E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 09-Aug-2017
Day Change Summary
Previous Current
08-Aug-2017 09-Aug-2017 Change Change % Previous Week
Open 5,935.00 5,913.25 -21.75 -0.4% 5,910.00
High 5,972.75 5,924.50 -48.25 -0.8% 5,947.50
Low 5,907.50 5,861.75 -45.75 -0.8% 5,856.25
Close 5,918.00 5,922.50 4.50 0.1% 5,898.00
Range 65.25 62.75 -2.50 -3.8% 91.25
ATR 62.93 62.92 -0.01 0.0% 0.00
Volume 305,079 377,648 72,569 23.8% 1,445,259
Daily Pivots for day following 09-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,091.25 6,069.50 5,957.00
R3 6,028.50 6,006.75 5,939.75
R2 5,965.75 5,965.75 5,934.00
R1 5,944.00 5,944.00 5,928.25 5,955.00
PP 5,903.00 5,903.00 5,903.00 5,908.25
S1 5,881.25 5,881.25 5,916.75 5,892.00
S2 5,840.25 5,840.25 5,911.00
S3 5,777.50 5,818.50 5,905.25
S4 5,714.75 5,755.75 5,888.00
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 5,972.75 5,861.75 111.00 1.9% 50.50 0.9% 55% False True 278,816
10 5,995.75 5,844.75 151.00 2.5% 68.25 1.2% 51% False False 317,110
20 5,995.75 5,777.25 218.50 3.7% 55.75 0.9% 66% False False 274,114
40 5,995.75 5,560.25 435.50 7.4% 71.75 1.2% 83% False False 303,984
60 5,995.75 5,557.00 438.75 7.4% 68.75 1.2% 83% False False 233,100
80 5,995.75 5,382.25 613.50 10.4% 60.50 1.0% 88% False False 174,874
100 5,995.75 5,318.00 677.75 11.4% 58.25 1.0% 89% False False 139,933
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 True
Bear Hook False
Bull Hook False
Stretch 15.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,191.25
2.618 6,088.75
1.618 6,026.00
1.000 5,987.25
0.618 5,963.25
HIGH 5,924.50
0.618 5,900.50
0.500 5,893.00
0.382 5,885.75
LOW 5,861.75
0.618 5,823.00
1.000 5,799.00
1.618 5,760.25
2.618 5,697.50
4.250 5,595.00
Fisher Pivots for day following 09-Aug-2017
Pivot 1 day 3 day
R1 5,912.75 5,920.75
PP 5,903.00 5,919.00
S1 5,893.00 5,917.25

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

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