E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 6,073.00 6,101.50 28.50 0.5% 6,062.50
High 6,104.00 6,121.50 17.50 0.3% 6,104.00
Low 6,068.50 6,098.00 29.50 0.5% 6,039.00
Close 6,099.75 6,120.25 20.50 0.3% 6,099.75
Range 35.50 23.50 -12.00 -33.8% 65.00
ATR 48.69 46.89 -1.80 -3.7% 0.00
Volume 178,530 167,591 -10,939 -6.1% 954,225
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 6,183.75 6,175.50 6,133.25
R3 6,160.25 6,152.00 6,126.75
R2 6,136.75 6,136.75 6,124.50
R1 6,128.50 6,128.50 6,122.50 6,132.50
PP 6,113.25 6,113.25 6,113.25 6,115.25
S1 6,105.00 6,105.00 6,118.00 6,109.00
S2 6,089.75 6,089.75 6,116.00
S3 6,066.25 6,081.50 6,113.75
S4 6,042.75 6,058.00 6,107.25
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 6,276.00 6,252.75 6,135.50
R3 6,211.00 6,187.75 6,117.50
R2 6,146.00 6,146.00 6,111.75
R1 6,122.75 6,122.75 6,105.75 6,134.50
PP 6,081.00 6,081.00 6,081.00 6,086.75
S1 6,057.75 6,057.75 6,093.75 6,069.50
S2 6,016.00 6,016.00 6,087.75
S3 5,951.00 5,992.75 6,082.00
S4 5,886.00 5,927.75 6,064.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,121.50 6,039.00 82.50 1.3% 34.25 0.6% 98% True False 193,213
10 6,121.50 5,978.75 142.75 2.3% 36.50 0.6% 99% True False 205,376
20 6,121.50 5,842.00 279.50 4.6% 47.00 0.8% 100% True False 259,183
40 6,121.50 5,760.00 361.50 5.9% 53.75 0.9% 100% True False 178,338
60 6,121.50 5,760.00 361.50 5.9% 58.75 1.0% 100% True False 119,240
80 6,121.50 5,568.25 553.25 9.0% 62.50 1.0% 100% True False 89,543
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.03
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 6,221.50
2.618 6,183.00
1.618 6,159.50
1.000 6,145.00
0.618 6,136.00
HIGH 6,121.50
0.618 6,112.50
0.500 6,109.75
0.382 6,107.00
LOW 6,098.00
0.618 6,083.50
1.000 6,074.50
1.618 6,060.00
2.618 6,036.50
4.250 5,998.00
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 6,116.75 6,111.50
PP 6,113.25 6,102.75
S1 6,109.75 6,094.00

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

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