E-mini NASDAQ-100 Future September 2017


Trading Metrics calculated at close of trading on 13-Sep-2017
Day Change Summary
Previous Current
12-Sep-2017 13-Sep-2017 Change Change % Previous Week
Open 5,981.25 5,999.00 17.75 0.3% 5,956.50
High 6,004.00 6,005.25 1.25 0.0% 5,984.75
Low 5,967.50 5,975.50 8.00 0.1% 5,889.50
Close 5,996.50 6,002.00 5.50 0.1% 5,916.25
Range 36.50 29.75 -6.75 -18.5% 95.25
ATR 66.77 64.13 -2.64 -4.0% 0.00
Volume 125,609 76,177 -49,432 -39.4% 1,313,915
Daily Pivots for day following 13-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,083.50 6,072.50 6,018.25
R3 6,053.75 6,042.75 6,010.25
R2 6,024.00 6,024.00 6,007.50
R1 6,013.00 6,013.00 6,004.75 6,018.50
PP 5,994.25 5,994.25 5,994.25 5,997.00
S1 5,983.25 5,983.25 5,999.25 5,988.75
S2 5,964.50 5,964.50 5,996.50
S3 5,934.75 5,953.50 5,993.75
S4 5,905.00 5,923.75 5,985.75
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 6,005.25 5,907.50 97.75 1.6% 48.50 0.8% 97% True False 170,854
10 6,019.75 5,862.50 157.25 2.6% 58.75 1.0% 89% False False 245,336
20 6,019.75 5,752.25 267.50 4.5% 65.50 1.1% 93% False False 294,807
40 6,019.75 5,752.25 267.50 4.5% 64.75 1.1% 93% False False 297,424
60 6,019.75 5,560.25 459.50 7.7% 69.75 1.2% 96% False False 300,282
80 6,019.75 5,560.25 459.50 7.7% 68.50 1.1% 96% False False 266,677
100 6,019.75 5,475.00 544.75 9.1% 63.50 1.1% 97% False False 213,400
120 6,019.75 5,320.00 699.75 11.7% 60.50 1.0% 97% False False 177,862
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.48
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 6,131.75
2.618 6,083.25
1.618 6,053.50
1.000 6,035.00
0.618 6,023.75
HIGH 6,005.25
0.618 5,994.00
0.500 5,990.50
0.382 5,986.75
LOW 5,975.50
0.618 5,957.00
1.000 5,945.75
1.618 5,927.25
2.618 5,897.50
4.250 5,849.00
Fisher Pivots for day following 13-Sep-2017
Pivot 1 day 3 day
R1 5,998.00 5,990.25
PP 5,994.25 5,978.75
S1 5,990.50 5,967.00

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

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