E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 10-Aug-2017
Day Change Summary
Previous Current
09-Aug-2017 10-Aug-2017 Change Change % Previous Week
Open 5,913.25 5,922.50 9.25 0.2% 5,910.00
High 5,924.50 5,923.00 -1.50 0.0% 5,947.50
Low 5,861.75 5,767.25 -94.50 -1.6% 5,856.25
Close 5,922.50 5,789.75 -132.75 -2.2% 5,898.00
Range 62.75 155.75 93.00 148.2% 91.25
ATR 62.92 69.55 6.63 10.5% 0.00
Volume 377,648 548,167 170,519 45.2% 1,445,259
Daily Pivots for day following 10-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,294.00 6,197.50 5,875.50
R3 6,138.25 6,041.75 5,832.50
R2 5,982.50 5,982.50 5,818.25
R1 5,886.00 5,886.00 5,804.00 5,856.50
PP 5,826.75 5,826.75 5,826.75 5,811.75
S1 5,730.25 5,730.25 5,775.50 5,700.50
S2 5,671.00 5,671.00 5,761.25
S3 5,515.25 5,574.50 5,747.00
S4 5,359.50 5,418.75 5,704.00
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 5,767.25 205.50 3.5% 72.25 1.2% 11% False True 330,565
10 5,972.75 5,767.25 205.50 3.5% 68.75 1.2% 11% False True 317,983
20 5,995.75 5,767.25 228.50 3.9% 62.00 1.1% 10% False True 289,475
40 5,995.75 5,560.25 435.50 7.5% 73.00 1.3% 53% False False 306,950
60 5,995.75 5,557.00 438.75 7.6% 71.00 1.2% 53% False False 242,232
80 5,995.75 5,394.50 601.25 10.4% 62.00 1.1% 66% False False 181,725
100 5,995.75 5,318.00 677.75 11.7% 59.25 1.0% 70% False False 145,414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.55
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 6,585.00
2.618 6,330.75
1.618 6,175.00
1.000 6,078.75
0.618 6,019.25
HIGH 5,923.00
0.618 5,863.50
0.500 5,845.00
0.382 5,826.75
LOW 5,767.25
0.618 5,671.00
1.000 5,611.50
1.618 5,515.25
2.618 5,359.50
4.250 5,105.25
Fisher Pivots for day following 10-Aug-2017
Pivot 1 day 3 day
R1 5,845.00 5,870.00
PP 5,826.75 5,843.25
S1 5,808.25 5,816.50

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

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