E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 05-Jul-2017

Day Change Summary
	Previous	Current
	03-Jul-2017	05-Jul-2017	Change	Change %	Previous Week
Open	5,658.00	5,591.25	-66.75	-1.2%	5,803.00
High	5,690.75	5,667.75	-23.00	-0.4%	5,852.00
Low	5,581.25	5,560.25	-21.00	-0.4%	5,601.00
Close	5,589.25	5,651.50	62.25	1.1%	5,652.75
Range	109.50	107.50	-2.00	-1.8%	251.00
ATR	83.49	85.20	1.72	2.1%	0.00
Volume	232,656	392,297	159,641	68.6%	2,067,578

Daily Pivots for day following 05-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,949.00	5,907.75	5,710.50
R3	5,841.50	5,800.25	5,681.00
R2	5,734.00	5,734.00	5,671.25
R1	5,692.75	5,692.75	5,661.25	5,713.50
PP	5,626.50	5,626.50	5,626.50	5,636.75
S1	5,585.25	5,585.25	5,641.75	5,606.00
S2	5,519.00	5,519.00	5,631.75
S3	5,411.50	5,477.75	5,622.00
S4	5,304.00	5,370.25	5,592.50

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	5,776.00	5,560.25	215.75	3.8%	118.25	2.1%	42%	False	True	392,557
10	5,852.00	5,560.25	291.75	5.2%	98.50	1.7%	31%	False	True	345,830
20	5,907.50	5,560.25	347.25	6.1%	94.00	1.7%	26%	False	True	352,240
40	5,907.50	5,557.00	350.50	6.2%	70.25	1.2%	27%	False	False	177,012
60	5,907.50	5,353.75	553.75	9.8%	60.25	1.1%	54%	False	False	118,059
80	5,907.50	5,318.00	589.50	10.4%	56.25	1.0%	57%	False	False	88,582

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,124.50
2.618	5,949.25
1.618	5,841.75
1.000	5,775.25
0.618	5,734.25
HIGH	5,667.75
0.618	5,626.75
0.500	5,614.00
0.382	5,601.25
LOW	5,560.25
0.618	5,493.75
1.000	5,452.75
1.618	5,386.25
2.618	5,278.75
4.250	5,103.50

Fisher Pivots for day following 05-Jul-2017
Pivot	1 day	3 day
R1	5,639.00	5,642.75
PP	5,626.50	5,634.25
S1	5,614.00	5,625.50

Download as Excel Spreadsheet

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

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