E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 5,878.75 5,889.75 11.00 0.2% 5,999.25
High 5,912.50 5,963.00 50.50 0.9% 6,018.25
Low 5,862.75 5,886.50 23.75 0.4% 5,911.00
Close 5,892.50 5,941.00 48.50 0.8% 5,935.75
Range 49.75 76.50 26.75 53.8% 107.25
ATR 61.19 62.29 1.09 1.8% 0.00
Volume 343,472 349,282 5,810 1.7% 1,411,761
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,159.75 6,126.75 5,983.00
R3 6,083.25 6,050.25 5,962.00
R2 6,006.75 6,006.75 5,955.00
R1 5,973.75 5,973.75 5,948.00 5,990.25
PP 5,930.25 5,930.25 5,930.25 5,938.50
S1 5,897.25 5,897.25 5,934.00 5,913.75
S2 5,853.75 5,853.75 5,927.00
S3 5,777.25 5,820.75 5,920.00
S4 5,700.75 5,744.25 5,899.00
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 6,276.75 6,213.50 5,994.75
R3 6,169.50 6,106.25 5,965.25
R2 6,062.25 6,062.25 5,955.50
R1 5,999.00 5,999.00 5,945.50 5,977.00
PP 5,955.00 5,955.00 5,955.00 5,944.00
S1 5,891.75 5,891.75 5,926.00 5,869.75
S2 5,847.75 5,847.75 5,916.00
S3 5,740.50 5,784.50 5,906.25
S4 5,633.25 5,677.25 5,876.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,980.25 5,842.00 138.25 2.3% 66.75 1.1% 72% False False 351,327
10 6,018.25 5,842.00 176.25 3.0% 59.50 1.0% 56% False False 310,426
20 6,026.25 5,842.00 184.25 3.1% 58.75 1.0% 54% False False 212,757
40 6,026.25 5,760.00 266.25 4.5% 64.50 1.1% 68% False False 107,067
60 6,026.25 5,568.25 458.00 7.7% 63.00 1.1% 81% False False 71,533
80 6,026.25 5,568.25 458.00 7.7% 68.75 1.2% 81% False False 53,730
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 11.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,288.00
2.618 6,163.25
1.618 6,086.75
1.000 6,039.50
0.618 6,010.25
HIGH 5,963.00
0.618 5,933.75
0.500 5,924.75
0.382 5,915.75
LOW 5,886.50
0.618 5,839.25
1.000 5,810.00
1.618 5,762.75
2.618 5,686.25
4.250 5,561.50
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 5,935.50 5,928.25
PP 5,930.25 5,915.25
S1 5,924.75 5,902.50

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

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