E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 5,654.25 5,678.50 24.25 0.4% 5,581.00
High 5,687.75 5,679.75 -8.00 -0.1% 5,649.50
Low 5,650.75 5,658.25 7.50 0.1% 5,573.50
Close 5,676.25 5,675.50 -0.75 0.0% 5,648.25
Range 37.00 21.50 -15.50 -41.9% 76.00
ATR 41.64 40.20 -1.44 -3.5% 0.00
Volume 194,000 174,081 -19,919 -10.3% 931,236
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 5,735.75 5,727.00 5,687.25
R3 5,714.25 5,705.50 5,681.50
R2 5,692.75 5,692.75 5,679.50
R1 5,684.00 5,684.00 5,677.50 5,677.50
PP 5,671.25 5,671.25 5,671.25 5,668.00
S1 5,662.50 5,662.50 5,673.50 5,656.00
S2 5,649.75 5,649.75 5,671.50
S3 5,628.25 5,641.00 5,669.50
S4 5,606.75 5,619.50 5,663.75
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 5,851.75 5,826.00 5,690.00
R3 5,775.75 5,750.00 5,669.25
R2 5,699.75 5,699.75 5,662.25
R1 5,674.00 5,674.00 5,655.25 5,687.00
PP 5,623.75 5,623.75 5,623.75 5,630.25
S1 5,598.00 5,598.00 5,641.25 5,611.00
S2 5,547.75 5,547.75 5,634.25
S3 5,471.75 5,522.00 5,627.25
S4 5,395.75 5,446.00 5,606.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,687.75 5,603.75 84.00 1.5% 30.25 0.5% 85% False False 184,432
10 5,687.75 5,534.25 153.50 2.7% 35.00 0.6% 92% False False 184,434
20 5,687.75 5,347.50 340.25 6.0% 39.25 0.7% 96% False False 200,746
40 5,687.75 5,315.00 372.75 6.6% 44.25 0.8% 97% False False 222,556
60 5,687.75 5,239.75 448.00 7.9% 41.75 0.7% 97% False False 160,934
80 5,687.75 5,024.75 663.00 11.7% 40.25 0.7% 98% False False 120,788
100 5,687.75 4,850.25 837.50 14.8% 40.50 0.7% 99% False False 96,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,771.00
2.618 5,736.00
1.618 5,714.50
1.000 5,701.25
0.618 5,693.00
HIGH 5,679.75
0.618 5,671.50
0.500 5,669.00
0.382 5,666.50
LOW 5,658.25
0.618 5,645.00
1.000 5,636.75
1.618 5,623.50
2.618 5,602.00
4.250 5,567.00
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 5,673.25 5,670.75
PP 5,671.25 5,666.00
S1 5,669.00 5,661.00

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

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