E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 10-Apr-2017

Day Change Summary
	Previous	Current
	07-Apr-2017	10-Apr-2017	Change	Change %	Previous Week
Open	5,426.75	5,420.75	-6.00	-0.1%	5,436.75
High	5,436.00	5,443.75	7.75	0.1%	5,481.25
Low	5,382.75	5,405.75	23.00	0.4%	5,382.75
Close	5,421.25	5,422.25	1.00	0.0%	5,421.25
Range	53.25	38.00	-15.25	-28.6%	98.50
ATR	45.70	45.15	-0.55	-1.2%	0.00
Volume	243,807	197,534	-46,273	-19.0%	1,292,662

Daily Pivots for day following 10-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,538.00	5,518.00	5,443.25
R3	5,500.00	5,480.00	5,432.75
R2	5,462.00	5,462.00	5,429.25
R1	5,442.00	5,442.00	5,425.75	5,452.00
PP	5,424.00	5,424.00	5,424.00	5,429.00
S1	5,404.00	5,404.00	5,418.75	5,414.00
S2	5,386.00	5,386.00	5,415.25
S3	5,348.00	5,366.00	5,411.75
S4	5,310.00	5,328.00	5,401.25

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,724.00	5,671.00	5,475.50
R3	5,625.50	5,572.50	5,448.25
R2	5,527.00	5,527.00	5,439.25
R1	5,474.00	5,474.00	5,430.25	5,451.25
PP	5,428.50	5,428.50	5,428.50	5,417.00
S1	5,375.50	5,375.50	5,412.25	5,352.75
S2	5,330.00	5,330.00	5,403.25
S3	5,231.50	5,277.00	5,394.25
S4	5,133.00	5,178.50	5,367.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,481.25	5,382.75	98.50	1.8%	50.50	0.9%	40%	False	False	245,091
10	5,481.25	5,363.50	117.75	2.2%	45.50	0.8%	50%	False	False	223,895
20	5,481.25	5,315.00	166.25	3.1%	47.50	0.9%	65%	False	False	239,510
40	5,481.25	5,227.00	254.25	4.7%	42.00	0.8%	77%	False	False	132,734
60	5,481.25	5,024.75	456.50	8.4%	39.75	0.7%	87%	False	False	88,603
80	5,481.25	4,850.25	631.00	11.6%	40.25	0.7%	91%	False	False	66,481

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	16.00
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,605.25
2.618	5,543.25
1.618	5,505.25
1.000	5,481.75
0.618	5,467.25
HIGH	5,443.75
0.618	5,429.25
0.500	5,424.75
0.382	5,420.25
LOW	5,405.75
0.618	5,382.25
1.000	5,367.75
1.618	5,344.25
2.618	5,306.25
4.250	5,244.25

Fisher Pivots for day following 10-Apr-2017
Pivot	1 day	3 day
R1	5,424.75	5,419.25
PP	5,424.00	5,416.25
S1	5,423.00	5,413.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols