E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 5,915.25 5,920.00 4.75 0.1% 5,900.00
High 5,949.50 5,923.75 -25.75 -0.4% 5,972.75
Low 5,902.00 5,786.50 -115.50 -2.0% 5,761.00
Close 5,923.50 5,800.25 -123.25 -2.1% 5,838.25
Range 47.50 137.25 89.75 188.9% 211.75
ATR 68.13 73.06 4.94 7.2% 0.00
Volume 293,910 511,900 217,990 74.2% 1,790,849
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,248.50 6,161.75 5,875.75
R3 6,111.25 6,024.50 5,838.00
R2 5,974.00 5,974.00 5,825.50
R1 5,887.25 5,887.25 5,812.75 5,862.00
PP 5,836.75 5,836.75 5,836.75 5,824.25
S1 5,750.00 5,750.00 5,787.75 5,724.75
S2 5,699.50 5,699.50 5,775.00
S3 5,562.25 5,612.75 5,762.50
S4 5,425.00 5,475.50 5,724.75
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 5,949.50 5,761.00 188.50 3.2% 79.75 1.4% 21% False False 342,386
10 5,972.75 5,761.00 211.75 3.7% 76.00 1.3% 19% False False 336,475
20 5,995.75 5,761.00 234.75 4.0% 69.50 1.2% 17% False False 315,399
40 5,995.75 5,560.25 435.50 7.5% 72.75 1.3% 55% False False 307,653
60 5,995.75 5,560.25 435.50 7.5% 71.25 1.2% 55% False False 270,719
80 5,995.75 5,540.50 455.25 7.8% 64.25 1.1% 57% False False 203,115
100 5,995.75 5,353.75 642.00 11.1% 60.25 1.0% 70% False False 162,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.90
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,507.00
2.618 6,283.00
1.618 6,145.75
1.000 6,061.00
0.618 6,008.50
HIGH 5,923.75
0.618 5,871.25
0.500 5,855.00
0.382 5,839.00
LOW 5,786.50
0.618 5,701.75
1.000 5,649.25
1.618 5,564.50
2.618 5,427.25
4.250 5,203.25
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 5,855.00 5,868.00
PP 5,836.75 5,845.50
S1 5,818.50 5,822.75

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

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