E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 5,837.25 5,913.50 76.25 1.3% 5,900.00
High 5,916.75 5,945.00 28.25 0.5% 5,972.75
Low 5,837.25 5,895.50 58.25 1.0% 5,761.00
Close 5,910.00 5,912.00 2.00 0.0% 5,838.25
Range 79.50 49.50 -30.00 -37.7% 211.75
ATR 71.27 69.71 -1.55 -2.2% 0.00
Volume 261,541 249,827 -11,714 -4.5% 1,790,849
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,066.00 6,038.50 5,939.25
R3 6,016.50 5,989.00 5,925.50
R2 5,967.00 5,967.00 5,921.00
R1 5,939.50 5,939.50 5,916.50 5,928.50
PP 5,917.50 5,917.50 5,917.50 5,912.00
S1 5,890.00 5,890.00 5,907.50 5,879.00
S2 5,868.00 5,868.00 5,903.00
S3 5,818.50 5,840.50 5,898.50
S4 5,769.00 5,791.00 5,884.75
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 5,945.00 5,761.00 184.00 3.1% 86.50 1.5% 82% True False 366,387
10 5,972.75 5,761.00 211.75 3.6% 71.25 1.2% 71% False False 323,798
20 5,995.75 5,761.00 234.75 4.0% 64.00 1.1% 64% False False 300,041
40 5,995.75 5,560.25 435.50 7.4% 72.00 1.2% 81% False False 303,019
60 5,995.75 5,560.25 435.50 7.4% 69.50 1.2% 81% False False 257,301
80 5,995.75 5,475.00 520.75 8.8% 63.00 1.1% 84% False False 193,048
100 5,995.75 5,320.00 675.75 11.4% 59.50 1.0% 88% False False 154,473
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 10.98
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,155.50
2.618 6,074.50
1.618 6,025.00
1.000 5,994.50
0.618 5,975.50
HIGH 5,945.00
0.618 5,926.00
0.500 5,920.25
0.382 5,914.50
LOW 5,895.50
0.618 5,865.00
1.000 5,846.00
1.618 5,815.50
2.618 5,766.00
4.250 5,685.00
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 5,920.25 5,892.25
PP 5,917.50 5,872.75
S1 5,914.75 5,853.00

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

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