E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 17-Oct-2017
Day Change Summary
Previous Current
16-Oct-2017 17-Oct-2017 Change Change % Previous Week
Open 6,101.50 6,119.75 18.25 0.3% 6,062.50
High 6,121.50 6,125.50 4.00 0.1% 6,104.00
Low 6,098.00 6,105.00 7.00 0.1% 6,039.00
Close 6,120.25 6,123.75 3.50 0.1% 6,099.75
Range 23.50 20.50 -3.00 -12.8% 65.00
ATR 46.89 45.01 -1.89 -4.0% 0.00
Volume 167,591 154,430 -13,161 -7.9% 954,225
Daily Pivots for day following 17-Oct-2017
Classic Woodie Camarilla DeMark
R4 6,179.50 6,172.25 6,135.00
R3 6,159.00 6,151.75 6,129.50
R2 6,138.50 6,138.50 6,127.50
R1 6,131.25 6,131.25 6,125.75 6,135.00
PP 6,118.00 6,118.00 6,118.00 6,120.00
S1 6,110.75 6,110.75 6,121.75 6,114.50
S2 6,097.50 6,097.50 6,120.00
S3 6,077.00 6,090.25 6,118.00
S4 6,056.50 6,069.75 6,112.50
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 6,125.50 6,053.25 72.25 1.2% 28.50 0.5% 98% True False 176,306
10 6,125.50 5,979.50 146.00 2.4% 35.75 0.6% 99% True False 200,029
20 6,125.50 5,842.00 283.50 4.6% 46.50 0.8% 99% True False 256,280
40 6,125.50 5,784.50 341.00 5.6% 52.50 0.9% 99% True False 182,148
60 6,125.50 5,760.00 365.50 6.0% 58.50 1.0% 100% True False 121,807
80 6,125.50 5,568.25 557.25 9.1% 62.25 1.0% 100% True False 91,467
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 9.93
Narrowest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 6,212.50
2.618 6,179.25
1.618 6,158.75
1.000 6,146.00
0.618 6,138.25
HIGH 6,125.50
0.618 6,117.75
0.500 6,115.25
0.382 6,112.75
LOW 6,105.00
0.618 6,092.25
1.000 6,084.50
1.618 6,071.75
2.618 6,051.25
4.250 6,018.00
Fisher Pivots for day following 17-Oct-2017
Pivot 1 day 3 day
R1 6,121.00 6,114.75
PP 6,118.00 6,106.00
S1 6,115.25 6,097.00

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

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