E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 08-Sep-2017
Day Change Summary
Previous Current
07-Sep-2017 08-Sep-2017 Change Change % Previous Week
Open 5,952.00 5,969.25 17.25 0.3% 5,956.50
High 5,981.50 5,972.00 -9.50 -0.2% 5,984.75
Low 5,932.25 5,907.50 -24.75 -0.4% 5,889.50
Close 5,970.00 5,916.25 -53.75 -0.9% 5,916.25
Range 49.25 64.50 15.25 31.0% 95.25
ATR 68.93 68.61 -0.32 -0.5% 0.00
Volume 301,526 190,958 -110,568 -36.7% 1,313,915
Daily Pivots for day following 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,125.50 6,085.25 5,951.75
R3 6,061.00 6,020.75 5,934.00
R2 5,996.50 5,996.50 5,928.00
R1 5,956.25 5,956.25 5,922.25 5,944.00
PP 5,932.00 5,932.00 5,932.00 5,925.75
S1 5,891.75 5,891.75 5,910.25 5,879.50
S2 5,867.50 5,867.50 5,904.50
S3 5,803.00 5,827.25 5,898.50
S4 5,738.50 5,762.75 5,880.75
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,216.00 6,161.25 5,968.75
R3 6,120.75 6,066.00 5,942.50
R2 6,025.50 6,025.50 5,933.75
R1 5,970.75 5,970.75 5,925.00 5,950.50
PP 5,930.25 5,930.25 5,930.25 5,920.00
S1 5,875.50 5,875.50 5,907.50 5,855.25
S2 5,835.00 5,835.00 5,898.75
S3 5,739.75 5,780.25 5,890.00
S4 5,644.50 5,685.00 5,863.75
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 1.1% 21% False False 308,754
10 6,019.75 5,777.25 242.50 4.1% 67.00 1.1% 57% False False 294,250
20 6,019.75 5,752.25 267.50 4.5% 69.75 1.2% 61% False False 322,024
40 6,019.75 5,752.25 267.50 4.5% 65.75 1.1% 61% False False 305,749
60 6,019.75 5,560.25 459.50 7.8% 72.00 1.2% 77% False False 311,975
80 6,019.75 5,557.00 462.75 7.8% 70.50 1.2% 78% False False 262,180
100 6,019.75 5,394.50 625.25 10.6% 63.50 1.1% 83% False False 209,785
120 6,019.75 5,318.00 701.75 11.9% 61.00 1.0% 85% False False 174,849
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 19.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,246.00
2.618 6,140.75
1.618 6,076.25
1.000 6,036.50
0.618 6,011.75
HIGH 5,972.00
0.618 5,947.25
0.500 5,939.75
0.382 5,932.25
LOW 5,907.50
0.618 5,867.75
1.000 5,843.00
1.618 5,803.25
2.618 5,738.75
4.250 5,633.50
Fisher Pivots for day following 08-Sep-2017
Pivot 1 day 3 day
R1 5,939.75 5,944.50
PP 5,932.00 5,935.00
S1 5,924.00 5,925.75

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

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