E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 5,766.75 5,728.25 -38.50 -0.7% 5,746.00
High 5,784.00 5,796.50 12.50 0.2% 5,789.00
Low 5,729.00 5,699.00 -30.00 -0.5% 5,641.25
Close 5,732.75 5,796.00 63.25 1.1% 5,684.00
Range 55.00 97.50 42.50 77.3% 147.75
ATR 67.26 69.42 2.16 3.2% 0.00
Volume 301,241 319,202 17,961 6.0% 2,214,197
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,056.25 6,023.75 5,849.50
R3 5,958.75 5,926.25 5,822.75
R2 5,861.25 5,861.25 5,814.00
R1 5,828.75 5,828.75 5,805.00 5,845.00
PP 5,763.75 5,763.75 5,763.75 5,772.00
S1 5,731.25 5,731.25 5,787.00 5,747.50
S2 5,666.25 5,666.25 5,778.00
S3 5,568.75 5,633.75 5,769.25
S4 5,471.25 5,536.25 5,742.50
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,148.00 6,063.75 5,765.25
R3 6,000.25 5,916.00 5,724.75
R2 5,852.50 5,852.50 5,711.00
R1 5,768.25 5,768.25 5,697.50 5,736.50
PP 5,704.75 5,704.75 5,704.75 5,689.00
S1 5,620.50 5,620.50 5,670.50 5,588.75
S2 5,557.00 5,557.00 5,657.00
S3 5,409.25 5,472.75 5,643.25
S4 5,261.50 5,325.00 5,602.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,796.50 5,641.25 155.25 2.7% 82.00 1.4% 100% True False 336,762
10 5,907.50 5,641.25 266.25 4.6% 95.50 1.6% 58% False False 389,215
20 5,907.50 5,641.25 266.25 4.6% 68.00 1.2% 58% False False 196,850
40 5,907.50 5,540.50 367.00 6.3% 55.50 1.0% 70% False False 98,577
60 5,907.50 5,353.75 553.75 9.6% 52.00 0.9% 80% False False 65,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,211.00
2.618 6,051.75
1.618 5,954.25
1.000 5,894.00
0.618 5,856.75
HIGH 5,796.50
0.618 5,759.25
0.500 5,747.75
0.382 5,736.25
LOW 5,699.00
0.618 5,638.75
1.000 5,601.50
1.618 5,541.25
2.618 5,443.75
4.250 5,284.50
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 5,780.00 5,777.25
PP 5,763.75 5,758.50
S1 5,747.75 5,740.00

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

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