E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 5,913.50 5,915.25 1.75 0.0% 5,900.00
High 5,945.00 5,949.50 4.50 0.1% 5,972.75
Low 5,895.50 5,902.00 6.50 0.1% 5,761.00
Close 5,912.00 5,923.50 11.50 0.2% 5,838.25
Range 49.50 47.50 -2.00 -4.0% 211.75
ATR 69.71 68.13 -1.59 -2.3% 0.00
Volume 249,827 293,910 44,083 17.6% 1,790,849
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,067.50 6,043.00 5,949.50
R3 6,020.00 5,995.50 5,936.50
R2 5,972.50 5,972.50 5,932.25
R1 5,948.00 5,948.00 5,927.75 5,960.25
PP 5,925.00 5,925.00 5,925.00 5,931.00
S1 5,900.50 5,900.50 5,919.25 5,912.75
S2 5,877.50 5,877.50 5,914.75
S3 5,830.00 5,853.00 5,910.50
S4 5,782.50 5,805.50 5,897.50
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 5,949.50 5,761.00 188.50 3.2% 83.50 1.4% 86% True False 349,639
10 5,972.75 5,761.00 211.75 3.6% 67.00 1.1% 77% False False 314,228
20 5,995.75 5,761.00 234.75 4.0% 64.75 1.1% 69% False False 303,072
40 5,995.75 5,560.25 435.50 7.4% 71.75 1.2% 83% False False 302,836
60 5,995.75 5,560.25 435.50 7.4% 69.25 1.2% 83% False False 262,194
80 5,995.75 5,505.00 490.75 8.3% 63.25 1.1% 85% False False 196,719
100 5,995.75 5,320.00 675.75 11.4% 59.50 1.0% 89% False False 157,411
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 10.85
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,151.50
2.618 6,073.75
1.618 6,026.25
1.000 5,997.00
0.618 5,978.75
HIGH 5,949.50
0.618 5,931.25
0.500 5,925.75
0.382 5,920.25
LOW 5,902.00
0.618 5,872.75
1.000 5,854.50
1.618 5,825.25
2.618 5,777.75
4.250 5,700.00
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 5,925.75 5,913.50
PP 5,925.00 5,903.50
S1 5,924.25 5,893.50

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

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