E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 20-Jul-2017

Day Change Summary
	Previous	Current
	19-Jul-2017	20-Jul-2017	Change	Change %	Previous Week
Open	5,895.50	5,919.50	24.00	0.4%	5,663.00
High	5,925.00	5,938.50	13.50	0.2%	5,847.75
Low	5,889.00	5,897.00	8.00	0.1%	5,650.00
Close	5,918.25	5,925.25	7.00	0.1%	5,843.25
Range	36.00	41.50	5.50	15.3%	197.75
ATR	71.06	68.95	-2.11	-3.0%	0.00
Volume	233,290	265,354	32,064	13.7%	1,258,972

Daily Pivots for day following 20-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,044.75	6,026.50	5,948.00
R3	6,003.25	5,985.00	5,936.75
R2	5,961.75	5,961.75	5,932.75
R1	5,943.50	5,943.50	5,929.00	5,952.50
PP	5,920.25	5,920.25	5,920.25	5,924.75
S1	5,902.00	5,902.00	5,921.50	5,911.00
S2	5,878.75	5,878.75	5,917.75
S3	5,837.25	5,860.50	5,913.75
S4	5,795.75	5,819.00	5,902.50

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,373.50	6,306.25	5,952.00
R3	6,175.75	6,108.50	5,897.75
R2	5,978.00	5,978.00	5,879.50
R1	5,910.75	5,910.75	5,861.50	5,944.50
PP	5,780.25	5,780.25	5,780.25	5,797.25
S1	5,713.00	5,713.00	5,825.00	5,746.50
S2	5,582.50	5,582.50	5,807.00
S3	5,384.75	5,515.25	5,788.75
S4	5,187.00	5,317.50	5,734.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,938.50	5,787.75	150.75	2.5%	49.75	0.8%	91%	True	False	238,688
10	5,938.50	5,591.50	347.00	5.9%	56.25	0.9%	96%	True	False	248,831
20	5,938.50	5,560.25	378.25	6.4%	76.00	1.3%	96%	True	False	299,907
40	5,938.50	5,560.25	378.25	6.4%	72.00	1.2%	96%	True	False	248,379
60	5,938.50	5,540.50	398.00	6.7%	62.50	1.1%	97%	True	False	165,687
80	5,938.50	5,353.75	584.75	9.9%	58.00	1.0%	98%	True	False	124,306

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,115.00
2.618	6,047.25
1.618	6,005.75
1.000	5,980.00
0.618	5,964.25
HIGH	5,938.50
0.618	5,922.75
0.500	5,917.75
0.382	5,912.75
LOW	5,897.00
0.618	5,871.25
1.000	5,855.50
1.618	5,829.75
2.618	5,788.25
4.250	5,720.50

Fisher Pivots for day following 20-Jul-2017
Pivot	1 day	3 day
R1	5,922.75	5,910.00
PP	5,920.25	5,894.75
S1	5,917.75	5,879.50

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