E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	5,922.50	5,769.00	-153.50	-2.6%	5,900.00
High	5,923.00	5,845.75	-77.25	-1.3%	5,972.75
Low	5,767.25	5,761.00	-6.25	-0.1%	5,761.00
Close	5,789.75	5,838.25	48.50	0.8%	5,838.25
Range	155.75	84.75	-71.00	-45.6%	211.75
ATR	69.55	70.64	1.09	1.6%	0.00
Volume	548,167	394,754	-153,413	-28.0%	1,790,849

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,069.25	6,038.50	5,884.75
R3	5,984.50	5,953.75	5,861.50
R2	5,899.75	5,899.75	5,853.75
R1	5,869.00	5,869.00	5,846.00	5,884.50
PP	5,815.00	5,815.00	5,815.00	5,822.75
S1	5,784.25	5,784.25	5,830.50	5,799.50
S2	5,730.25	5,730.25	5,822.75
S3	5,645.50	5,699.50	5,815.00
S4	5,560.75	5,614.75	5,791.75

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,492.50	6,377.25	5,954.75
R3	6,280.75	6,165.50	5,896.50
R2	6,069.00	6,069.00	5,877.00
R1	5,953.75	5,953.75	5,857.75	5,905.50
PP	5,857.25	5,857.25	5,857.25	5,833.25
S1	5,742.00	5,742.00	5,818.75	5,693.75
S2	5,645.50	5,645.50	5,799.50
S3	5,433.75	5,530.25	5,780.00
S4	5,222.00	5,318.50	5,721.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,972.75	5,761.00	211.75	3.6%	81.75	1.4%	36%	False	True	358,169
10	5,972.75	5,761.00	211.75	3.6%	70.25	1.2%	36%	False	True	323,610
20	5,995.75	5,761.00	234.75	4.0%	63.25	1.1%	33%	False	True	297,669
40	5,995.75	5,560.25	435.50	7.5%	72.75	1.2%	64%	False	False	305,941
60	5,995.75	5,557.00	438.75	7.5%	69.75	1.2%	64%	False	False	248,798
80	5,995.75	5,400.50	595.25	10.2%	62.50	1.1%	74%	False	False	186,658
100	5,995.75	5,318.00	677.75	11.6%	59.25	1.0%	77%	False	False	149,361

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	12.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,206.00
2.618	6,067.75
1.618	5,983.00
1.000	5,930.50
0.618	5,898.25
HIGH	5,845.75
0.618	5,813.50
0.500	5,803.50
0.382	5,793.25
LOW	5,761.00
0.618	5,708.50
1.000	5,676.25
1.618	5,623.75
2.618	5,539.00
4.250	5,400.75

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	5,826.50	5,842.75
PP	5,815.00	5,841.25
S1	5,803.50	5,839.75

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