E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	5,943.50	5,952.00	8.50	0.1%	5,819.75
High	5,965.75	5,981.50	15.75	0.3%	6,019.75
Low	5,909.25	5,932.25	23.00	0.4%	5,777.25
Close	5,955.00	5,970.00	15.00	0.3%	5,988.25
Range	56.50	49.25	-7.25	-12.8%	242.50
ATR	70.44	68.93	-1.51	-2.1%	0.00
Volume	335,781	301,526	-34,255	-10.2%	1,328,421

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,109.00	6,088.75	5,997.00
R3	6,059.75	6,039.50	5,983.50
R2	6,010.50	6,010.50	5,979.00
R1	5,990.25	5,990.25	5,974.50	6,000.50
PP	5,961.25	5,961.25	5,961.25	5,966.25
S1	5,941.00	5,941.00	5,965.50	5,951.00
S2	5,912.00	5,912.00	5,961.00
S3	5,862.75	5,891.75	5,956.50
S4	5,813.50	5,842.50	5,943.00

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	5,889.50	130.25	2.2%	62.50	1.0%	62%	False	False	325,329
10	6,019.75	5,777.25	242.50	4.1%	67.50	1.1%	79%	False	False	312,431
20	6,019.75	5,752.25	267.50	4.5%	74.50	1.2%	81%	False	False	339,884
40	6,019.75	5,752.25	267.50	4.5%	65.00	1.1%	81%	False	False	306,999
60	6,019.75	5,560.25	459.50	7.7%	72.50	1.2%	89%	False	False	315,951
80	6,019.75	5,557.00	462.75	7.8%	70.25	1.2%	89%	False	False	259,796
100	6,019.75	5,382.25	637.50	10.7%	63.25	1.1%	92%	False	False	207,876
120	6,019.75	5,318.00	701.75	11.8%	60.75	1.0%	93%	False	False	173,259

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	22.05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,190.75
2.618	6,110.50
1.618	6,061.25
1.000	6,030.75
0.618	6,012.00
HIGH	5,981.50
0.618	5,962.75
0.500	5,957.00
0.382	5,951.00
LOW	5,932.25
0.618	5,901.75
1.000	5,883.00
1.618	5,852.50
2.618	5,803.25
4.250	5,723.00

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	5,965.50	5,959.00
PP	5,961.25	5,948.00
S1	5,957.00	5,937.00

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