E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 5,994.00 5,956.50 -37.50 -0.6% 5,819.75
High 6,019.75 5,984.75 -35.00 -0.6% 6,019.75
Low 5,973.25 5,889.50 -83.75 -1.4% 5,777.25
Close 5,988.25 5,939.25 -49.00 -0.8% 5,988.25
Range 46.50 95.25 48.75 104.8% 242.50
ATR 69.42 71.51 2.10 3.0% 0.00
Volume 229,855 485,650 255,795 111.3% 1,328,421
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,223.50 6,176.75 5,991.75
R3 6,128.25 6,081.50 5,965.50
R2 6,033.00 6,033.00 5,956.75
R1 5,986.25 5,986.25 5,948.00 5,962.00
PP 5,937.75 5,937.75 5,937.75 5,925.75
S1 5,891.00 5,891.00 5,930.50 5,866.75
S2 5,842.50 5,842.50 5,921.75
S3 5,747.25 5,795.75 5,913.00
S4 5,652.00 5,700.50 5,886.75
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,656.00 6,564.50 6,121.50
R3 6,413.50 6,322.00 6,055.00
R2 6,171.00 6,171.00 6,032.75
R1 6,079.50 6,079.50 6,010.50 6,125.25
PP 5,928.50 5,928.50 5,928.50 5,951.25
S1 5,837.00 5,837.00 5,966.00 5,882.75
S2 5,686.00 5,686.00 5,943.75
S3 5,443.50 5,594.50 5,921.50
S4 5,201.00 5,352.00 5,855.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,019.75 5,777.25 242.50 4.1% 77.50 1.3% 67% False False 319,529
10 6,019.75 5,777.25 242.50 4.1% 70.00 1.2% 67% False False 309,658
20 6,019.75 5,752.25 267.50 4.5% 75.50 1.3% 70% False False 342,155
40 6,019.75 5,667.50 352.25 5.9% 65.75 1.1% 77% False False 304,711
60 6,019.75 5,560.25 459.50 7.7% 73.50 1.2% 82% False False 321,883
80 6,019.75 5,557.00 462.75 7.8% 69.50 1.2% 83% False False 251,837
100 6,019.75 5,353.75 666.00 11.2% 63.25 1.1% 88% False False 201,505
120 6,019.75 5,318.00 701.75 11.8% 60.50 1.0% 89% False False 167,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 18.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,389.50
2.618 6,234.00
1.618 6,138.75
1.000 6,080.00
0.618 6,043.50
HIGH 5,984.75
0.618 5,948.25
0.500 5,937.00
0.382 5,926.00
LOW 5,889.50
0.618 5,830.75
1.000 5,794.25
1.618 5,735.50
2.618 5,640.25
4.250 5,484.75
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 5,938.50 5,954.50
PP 5,937.75 5,949.50
S1 5,937.00 5,944.50

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

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