E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 29-Aug-2017
Day Change Summary
Previous Current
28-Aug-2017 29-Aug-2017 Change Change % Previous Week
Open 5,819.75 5,820.00 0.25 0.0% 5,805.00
High 5,856.00 5,875.50 19.50 0.3% 5,884.00
Low 5,801.25 5,777.25 -24.00 -0.4% 5,752.25
Close 5,844.75 5,869.75 25.00 0.4% 5,825.00
Range 54.75 98.25 43.50 79.5% 131.75
ATR 68.75 70.86 2.11 3.1% 0.00
Volume 216,424 334,338 117,914 54.5% 1,642,901
Daily Pivots for day following 29-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,135.50 6,101.00 5,923.75
R3 6,037.25 6,002.75 5,896.75
R2 5,939.00 5,939.00 5,887.75
R1 5,904.50 5,904.50 5,878.75 5,921.75
PP 5,840.75 5,840.75 5,840.75 5,849.50
S1 5,806.25 5,806.25 5,860.75 5,823.50
S2 5,742.50 5,742.50 5,851.75
S3 5,644.25 5,708.00 5,842.75
S4 5,546.00 5,609.75 5,815.75
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 5,777.25 106.75 1.8% 64.75 1.1% 87% False True 305,077
10 5,949.50 5,752.25 197.25 3.4% 72.50 1.2% 60% False False 344,278
20 5,972.75 5,752.25 220.50 3.8% 71.75 1.2% 53% False False 334,038
40 5,995.75 5,560.25 435.50 7.4% 66.75 1.1% 71% False False 304,907
60 5,995.75 5,560.25 435.50 7.4% 74.75 1.3% 71% False False 314,297
80 5,995.75 5,557.00 438.75 7.5% 67.50 1.1% 71% False False 236,059
100 5,995.75 5,353.75 642.00 10.9% 62.25 1.1% 80% False False 188,878
120 5,995.75 5,318.00 677.75 11.5% 59.00 1.0% 81% False False 157,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.38
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,293.00
2.618 6,132.75
1.618 6,034.50
1.000 5,973.75
0.618 5,936.25
HIGH 5,875.50
0.618 5,838.00
0.500 5,826.50
0.382 5,814.75
LOW 5,777.25
0.618 5,716.50
1.000 5,679.00
1.618 5,618.25
2.618 5,520.00
4.250 5,359.75
Fisher Pivots for day following 29-Aug-2017
Pivot 1 day 3 day
R1 5,855.25 5,855.25
PP 5,840.75 5,840.75
S1 5,826.50 5,826.50

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

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