E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 5,845.25 5,819.75 -25.50 -0.4% 5,805.00
High 5,874.00 5,856.00 -18.00 -0.3% 5,884.00
Low 5,816.50 5,801.25 -15.25 -0.3% 5,752.25
Close 5,825.00 5,844.75 19.75 0.3% 5,825.00
Range 57.50 54.75 -2.75 -4.8% 131.75
ATR 69.83 68.75 -1.08 -1.5% 0.00
Volume 300,167 216,424 -83,743 -27.9% 1,642,901
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 5,998.25 5,976.25 5,874.75
R3 5,943.50 5,921.50 5,859.75
R2 5,888.75 5,888.75 5,854.75
R1 5,866.75 5,866.75 5,849.75 5,877.75
PP 5,834.00 5,834.00 5,834.00 5,839.50
S1 5,812.00 5,812.00 5,839.75 5,823.00
S2 5,779.25 5,779.25 5,834.75
S3 5,724.50 5,757.25 5,829.75
S4 5,669.75 5,702.50 5,814.75
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,215.75 6,152.00 5,897.50
R3 6,084.00 6,020.25 5,861.25
R2 5,952.25 5,952.25 5,849.25
R1 5,888.50 5,888.50 5,837.00 5,920.50
PP 5,820.50 5,820.50 5,820.50 5,836.25
S1 5,756.75 5,756.75 5,813.00 5,788.50
S2 5,688.75 5,688.75 5,800.75
S3 5,557.00 5,625.00 5,788.75
S4 5,425.25 5,493.25 5,752.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,884.00 5,794.25 89.75 1.5% 62.75 1.1% 56% False False 299,788
10 5,949.50 5,752.25 197.25 3.4% 67.50 1.2% 47% False False 335,827
20 5,972.75 5,752.25 220.50 3.8% 69.75 1.2% 42% False False 328,772
40 5,995.75 5,560.25 435.50 7.5% 67.00 1.1% 65% False False 302,365
60 5,995.75 5,560.25 435.50 7.5% 73.50 1.3% 65% False False 308,816
80 5,995.75 5,557.00 438.75 7.5% 66.75 1.1% 66% False False 231,882
100 5,995.75 5,353.75 642.00 11.0% 61.75 1.1% 76% False False 185,537
120 5,995.75 5,318.00 677.75 11.6% 58.50 1.0% 78% False False 154,635
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 14.90
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,088.75
2.618 5,999.25
1.618 5,944.50
1.000 5,910.75
0.618 5,889.75
HIGH 5,856.00
0.618 5,835.00
0.500 5,828.50
0.382 5,822.25
LOW 5,801.25
0.618 5,767.50
1.000 5,746.50
1.618 5,712.75
2.618 5,658.00
4.250 5,568.50
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 5,839.50 5,842.50
PP 5,834.00 5,840.00
S1 5,828.50 5,837.75

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

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