E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 06-Sep-2017
Day Change Summary
Previous Current
05-Sep-2017 06-Sep-2017 Change Change % Previous Week
Open 5,956.50 5,943.50 -13.00 -0.2% 5,819.75
High 5,984.75 5,965.75 -19.00 -0.3% 6,019.75
Low 5,889.50 5,909.25 19.75 0.3% 5,777.25
Close 5,939.25 5,955.00 15.75 0.3% 5,988.25
Range 95.25 56.50 -38.75 -40.7% 242.50
ATR 71.51 70.44 -1.07 -1.5% 0.00
Volume 485,650 335,781 -149,869 -30.9% 1,328,421
Daily Pivots for day following 06-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,112.75 6,090.50 5,986.00
R3 6,056.25 6,034.00 5,970.50
R2 5,999.75 5,999.75 5,965.25
R1 5,977.50 5,977.50 5,960.25 5,988.50
PP 5,943.25 5,943.25 5,943.25 5,949.00
S1 5,921.00 5,921.00 5,949.75 5,932.00
S2 5,886.75 5,886.75 5,944.75
S3 5,830.25 5,864.50 5,939.50
S4 5,773.75 5,808.00 5,924.00
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,656.00 6,564.50 6,121.50
R3 6,413.50 6,322.00 6,055.00
R2 6,171.00 6,171.00 6,032.75
R1 6,079.50 6,079.50 6,010.50 6,125.25
PP 5,928.50 5,928.50 5,928.50 5,951.25
S1 5,837.00 5,837.00 5,966.00 5,882.75
S2 5,686.00 5,686.00 5,943.75
S3 5,443.50 5,594.50 5,921.50
S4 5,201.00 5,352.00 5,855.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,019.75 5,862.50 157.25 2.6% 69.00 1.2% 59% False False 319,818
10 6,019.75 5,777.25 242.50 4.1% 67.00 1.1% 73% False False 312,447
20 6,019.75 5,752.25 267.50 4.5% 75.00 1.3% 76% False False 343,690
40 6,019.75 5,712.75 307.00 5.2% 65.75 1.1% 79% False False 306,019
60 6,019.75 5,560.25 459.50 7.7% 72.75 1.2% 86% False False 317,248
80 6,019.75 5,557.00 462.75 7.8% 69.75 1.2% 86% False False 256,030
100 6,019.75 5,353.75 666.00 11.2% 63.25 1.1% 90% False False 204,862
120 6,019.75 5,318.00 701.75 11.8% 60.50 1.0% 91% False False 170,746
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,206.00
2.618 6,113.75
1.618 6,057.25
1.000 6,022.25
0.618 6,000.75
HIGH 5,965.75
0.618 5,944.25
0.500 5,937.50
0.382 5,930.75
LOW 5,909.25
0.618 5,874.25
1.000 5,852.75
1.618 5,817.75
2.618 5,761.25
4.250 5,669.00
Fisher Pivots for day following 06-Sep-2017
Pivot 1 day 3 day
R1 5,949.25 5,955.00
PP 5,943.25 5,954.75
S1 5,937.50 5,954.50

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

View Archives - Comment on this page... - Back to Index of Symbols