E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 5,766.25 5,648.25 -118.00 -2.0% 5,803.00
High 5,776.00 5,686.50 -89.50 -1.5% 5,852.00
Low 5,601.00 5,623.50 22.50 0.4% 5,601.00
Close 5,653.00 5,652.75 -0.25 0.0% 5,652.75
Range 175.00 63.00 -112.00 -64.0% 251.00
ATR 82.91 81.48 -1.42 -1.7% 0.00
Volume 604,720 336,513 -268,207 -44.4% 2,067,578
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 5,843.25 5,811.00 5,687.50
R3 5,780.25 5,748.00 5,670.00
R2 5,717.25 5,717.25 5,664.25
R1 5,685.00 5,685.00 5,658.50 5,701.00
PP 5,654.25 5,654.25 5,654.25 5,662.25
S1 5,622.00 5,622.00 5,647.00 5,638.00
S2 5,591.25 5,591.25 5,641.25
S3 5,528.25 5,559.00 5,635.50
S4 5,465.25 5,496.00 5,618.00
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,455.00 6,304.75 5,790.75
R3 6,204.00 6,053.75 5,721.75
R2 5,953.00 5,953.00 5,698.75
R1 5,802.75 5,802.75 5,675.75 5,752.50
PP 5,702.00 5,702.00 5,702.00 5,676.75
S1 5,551.75 5,551.75 5,629.75 5,501.50
S2 5,451.00 5,451.00 5,606.75
S3 5,200.00 5,300.75 5,583.75
S4 4,949.00 5,049.75 5,514.75
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% 114.75 2.0% 21% False False 413,515
10 5,852.00 5,601.00 251.00 4.4% 92.25 1.6% 21% False False 340,656
20 5,907.50 5,601.00 306.50 5.4% 86.25 1.5% 17% False False 321,716
40 5,907.50 5,557.00 350.50 6.2% 66.25 1.2% 27% False False 161,399
60 5,907.50 5,353.75 553.75 9.8% 58.00 1.0% 54% False False 107,652
80 5,907.50 5,318.00 589.50 10.4% 54.00 1.0% 57% False False 80,771
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 21.58
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,954.25
2.618 5,851.50
1.618 5,788.50
1.000 5,749.50
0.618 5,725.50
HIGH 5,686.50
0.618 5,662.50
0.500 5,655.00
0.382 5,647.50
LOW 5,623.50
0.618 5,584.50
1.000 5,560.50
1.618 5,521.50
2.618 5,458.50
4.250 5,355.75
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 5,655.00 5,688.50
PP 5,654.25 5,676.50
S1 5,653.50 5,664.75

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

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