E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 21-Aug-2017
Day Change Summary
Previous Current
18-Aug-2017 21-Aug-2017 Change Change % Previous Week
Open 5,792.25 5,805.00 12.75 0.2% 5,837.25
High 5,835.00 5,816.75 -18.25 -0.3% 5,949.50
Low 5,772.50 5,752.25 -20.25 -0.4% 5,772.50
Close 5,801.25 5,794.00 -7.25 -0.1% 5,801.25
Range 62.50 64.50 2.00 3.2% 177.00
ATR 72.31 71.75 -0.56 -0.8% 0.00
Volume 443,313 360,383 -82,930 -18.7% 1,760,491
Daily Pivots for day following 21-Aug-2017
Classic Woodie Camarilla DeMark
R4 5,981.25 5,952.00 5,829.50
R3 5,916.75 5,887.50 5,811.75
R2 5,852.25 5,852.25 5,805.75
R1 5,823.00 5,823.00 5,800.00 5,805.50
PP 5,787.75 5,787.75 5,787.75 5,778.75
S1 5,758.50 5,758.50 5,788.00 5,741.00
S2 5,723.25 5,723.25 5,782.25
S3 5,658.75 5,694.00 5,776.25
S4 5,594.25 5,629.50 5,758.50
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 6,372.00 6,263.75 5,898.50
R3 6,195.00 6,086.75 5,850.00
R2 6,018.00 6,018.00 5,833.75
R1 5,909.75 5,909.75 5,817.50 5,875.50
PP 5,841.00 5,841.00 5,841.00 5,824.00
S1 5,732.75 5,732.75 5,785.00 5,698.50
S2 5,664.00 5,664.00 5,768.75
S3 5,487.00 5,555.75 5,752.50
S4 5,310.00 5,378.75 5,704.00
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 5,752.25 197.25 3.4% 72.25 1.2% 21% False True 371,866
10 5,972.75 5,752.25 220.50 3.8% 81.00 1.4% 19% False True 374,652
20 5,995.75 5,752.25 243.50 4.2% 71.25 1.2% 17% False True 333,109
40 5,995.75 5,560.25 435.50 7.5% 73.50 1.3% 54% False False 316,581
60 5,995.75 5,560.25 435.50 7.5% 71.75 1.2% 54% False False 284,083
80 5,995.75 5,557.00 438.75 7.6% 64.75 1.1% 54% False False 213,157
100 5,995.75 5,353.75 642.00 11.1% 60.75 1.0% 69% False False 170,560
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 11.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,091.00
2.618 5,985.50
1.618 5,921.00
1.000 5,881.25
0.618 5,856.50
HIGH 5,816.75
0.618 5,792.00
0.500 5,784.50
0.382 5,777.00
LOW 5,752.25
0.618 5,712.50
1.000 5,687.75
1.618 5,648.00
2.618 5,583.50
4.250 5,478.00
Fisher Pivots for day following 21-Aug-2017
Pivot 1 day 3 day
R1 5,790.75 5,838.00
PP 5,787.75 5,823.25
S1 5,784.50 5,808.75

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

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