50 5,939.25
R1 5,948.00 5,948.00 5,936.50 5,955.25
PP 5,932.00 5,932.00 5,932.00 5,935.50
S1 5,917.50 5,917.50 5,931.00 5,924.75
S2 5,901.50 5,901.50 5,928.25
S3 5,871.00 5,887.00 5,925.25
S4 5,840.50 5,856.50 5,917.00
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 6,247.25 6,201.25 5,983.75
R3 6,129.00 6,083.00 5,951.25
R2 6,010.75 6,010.75 5,940.50
R1 5,964.75 5,964.75 5,929.50 5,987.75
PP 5,892.50 5,892.50 5,892.50 5,904.00
S1 5,846.50 5,846.50 5,908.00 5,869.50
S2 5,774.25 5,774.25 5,897.00
S3 5,656.00 5,728.25 5,886.25
S4 5,537.75 5,610.00 5,853.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,954.75 5,889.00 65.75 1.1% 39.75 0.7% 68% False False 237,048
10 5,954.75 5,712.75 242.00 4.1% 48.00 0.8% 91% False False 238,332
20 5,954.75 5,560.25 394.50 6.6% 73.00 1.2% 95% False False 296,321
40 5,954.75 5,560.25 394.50 6.6% 72.25 1.2% 95% False False 265,478
60 5,954.75 5,557.00 397.75 6.7% 62.50 1.1% 95% False False 177,123
80 5,954.75 5,353.75 601.00 10.1% 58.00 1.0% 97% False False 132,885
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.80
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 6,076.00
2.618 6,026.00
1.618 5,995.50
1.000 5,976.75
0.618 5,965.00
HIGH 5,946.25
0.618 5,934.50
0.500 5,931.00
0.382 5,927.50
LOW 5,915.75
0.618 5,897.00
1.000 5,885.25
1.618 5,866.50
2.618 5,836.00
4.250 5,786.00
Fisher Pivots for day following 25-Jul-2017
Pivot 1 day 3 day
R1 5,932.75 5,930.00
PP 5,932.00 5,926.25
S1 5,931.00 5,922.50

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

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