E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 5,909.00 5,910.00 1.00 0.0% 5,919.25
High 5,918.25 5,933.50 15.25 0.3% 5,995.75
Low 5,850.00 5,870.25 20.25 0.3% 5,844.75
Close 5,910.25 5,882.50 -27.75 -0.5% 5,910.25
Range 68.25 63.25 -5.00 -7.3% 151.00
ATR 67.39 67.10 -0.30 -0.4% 0.00
Volume 338,476 280,483 -57,993 -17.1% 1,500,224
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 6,085.25 6,047.00 5,917.25
R3 6,022.00 5,983.75 5,900.00
R2 5,958.75 5,958.75 5,894.00
R1 5,920.50 5,920.50 5,888.25 5,908.00
PP 5,895.50 5,895.50 5,895.50 5,889.00
S1 5,857.25 5,857.25 5,876.75 5,844.75
S2 5,832.25 5,832.25 5,871.00
S3 5,769.00 5,794.00 5,865.00
S4 5,705.75 5,730.75 5,847.75
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 6,370.00 6,291.00 5,993.25
R3 6,219.00 6,140.00 5,951.75
R2 6,068.00 6,068.00 5,938.00
R1 5,989.00 5,989.00 5,924.00 5,953.00
PP 5,917.00 5,917.00 5,917.00 5,899.00
S1 5,838.00 5,838.00 5,896.50 5,802.00
S2 5,766.00 5,766.00 5,882.50
S3 5,615.00 5,687.00 5,868.75
S4 5,464.00 5,536.00 5,827.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,995.75 5,844.75 151.00 2.6% 68.75 1.2% 25% False False 317,137
10 5,995.75 5,820.25 175.50 3.0% 59.00 1.0% 35% False False 277,987
20 5,995.75 5,560.25 435.50 7.4% 64.25 1.1% 74% False False 275,959
40 5,995.75 5,560.25 435.50 7.4% 75.25 1.3% 74% False False 298,838
60 5,995.75 5,557.00 438.75 7.5% 65.50 1.1% 74% False False 199,586
80 5,995.75 5,353.75 642.00 10.9% 59.75 1.0% 82% False False 149,729
100 5,995.75 5,318.00 677.75 11.5% 56.25 1.0% 83% False False 119,808
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 16.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,202.25
2.618 6,099.00
1.618 6,035.75
1.000 5,996.75
0.618 5,972.50
HIGH 5,933.50
0.618 5,909.25
0.500 5,902.00
0.382 5,894.50
LOW 5,870.25
0.618 5,831.25
1.000 5,807.00
1.618 5,768.00
2.618 5,704.75
4.250 5,601.50
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 5,902.00 5,920.25
PP 5,895.50 5,907.75
S1 5,889.00 5,895.00

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

View Archives - Comment on this page... - Back to Index of Symbols