E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 03-Jul-2017
Day Change Summary
Previous Current
30-Jun-2017 03-Jul-2017 Change Change % Previous Week
Open 5,648.25 5,658.00 9.75 0.2% 5,803.00
High 5,686.50 5,690.75 4.25 0.1% 5,852.00
Low 5,623.50 5,581.25 -42.25 -0.8% 5,601.00
Close 5,652.75 5,589.25 -63.50 -1.1% 5,652.75
Range 63.00 109.50 46.50 73.8% 251.00
ATR 81.48 83.49 2.00 2.5% 0.00
Volume 336,513 232,656 -103,857 -30.9% 2,067,578
Daily Pivots for day following 03-Jul-2017
Classic Woodie Camarilla DeMark
R4 5,949.00 5,878.50 5,649.50
R3 5,839.50 5,769.00 5,619.25
R2 5,730.00 5,730.00 5,609.25
R1 5,659.50 5,659.50 5,599.25 5,640.00
PP 5,620.50 5,620.50 5,620.50 5,610.50
S1 5,550.00 5,550.00 5,579.25 5,530.50
S2 5,511.00 5,511.00 5,569.25
S3 5,401.50 5,440.50 5,559.25
S4 5,292.00 5,331.00 5,529.00
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 5,784.00 5,581.25 202.75 3.6% 119.75 2.1% 4% False True 397,698
10 5,852.00 5,581.25 270.75 4.8% 93.25 1.7% 3% False True 336,725
20 5,907.50 5,581.25 326.25 5.8% 91.00 1.6% 2% False True 333,076
40 5,907.50 5,557.00 350.50 6.3% 68.00 1.2% 9% False False 167,210
60 5,907.50 5,353.75 553.75 9.9% 59.25 1.1% 43% False False 111,526
80 5,907.50 5,318.00 589.50 10.5% 55.25 1.0% 46% False False 83,679
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 23.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,156.00
2.618 5,977.50
1.618 5,868.00
1.000 5,800.25
0.618 5,758.50
HIGH 5,690.75
0.618 5,649.00
0.500 5,636.00
0.382 5,623.00
LOW 5,581.25
0.618 5,513.50
1.000 5,471.75
1.618 5,404.00
2.618 5,294.50
4.250 5,116.00
Fisher Pivots for day following 03-Jul-2017
Pivot 1 day 3 day
R1 5,636.00 5,678.50
PP 5,620.50 5,648.75
S1 5,604.75 5,619.00

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

View Archives - Comment on this page... - Back to Index of Symbols