E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 12-Jul-2017
Day Change Summary
Previous Current
11-Jul-2017 12-Jul-2017 Change Change % Previous Week
Open 5,697.25 5,724.75 27.50 0.5% 5,669.00
High 5,728.00 5,795.25 67.25 1.2% 5,696.00
Low 5,675.00 5,720.00 45.00 0.8% 5,568.25
Close 5,726.00 5,792.00 66.00 1.2% 5,662.00
Range 53.00 75.25 22.25 42.0% 127.75
ATR 78.04 77.84 -0.20 -0.3% 0.00
Volume 338 393 55 16.3% 1,874
Daily Pivots for day following 12-Jul-2017
Classic Woodie Camarilla DeMark
R4 5,994.75 5,968.75 5,833.50
R3 5,919.50 5,893.50 5,812.75
R2 5,844.25 5,844.25 5,805.75
R1 5,818.25 5,818.25 5,799.00 5,831.25
PP 5,769.00 5,769.00 5,769.00 5,775.50
S1 5,743.00 5,743.00 5,785.00 5,756.00
S2 5,693.75 5,693.75 5,778.25
S3 5,618.50 5,667.75 5,771.25
S4 5,543.25 5,592.50 5,750.50
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 6,025.25 5,971.50 5,732.25
R3 5,897.50 5,843.75 5,697.25
R2 5,769.75 5,769.75 5,685.50
R1 5,716.00 5,716.00 5,673.75 5,679.00
PP 5,642.00 5,642.00 5,642.00 5,623.50
S1 5,588.25 5,588.25 5,650.25 5,551.25
S2 5,514.25 5,514.25 5,638.50
S3 5,386.50 5,460.50 5,626.75
S4 5,258.75 5,332.75 5,591.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,795.25 5,588.00 207.25 3.6% 67.50 1.2% 98% True False 325
10 5,795.25 5,568.25 227.00 3.9% 91.25 1.6% 99% True False 524
20 5,859.50 5,568.25 291.25 5.0% 83.75 1.4% 77% False False 414
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.93
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,115.00
2.618 5,992.25
1.618 5,917.00
1.000 5,870.50
0.618 5,841.75
HIGH 5,795.25
0.618 5,766.50
0.500 5,757.50
0.382 5,748.75
LOW 5,720.00
0.618 5,673.50
1.000 5,644.75
1.618 5,598.25
2.618 5,523.00
4.250 5,400.25
Fisher Pivots for day following 12-Jul-2017
Pivot 1 day 3 day
R1 5,780.50 5,770.00
PP 5,769.00 5,748.25
S1 5,757.50 5,726.50

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

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