E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 07-Jul-2017
Day Change Summary
Previous Current
06-Jul-2017 07-Jul-2017 Change Change % Previous Week
Open 5,650.50 5,598.50 -52.00 -0.9% 5,658.00
High 5,652.75 5,676.50 23.75 0.4% 5,690.75
Low 5,580.00 5,591.50 11.50 0.2% 5,560.25
Close 5,596.75 5,655.75 59.00 1.1% 5,655.75
Range 72.75 85.00 12.25 16.8% 130.50
ATR 84.31 84.36 0.05 0.1% 0.00
Volume 370,735 266,767 -103,968 -28.0% 1,262,455
Daily Pivots for day following 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 5,896.25 5,861.00 5,702.50
R3 5,811.25 5,776.00 5,679.00
R2 5,726.25 5,726.25 5,671.25
R1 5,691.00 5,691.00 5,663.50 5,708.50
PP 5,641.25 5,641.25 5,641.25 5,650.00
S1 5,606.00 5,606.00 5,648.00 5,623.50
S2 5,556.25 5,556.25 5,640.25
S3 5,471.25 5,521.00 5,632.50
S4 5,386.25 5,436.00 5,609.00
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 6,027.00 5,972.00 5,727.50
R3 5,896.50 5,841.50 5,691.75
R2 5,766.00 5,766.00 5,679.75
R1 5,711.00 5,711.00 5,667.75 5,673.25
PP 5,635.50 5,635.50 5,635.50 5,616.75
S1 5,580.50 5,580.50 5,643.75 5,542.75
S2 5,505.00 5,505.00 5,631.75
S3 5,374.50 5,450.00 5,619.75
S4 5,244.00 5,319.50 5,584.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,690.75 5,560.25 130.50 2.3% 87.50 1.5% 73% False False 319,793
10 5,852.00 5,560.25 291.75 5.2% 100.00 1.8% 33% False False 354,358
20 5,907.50 5,560.25 347.25 6.1% 97.75 1.7% 28% False False 378,421
40 5,907.50 5,557.00 350.50 6.2% 72.75 1.3% 28% False False 192,938
60 5,907.50 5,353.75 553.75 9.8% 61.00 1.1% 55% False False 128,680
80 5,907.50 5,318.00 589.50 10.4% 57.50 1.0% 57% False False 96,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,037.75
2.618 5,899.00
1.618 5,814.00
1.000 5,761.50
0.618 5,729.00
HIGH 5,676.50
0.618 5,644.00
0.500 5,634.00
0.382 5,624.00
LOW 5,591.50
0.618 5,539.00
1.000 5,506.50
1.618 5,454.00
2.618 5,369.00
4.250 5,230.25
Fisher Pivots for day following 07-Jul-2017
Pivot 1 day 3 day
R1 5,648.50 5,643.25
PP 5,641.25 5,630.75
S1 5,634.00 5,618.50

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

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