E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 07-Sep-2017
Day Change Summary
Previous Current
06-Sep-2017 07-Sep-2017 Change Change % Previous Week
Open 5,943.50 5,952.00 8.50 0.1% 5,819.75
High 5,965.75 5,981.50 15.75 0.3% 6,019.75
Low 5,909.25 5,932.25 23.00 0.4% 5,777.25
Close 5,955.00 5,970.00 15.00 0.3% 5,988.25
Range 56.50 49.25 -7.25 -12.8% 242.50
ATR 70.44 68.93 -1.51 -2.1% 0.00
Volume 335,781 301,526 -34,255 -10.2% 1,328,421
Daily Pivots for day following 07-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,109.00 6,088.75 5,997.00
R3 6,059.75 6,039.50 5,983.50
R2 6,010.50 6,010.50 5,979.00
R1 5,990.25 5,990.25 5,974.50 6,000.50
PP 5,961.25 5,961.25 5,961.25 5,966.25
S1 5,941.00 5,941.00 5,965.50 5,951.00
S2 5,912.00 5,912.00 5,961.00
S3 5,862.75 5,891.75 5,956.50
S4 5,813.50 5,842.50 5,943.00
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 5,889.50 130.25 2.2% 62.50 1.0% 62% False False 325,329
10 6,019.75 5,777.25 242.50 4.1% 67.50 1.1% 79% False False 312,431
20 6,019.75 5,752.25 267.50 4.5% 74.50 1.2% 81% False False 339,884
40 6,019.75 5,752.25 267.50 4.5% 65.00 1.1% 81% False False 306,999
60 6,019.75 5,560.25 459.50 7.7% 72.50 1.2% 89% False False 315,951
80 6,019.75 5,557.00 462.75 7.8% 70.25 1.2% 89% False False 259,796
100 6,019.75 5,382.25 637.50 10.7% 63.25 1.1% 92% False False 207,876
120 6,019.75 5,318.00 701.75 11.8% 60.75 1.0% 93% False False 173,259
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 22.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,190.75
2.618 6,110.50
1.618 6,061.25
1.000 6,030.75
0.618 6,012.00
HIGH 5,981.50
0.618 5,962.75
0.500 5,957.00
0.382 5,951.00
LOW 5,932.25
0.618 5,901.75
1.000 5,883.00
1.618 5,852.50
2.618 5,803.25
4.250 5,723.00
Fisher Pivots for day following 07-Sep-2017
Pivot 1 day 3 day
R1 5,965.50 5,959.00
PP 5,961.25 5,948.00
S1 5,957.00 5,937.00

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

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