E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 01-Aug-2017
Day Change Summary
Previous Current
31-Jul-2017 01-Aug-2017 Change Change % Previous Week
Open 5,910.00 5,884.50 -25.50 -0.4% 5,919.25
High 5,933.50 5,931.25 -2.25 0.0% 5,995.75
Low 5,870.25 5,875.50 5.25 0.1% 5,844.75
Close 5,882.50 5,889.25 6.75 0.1% 5,910.25
Range 63.25 55.75 -7.50 -11.9% 151.00
ATR 67.10 66.29 -0.81 -1.2% 0.00
Volume 280,483 229,005 -51,478 -18.4% 1,500,224
Daily Pivots for day following 01-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,066.00 6,033.25 5,920.00
R3 6,010.25 5,977.50 5,904.50
R2 5,954.50 5,954.50 5,899.50
R1 5,921.75 5,921.75 5,894.25 5,938.00
PP 5,898.75 5,898.75 5,898.75 5,906.75
S1 5,866.00 5,866.00 5,884.25 5,882.50
S2 5,843.00 5,843.00 5,879.00
S3 5,787.25 5,810.25 5,874.00
S4 5,731.50 5,754.50 5,858.50
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% 73.75 1.3% 29% False False 315,519
10 5,995.75 5,844.75 151.00 2.6% 56.75 1.0% 29% False False 276,284
20 5,995.75 5,560.25 435.50 7.4% 61.50 1.0% 76% False False 275,776
40 5,995.75 5,560.25 435.50 7.4% 76.25 1.3% 76% False False 304,426
60 5,995.75 5,557.00 438.75 7.5% 66.00 1.1% 76% False False 203,399
80 5,995.75 5,353.75 642.00 10.9% 59.75 1.0% 83% False False 152,588
100 5,995.75 5,318.00 677.75 11.5% 56.50 1.0% 84% False False 122,098
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,168.25
2.618 6,077.25
1.618 6,021.50
1.000 5,987.00
0.618 5,965.75
HIGH 5,931.25
0.618 5,910.00
0.500 5,903.50
0.382 5,896.75
LOW 5,875.50
0.618 5,841.00
1.000 5,819.75
1.618 5,785.25
2.618 5,729.50
4.250 5,638.50
Fisher Pivots for day following 01-Aug-2017
Pivot 1 day 3 day
R1 5,903.50 5,891.75
PP 5,898.75 5,891.00
S1 5,894.00 5,890.00

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

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