E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 16-Aug-2017

Day Change Summary
	Previous	Current
	15-Aug-2017	16-Aug-2017	Change	Change %	Previous Week
Open	5,913.50	5,915.25	1.75	0.0%	5,900.00
High	5,945.00	5,949.50	4.50	0.1%	5,972.75
Low	5,895.50	5,902.00	6.50	0.1%	5,761.00
Close	5,912.00	5,923.50	11.50	0.2%	5,838.25
Range	49.50	47.50	-2.00	-4.0%	211.75
ATR	69.71	68.13	-1.59	-2.3%	0.00
Volume	249,827	293,910	44,083	17.6%	1,790,849

Daily Pivots for day following 16-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,067.50	6,043.00	5,949.50
R3	6,020.00	5,995.50	5,936.50
R2	5,972.50	5,972.50	5,932.25
R1	5,948.00	5,948.00	5,927.75	5,960.25
PP	5,925.00	5,925.00	5,925.00	5,931.00
S1	5,900.50	5,900.50	5,919.25	5,912.75
S2	5,877.50	5,877.50	5,914.75
S3	5,830.00	5,853.00	5,910.50
S4	5,782.50	5,805.50	5,897.50

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	5,949.50	5,761.00	188.50	3.2%	83.50	1.4%	86%	True	False	349,639
10	5,972.75	5,761.00	211.75	3.6%	67.00	1.1%	77%	False	False	314,228
20	5,995.75	5,761.00	234.75	4.0%	64.75	1.1%	69%	False	False	303,072
40	5,995.75	5,560.25	435.50	7.4%	71.75	1.2%	83%	False	False	302,836
60	5,995.75	5,560.25	435.50	7.4%	69.25	1.2%	83%	False	False	262,194
80	5,995.75	5,505.00	490.75	8.3%	63.25	1.1%	85%	False	False	196,719
100	5,995.75	5,320.00	675.75	11.4%	59.50	1.0%	89%	False	False	157,411

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	10.85
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,151.50
2.618	6,073.75
1.618	6,026.25
1.000	5,997.00
0.618	5,978.75
HIGH	5,949.50
0.618	5,931.25
0.500	5,925.75
0.382	5,920.25
LOW	5,902.00
0.618	5,872.75
1.000	5,854.50
1.618	5,825.25
2.618	5,777.75
4.250	5,700.00

Fisher Pivots for day following 16-Aug-2017
Pivot	1 day	3 day
R1	5,925.75	5,913.50
PP	5,925.00	5,903.50
S1	5,924.25	5,893.50

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