E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 5,999.00 6,001.75 2.75 0.0% 5,956.50
High 6,005.25 6,002.50 -2.75 0.0% 5,984.75
Low 5,975.50 5,963.50 -12.00 -0.2% 5,889.50
Close 6,002.00 5,966.25 -35.75 -0.6% 5,916.25
Range 29.75 39.00 9.25 31.1% 95.25
ATR 64.13 62.33 -1.79 -2.8% 0.00
Volume 76,177 72,484 -3,693 -4.8% 1,313,915
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,094.50 6,069.25 5,987.75
R3 6,055.50 6,030.25 5,977.00
R2 6,016.50 6,016.50 5,973.50
R1 5,991.25 5,991.25 5,969.75 5,984.50
PP 5,977.50 5,977.50 5,977.50 5,974.00
S1 5,952.25 5,952.25 5,962.75 5,945.50
S2 5,938.50 5,938.50 5,959.00
S3 5,899.50 5,913.25 5,955.50
S4 5,860.50 5,874.25 5,944.75
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,216.00 6,161.25 5,968.75
R3 6,120.75 6,066.00 5,942.50
R2 6,025.50 6,025.50 5,933.75
R1 5,970.75 5,970.75 5,925.00 5,950.50
PP 5,930.25 5,930.25 5,930.25 5,920.00
S1 5,875.50 5,875.50 5,907.50 5,855.25
S2 5,835.00 5,835.00 5,898.75
S3 5,739.75 5,780.25 5,890.00
S4 5,644.50 5,685.00 5,863.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,005.25 5,907.50 97.75 1.6% 46.50 0.8% 60% False False 125,045
10 6,019.75 5,889.50 130.25 2.2% 54.50 0.9% 59% False False 225,187
20 6,019.75 5,752.25 267.50 4.5% 65.25 1.1% 80% False False 283,736
40 6,019.75 5,752.25 267.50 4.5% 65.00 1.1% 80% False False 293,404
60 6,019.75 5,560.25 459.50 7.7% 69.50 1.2% 88% False False 296,469
80 6,019.75 5,560.25 459.50 7.7% 68.25 1.1% 88% False False 267,579
100 6,019.75 5,505.00 514.75 8.6% 63.50 1.1% 90% False False 214,123
120 6,019.75 5,320.00 699.75 11.7% 60.50 1.0% 92% False False 178,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.83
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,168.25
2.618 6,104.50
1.618 6,065.50
1.000 6,041.50
0.618 6,026.50
HIGH 6,002.50
0.618 5,987.50
0.500 5,983.00
0.382 5,978.50
LOW 5,963.50
0.618 5,939.50
1.000 5,924.50
1.618 5,900.50
2.618 5,861.50
4.250 5,797.75
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 5,983.00 5,984.50
PP 5,977.50 5,978.25
S1 5,971.75 5,972.25

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

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