E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 5,769.00 5,837.25 68.25 1.2% 5,900.00
High 5,845.75 5,916.75 71.00 1.2% 5,972.75
Low 5,761.00 5,837.25 76.25 1.3% 5,761.00
Close 5,838.25 5,910.00 71.75 1.2% 5,838.25
Range 84.75 79.50 -5.25 -6.2% 211.75
ATR 70.64 71.27 0.63 0.9% 0.00
Volume 394,754 261,541 -133,213 -33.7% 1,790,849
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,126.50 6,097.75 5,953.75
R3 6,047.00 6,018.25 5,931.75
R2 5,967.50 5,967.50 5,924.50
R1 5,938.75 5,938.75 5,917.25 5,953.00
PP 5,888.00 5,888.00 5,888.00 5,895.25
S1 5,859.25 5,859.25 5,902.75 5,873.50
S2 5,808.50 5,808.50 5,895.50
S3 5,729.00 5,779.75 5,888.25
S4 5,649.50 5,700.25 5,866.25
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,492.50 6,377.25 5,954.75
R3 6,280.75 6,165.50 5,896.50
R2 6,069.00 6,069.00 5,877.00
R1 5,953.75 5,953.75 5,857.75 5,905.50
PP 5,857.25 5,857.25 5,857.25 5,833.25
S1 5,742.00 5,742.00 5,818.75 5,693.75
S2 5,645.50 5,645.50 5,799.50
S3 5,433.75 5,530.25 5,780.00
S4 5,222.00 5,318.50 5,721.75
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 5,761.00 211.75 3.6% 89.50 1.5% 70% False False 377,437
10 5,972.75 5,761.00 211.75 3.6% 72.00 1.2% 70% False False 321,716
20 5,995.75 5,761.00 234.75 4.0% 65.50 1.1% 63% False False 299,851
40 5,995.75 5,560.25 435.50 7.4% 73.25 1.2% 80% False False 303,572
60 5,995.75 5,560.25 435.50 7.4% 69.50 1.2% 80% False False 253,143
80 5,995.75 5,433.75 562.00 9.5% 62.75 1.1% 85% False False 189,926
100 5,995.75 5,320.00 675.75 11.4% 59.25 1.0% 87% False False 151,975
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 False
Bear Hook False
Bull Hook False
Stretch 10.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,254.50
2.618 6,125.00
1.618 6,045.50
1.000 5,996.25
0.618 5,966.00
HIGH 5,916.75
0.618 5,886.50
0.500 5,877.00
0.382 5,867.50
LOW 5,837.25
0.618 5,788.00
1.000 5,757.75
1.618 5,708.50
2.618 5,629.00
4.250 5,499.50
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 5,899.00 5,887.25
PP 5,888.00 5,864.75
S1 5,877.00 5,842.00

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

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