E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 31-Aug-2017
Day Change Summary
Previous Current
30-Aug-2017 31-Aug-2017 Change Change % Previous Week
Open 5,869.75 5,936.25 66.50 1.1% 5,805.00
High 5,944.00 5,998.00 54.00 0.9% 5,884.00
Low 5,862.50 5,932.50 70.00 1.2% 5,752.25
Close 5,935.00 5,990.75 55.75 0.9% 5,825.00
Range 81.50 65.50 -16.00 -19.6% 131.75
ATR 71.62 71.18 -0.44 -0.6% 0.00
Volume 273,971 273,833 -138 -0.1% 1,642,901
Daily Pivots for day following 31-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,170.25 6,146.00 6,026.75
R3 6,104.75 6,080.50 6,008.75
R2 6,039.25 6,039.25 6,002.75
R1 6,015.00 6,015.00 5,996.75 6,027.00
PP 5,973.75 5,973.75 5,973.75 5,979.75
S1 5,949.50 5,949.50 5,984.75 5,961.50
S2 5,908.25 5,908.25 5,978.75
S3 5,842.75 5,884.00 5,972.75
S4 5,777.25 5,818.50 5,954.75
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 5,998.00 5,777.25 220.75 3.7% 71.50 1.2% 97% True False 279,746
10 5,998.00 5,752.25 245.75 4.1% 68.50 1.1% 97% True False 318,478
20 5,998.00 5,752.25 245.75 4.1% 72.25 1.2% 97% True False 327,476
40 5,998.00 5,591.50 406.50 6.8% 66.00 1.1% 98% True False 299,527
60 5,998.00 5,560.25 437.75 7.3% 75.75 1.3% 98% True False 323,051
80 5,998.00 5,557.00 441.00 7.4% 68.50 1.1% 98% True False 242,900
100 5,998.00 5,353.75 644.25 10.8% 62.75 1.0% 99% True False 194,353
120 5,998.00 5,318.00 680.00 11.4% 59.75 1.0% 99% True False 161,986
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 16.78
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,276.50
2.618 6,169.50
1.618 6,104.00
1.000 6,063.50
0.618 6,038.50
HIGH 5,998.00
0.618 5,973.00
0.500 5,965.25
0.382 5,957.50
LOW 5,932.50
0.618 5,892.00
1.000 5,867.00
1.618 5,826.50
2.618 5,761.00
4.250 5,654.00
Fisher Pivots for day following 31-Aug-2017
Pivot 1 day 3 day
R1 5,982.25 5,956.50
PP 5,973.75 5,922.00
S1 5,965.25 5,887.50

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

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