E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 5,933.00 5,911.25 -21.75 -0.4% 5,919.25
High 5,947.50 5,924.50 -23.00 -0.4% 5,995.75
Low 5,856.25 5,877.25 21.00 0.4% 5,844.75
Close 5,910.75 5,890.00 -20.75 -0.4% 5,910.25
Range 91.25 47.25 -44.00 -48.2% 151.00
ATR 68.07 66.58 -1.49 -2.2% 0.00
Volume 389,618 289,423 -100,195 -25.7% 1,500,224
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,039.00 6,011.75 5,916.00
R3 5,991.75 5,964.50 5,903.00
R2 5,944.50 5,944.50 5,898.75
R1 5,917.25 5,917.25 5,894.25 5,907.25
PP 5,897.25 5,897.25 5,897.25 5,892.25
S1 5,870.00 5,870.00 5,885.75 5,860.00
S2 5,850.00 5,850.00 5,881.25
S3 5,802.75 5,822.75 5,877.00
S4 5,755.50 5,775.50 5,864.00
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 5,947.50 5,850.00 97.50 1.7% 65.25 1.1% 41% False False 305,401
10 5,995.75 5,844.75 151.00 2.6% 63.00 1.1% 30% False False 294,323
20 5,995.75 5,591.50 404.25 6.9% 59.50 1.0% 74% False False 271,577
40 5,995.75 5,560.25 435.50 7.4% 77.75 1.3% 76% False False 320,838
60 5,995.75 5,557.00 438.75 7.4% 67.25 1.1% 76% False False 214,708
80 5,995.75 5,353.75 642.00 10.9% 60.50 1.0% 84% False False 161,072
100 5,995.75 5,318.00 677.75 11.5% 57.25 1.0% 84% False False 128,888
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 13.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,125.25
2.618 6,048.25
1.618 6,001.00
1.000 5,971.75
0.618 5,953.75
HIGH 5,924.50
0.618 5,906.50
0.500 5,901.00
0.382 5,895.25
LOW 5,877.25
0.618 5,848.00
1.000 5,830.00
1.618 5,800.75
2.618 5,753.50
4.250 5,676.50
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 5,901.00 5,902.00
PP 5,897.25 5,898.00
S1 5,893.50 5,894.00

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

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