E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 5,971.75 5,999.25 27.50 0.5% 5,943.75
High 6,015.75 6,018.25 2.50 0.0% 6,015.75
Low 5,947.00 5,967.25 20.25 0.3% 5,942.00
Close 5,995.25 5,986.75 -8.50 -0.1% 5,995.25
Range 68.75 51.00 -17.75 -25.8% 73.75
ATR 62.26 61.46 -0.80 -1.3% 0.00
Volume 268,013 235,721 -32,292 -12.0% 1,338,638
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,143.75 6,116.25 6,014.75
R3 6,092.75 6,065.25 6,000.75
R2 6,041.75 6,041.75 5,996.00
R1 6,014.25 6,014.25 5,991.50 6,002.50
PP 5,990.75 5,990.75 5,990.75 5,985.00
S1 5,963.25 5,963.25 5,982.00 5,951.50
S2 5,939.75 5,939.75 5,977.50
S3 5,888.75 5,912.25 5,972.75
S4 5,837.75 5,861.25 5,958.75
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,205.50 6,174.25 6,035.75
R3 6,131.75 6,100.50 6,015.50
R2 6,058.00 6,058.00 6,008.75
R1 6,026.75 6,026.75 6,002.00 6,042.50
PP 5,984.25 5,984.25 5,984.25 5,992.25
S1 5,953.00 5,953.00 5,988.50 5,968.50
S2 5,910.50 5,910.50 5,981.75
S3 5,836.75 5,879.25 5,975.00
S4 5,763.00 5,805.50 5,954.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,018.25 5,947.00 71.25 1.2% 45.25 0.8% 56% True False 262,641
10 6,018.25 5,897.00 121.25 2.0% 54.75 0.9% 74% True False 192,970
20 6,026.25 5,760.00 266.25 4.4% 60.50 1.0% 85% False False 97,494
40 6,026.25 5,760.00 266.25 4.4% 64.75 1.1% 85% False False 49,269
60 6,026.25 5,568.25 458.00 7.7% 67.75 1.1% 91% False False 32,997
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 13.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,235.00
2.618 6,151.75
1.618 6,100.75
1.000 6,069.25
0.618 6,049.75
HIGH 6,018.25
0.618 5,998.75
0.500 5,992.75
0.382 5,986.75
LOW 5,967.25
0.618 5,935.75
1.000 5,916.25
1.618 5,884.75
2.618 5,833.75
4.250 5,750.50
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 5,992.75 5,985.50
PP 5,990.75 5,984.00
S1 5,988.75 5,982.50

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

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