E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 5,673.75 5,766.25 92.50 1.6% 5,694.25
High 5,768.75 5,776.00 7.25 0.1% 5,815.50
Low 5,632.00 5,601.00 -31.00 -0.6% 5,683.25
Close 5,763.50 5,653.00 -110.50 -1.9% 5,812.25
Range 136.75 175.00 38.25 28.0% 132.25
ATR 75.82 82.91 7.08 9.3% 0.00
Volume 396,603 604,720 208,117 52.5% 1,338,984
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,201.75 6,102.25 5,749.25
R3 6,026.75 5,927.25 5,701.00
R2 5,851.75 5,851.75 5,685.00
R1 5,752.25 5,752.25 5,669.00 5,714.50
PP 5,676.75 5,676.75 5,676.75 5,657.75
S1 5,577.25 5,577.25 5,637.00 5,539.50
S2 5,501.75 5,501.75 5,621.00
S3 5,326.75 5,402.25 5,605.00
S4 5,151.75 5,227.25 5,556.75
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,167.00 6,122.00 5,885.00
R3 6,034.75 5,989.75 5,848.50
R2 5,902.50 5,902.50 5,836.50
R1 5,857.50 5,857.50 5,824.25 5,880.00
PP 5,770.25 5,770.25 5,770.25 5,781.50
S1 5,725.25 5,725.25 5,800.25 5,747.75
S2 5,638.00 5,638.00 5,788.00
S3 5,505.75 5,593.00 5,776.00
S4 5,373.50 5,460.75 5,739.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,852.00 5,601.00 251.00 4.4% 112.75 2.0% 21% False True 388,923
10 5,852.00 5,601.00 251.00 4.4% 92.50 1.6% 21% False True 342,633
20 5,907.50 5,601.00 306.50 5.4% 86.50 1.5% 17% False True 305,150
40 5,907.50 5,557.00 350.50 6.2% 65.50 1.2% 27% False False 152,992
60 5,907.50 5,353.75 553.75 9.8% 58.25 1.0% 54% False False 102,049
80 5,907.50 5,318.00 589.50 10.4% 53.75 1.0% 57% False False 76,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.95
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6,519.75
2.618 6,234.25
1.618 6,059.25
1.000 5,951.00
0.618 5,884.25
HIGH 5,776.00
0.618 5,709.25
0.500 5,688.50
0.382 5,667.75
LOW 5,601.00
0.618 5,492.75
1.000 5,426.00
1.618 5,317.75
2.618 5,142.75
4.250 4,857.25
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 5,688.50 5,692.50
PP 5,676.75 5,679.25
S1 5,664.75 5,666.25

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

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