E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 5,911.25 5,889.00 -22.25 -0.4% 5,910.00
High 5,924.50 5,912.00 -12.50 -0.2% 5,947.50
Low 5,877.25 5,874.25 -3.00 -0.1% 5,856.25
Close 5,890.00 5,898.00 8.00 0.1% 5,898.00
Range 47.25 37.75 -9.50 -20.1% 91.25
ATR 66.58 64.52 -2.06 -3.1% 0.00
Volume 289,423 256,730 -32,693 -11.3% 1,445,259
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,008.00 5,990.75 5,918.75
R3 5,970.25 5,953.00 5,908.50
R2 5,932.50 5,932.50 5,905.00
R1 5,915.25 5,915.25 5,901.50 5,924.00
PP 5,894.75 5,894.75 5,894.75 5,899.00
S1 5,877.50 5,877.50 5,894.50 5,886.00
S2 5,857.00 5,857.00 5,891.00
S3 5,819.25 5,839.75 5,887.50
S4 5,781.50 5,802.00 5,877.25
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,174.25 6,127.50 5,948.25
R3 6,083.00 6,036.25 5,923.00
R2 5,991.75 5,991.75 5,914.75
R1 5,945.00 5,945.00 5,906.25 5,922.75
PP 5,900.50 5,900.50 5,900.50 5,889.50
S1 5,853.75 5,853.75 5,889.75 5,831.50
S2 5,809.25 5,809.25 5,881.25
S3 5,718.00 5,762.50 5,873.00
S4 5,626.75 5,671.25 5,847.75
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 5,856.25 91.25 1.5% 59.00 1.0% 46% False False 289,051
10 5,995.75 5,844.75 151.00 2.6% 62.50 1.1% 35% False False 294,548
20 5,995.75 5,650.00 345.75 5.9% 57.25 1.0% 72% False False 271,075
40 5,995.75 5,560.25 435.50 7.4% 77.50 1.3% 78% False False 324,748
60 5,995.75 5,557.00 438.75 7.4% 67.50 1.1% 78% False False 218,984
80 5,995.75 5,353.75 642.00 10.9% 60.00 1.0% 85% False False 164,279
100 5,995.75 5,318.00 677.75 11.5% 57.50 1.0% 86% False False 131,456
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14.95
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,072.50
2.618 6,010.75
1.618 5,973.00
1.000 5,949.75
0.618 5,935.25
HIGH 5,912.00
0.618 5,897.50
0.500 5,893.00
0.382 5,888.75
LOW 5,874.25
0.618 5,851.00
1.000 5,836.50
1.618 5,813.25
2.618 5,775.50
4.250 5,713.75
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 5,896.50 5,902.00
PP 5,894.75 5,900.50
S1 5,893.00 5,899.25

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

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