E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 05-Apr-2017
Day Change Summary
Previous Current
04-Apr-2017 05-Apr-2017 Change Change % Previous Week
Open 5,426.00 5,448.75 22.75 0.4% 5,361.00
High 5,451.75 5,485.75 34.00 0.6% 5,455.50
Low 5,411.75 5,415.00 3.25 0.1% 5,320.00
Close 5,448.75 5,421.00 -27.75 -0.5% 5,442.25
Range 40.00 70.75 30.75 76.9% 135.50
ATR 38.94 41.22 2.27 5.8% 0.00
Volume 178 309 131 73.6% 1,152
Daily Pivots for day following 05-Apr-2017
Classic Woodie Camarilla DeMark
R4 5,652.75 5,607.75 5,460.00
R3 5,582.00 5,537.00 5,440.50
R2 5,511.25 5,511.25 5,434.00
R1 5,466.25 5,466.25 5,427.50 5,453.50
PP 5,440.50 5,440.50 5,440.50 5,434.25
S1 5,395.50 5,395.50 5,414.50 5,382.50
S2 5,369.75 5,369.75 5,408.00
S3 5,299.00 5,324.75 5,401.50
S4 5,228.25 5,254.00 5,382.00
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,812.50 5,762.75 5,516.75
R3 5,677.00 5,627.25 5,479.50
R2 5,541.50 5,541.50 5,467.00
R1 5,491.75 5,491.75 5,454.75 5,516.50
PP 5,406.00 5,406.00 5,406.00 5,418.25
S1 5,356.25 5,356.25 5,429.75 5,381.00
S2 5,270.50 5,270.50 5,417.50
S3 5,135.00 5,220.75 5,405.00
S4 4,999.50 5,085.25 5,367.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,485.75 5,407.75 78.00 1.4% 42.25 0.8% 17% True False 238
10 5,485.75 5,320.00 165.75 3.1% 44.00 0.8% 61% True False 207
20 5,485.75 5,318.00 167.75 3.1% 42.00 0.8% 61% True False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.73
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,786.50
2.618 5,671.00
1.618 5,600.25
1.000 5,556.50
0.618 5,529.50
HIGH 5,485.75
0.618 5,458.75
0.500 5,450.50
0.382 5,442.00
LOW 5,415.00
0.618 5,371.25
1.000 5,344.25
1.618 5,300.50
2.618 5,229.75
4.250 5,114.25
Fisher Pivots for day following 05-Apr-2017
Pivot 1 day 3 day
R1 5,450.50 5,446.75
PP 5,440.50 5,438.25
S1 5,430.75 5,429.50

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

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