E-mini NASDAQ-100 Future December 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 5,956.00 5,977.25 21.25 0.4% 5,973.75
High 5,988.75 5,979.50 -9.25 -0.2% 5,991.50
Low 5,939.50 5,915.25 -24.25 -0.4% 5,897.00
Close 5,977.50 5,924.50 -53.00 -0.9% 5,924.50
Range 49.25 64.25 15.00 30.5% 94.50
ATR 68.01 67.75 -0.27 -0.4% 0.00
Volume 77,080 243,700 166,620 216.2% 355,341
Daily Pivots for day following 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,132.50 6,092.75 5,959.75
R3 6,068.25 6,028.50 5,942.25
R2 6,004.00 6,004.00 5,936.25
R1 5,964.25 5,964.25 5,930.50 5,952.00
PP 5,939.75 5,939.75 5,939.75 5,933.50
S1 5,900.00 5,900.00 5,918.50 5,887.75
S2 5,875.50 5,875.50 5,912.75
S3 5,811.25 5,835.75 5,906.75
S4 5,747.00 5,771.50 5,889.25
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,221.25 6,167.25 5,976.50
R3 6,126.75 6,072.75 5,950.50
R2 6,032.25 6,032.25 5,941.75
R1 5,978.25 5,978.25 5,933.25 5,958.00
PP 5,937.75 5,937.75 5,937.75 5,927.50
S1 5,883.75 5,883.75 5,915.75 5,863.50
S2 5,843.25 5,843.25 5,907.25
S3 5,748.75 5,789.25 5,898.50
S4 5,654.25 5,694.75 5,872.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,026.25 5,897.00 129.25 2.2% 62.00 1.0% 21% False False 71,701
10 6,026.25 5,784.50 241.75 4.1% 66.25 1.1% 58% False False 36,896
20 6,026.25 5,760.00 266.25 4.5% 68.75 1.2% 62% False False 19,251
40 6,026.25 5,760.00 266.25 4.5% 64.75 1.1% 62% False False 9,955
60 6,026.25 5,568.25 458.00 7.7% 70.00 1.2% 78% False False 6,782
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 17.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,252.50
2.618 6,147.75
1.618 6,083.50
1.000 6,043.75
0.618 6,019.25
HIGH 5,979.50
0.618 5,955.00
0.500 5,947.50
0.382 5,939.75
LOW 5,915.25
0.618 5,875.50
1.000 5,851.00
1.618 5,811.25
2.618 5,747.00
4.250 5,642.25
Fisher Pivots for day following 08-Sep-2017
Pivot 1 day 3 day
R1 5,947.50 5,952.00
PP 5,939.75 5,942.75
S1 5,932.00 5,933.75

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

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