E-mini NASDAQ-100 Future March 2018


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 6,327.25 6,309.25 -18.00 -0.3% 6,298.75
High 6,333.50 6,310.00 -23.50 -0.4% 6,366.00
Low 6,280.00 6,247.00 -33.00 -0.5% 6,261.00
Close 6,309.75 6,282.25 -27.50 -0.4% 6,325.00
Range 53.50 63.00 9.50 17.8% 105.00
ATR 53.90 54.55 0.65 1.2% 0.00
Volume 1,006 1,044 38 3.8% 3,562
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 6,468.75 6,438.50 6,317.00
R3 6,405.75 6,375.50 6,299.50
R2 6,342.75 6,342.75 6,293.75
R1 6,312.50 6,312.50 6,288.00 6,296.00
PP 6,279.75 6,279.75 6,279.75 6,271.50
S1 6,249.50 6,249.50 6,276.50 6,233.00
S2 6,216.75 6,216.75 6,270.75
S3 6,153.75 6,186.50 6,265.00
S4 6,090.75 6,123.50 6,247.50
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 6,632.25 6,583.75 6,382.75
R3 6,527.25 6,478.75 6,354.00
R2 6,422.25 6,422.25 6,344.25
R1 6,373.75 6,373.75 6,334.50 6,398.00
PP 6,317.25 6,317.25 6,317.25 6,329.50
S1 6,268.75 6,268.75 6,315.50 6,293.00
S2 6,212.25 6,212.25 6,305.75
S3 6,107.25 6,163.75 6,296.00
S4 6,002.25 6,058.75 6,267.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,366.00 6,247.00 119.00 1.9% 60.50 1.0% 30% False True 845
10 6,366.00 6,206.00 160.00 2.5% 56.00 0.9% 48% False False 810
20 6,366.00 6,024.00 342.00 5.4% 59.75 1.0% 76% False False 767
40 6,366.00 5,853.25 512.75 8.2% 51.25 0.8% 84% False False 596
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 11.80
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,577.75
2.618 6,475.00
1.618 6,412.00
1.000 6,373.00
0.618 6,349.00
HIGH 6,310.00
0.618 6,286.00
0.500 6,278.50
0.382 6,271.00
LOW 6,247.00
0.618 6,208.00
1.000 6,184.00
1.618 6,145.00
2.618 6,082.00
4.250 5,979.25
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 6,281.00 6,293.75
PP 6,279.75 6,290.00
S1 6,278.50 6,286.00

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

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