E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 23-Oct-2017
Day Change Summary
Previous Current
20-Oct-2017 23-Oct-2017 Change Change % Previous Week
Open 6,097.75 6,109.50 11.75 0.2% 6,101.50
High 6,129.50 6,128.00 -1.50 0.0% 6,132.75
Low 6,090.50 6,060.50 -30.00 -0.5% 6,051.25
Close 6,111.00 6,064.75 -46.25 -0.8% 6,111.00
Range 39.00 67.50 28.50 73.1% 81.50
ATR 45.02 46.63 1.61 3.6% 0.00
Volume 222,217 247,882 25,665 11.5% 1,056,864
Daily Pivots for day following 23-Oct-2017
Classic Woodie Camarilla DeMark
R4 6,287.00 6,243.25 6,102.00
R3 6,219.50 6,175.75 6,083.25
R2 6,152.00 6,152.00 6,077.00
R1 6,108.25 6,108.25 6,071.00 6,096.50
PP 6,084.50 6,084.50 6,084.50 6,078.50
S1 6,040.75 6,040.75 6,058.50 6,029.00
S2 6,017.00 6,017.00 6,052.50
S3 5,949.50 5,973.25 6,046.25
S4 5,882.00 5,905.75 6,027.50
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 6,342.75 6,308.50 6,155.75
R3 6,261.25 6,227.00 6,133.50
R2 6,179.75 6,179.75 6,126.00
R1 6,145.50 6,145.50 6,118.50 6,162.50
PP 6,098.25 6,098.25 6,098.25 6,107.00
S1 6,064.00 6,064.00 6,103.50 6,081.00
S2 6,016.75 6,016.75 6,096.00
S3 5,935.25 5,982.50 6,088.50
S4 5,853.75 5,901.00 6,066.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,132.75 6,051.25 81.50 1.3% 44.50 0.7% 17% False False 227,431
10 6,132.75 6,039.00 93.75 1.5% 39.50 0.6% 27% False False 210,322
20 6,132.75 5,862.75 270.00 4.5% 42.75 0.7% 75% False False 234,847
40 6,132.75 5,784.50 348.25 5.7% 51.25 0.8% 80% False False 206,568
60 6,132.75 5,760.00 372.75 6.1% 57.25 0.9% 82% False False 138,132
80 6,132.75 5,568.25 564.50 9.3% 58.50 1.0% 88% False False 103,717
100 6,132.75 5,568.25 564.50 9.3% 63.00 1.0% 88% False False 83,026
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 True
Bear Hook False
Bull Hook False
Stretch 9.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,415.00
2.618 6,304.75
1.618 6,237.25
1.000 6,195.50
0.618 6,169.75
HIGH 6,128.00
0.618 6,102.25
0.500 6,094.25
0.382 6,086.25
LOW 6,060.50
0.618 6,018.75
1.000 5,993.00
1.618 5,951.25
2.618 5,883.75
4.250 5,773.50
Fisher Pivots for day following 23-Oct-2017
Pivot 1 day 3 day
R1 6,094.25 6,090.50
PP 6,084.50 6,081.75
S1 6,074.50 6,073.25

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

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