E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 6,249.75 6,230.00 -19.75 -0.3% 6,109.50
High 6,284.50 6,263.00 -21.50 -0.3% 6,225.75
Low 6,223.50 6,192.50 -31.00 -0.5% 6,011.00
Close 6,240.75 6,235.75 -5.00 -0.1% 6,215.25
Range 61.00 70.50 9.50 15.6% 214.75
ATR 54.82 55.94 1.12 2.0% 0.00
Volume 346,061 356,528 10,467 3.0% 1,676,206
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 6,442.00 6,409.25 6,274.50
R3 6,371.50 6,338.75 6,255.25
R2 6,301.00 6,301.00 6,248.75
R1 6,268.25 6,268.25 6,242.25 6,284.50
PP 6,230.50 6,230.50 6,230.50 6,238.50
S1 6,197.75 6,197.75 6,229.25 6,214.00
S2 6,160.00 6,160.00 6,222.75
S3 6,089.50 6,127.25 6,216.25
S4 6,019.00 6,056.75 6,197.00
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 6,795.00 6,719.75 6,333.25
R3 6,580.25 6,505.00 6,274.25
R2 6,365.50 6,365.50 6,254.50
R1 6,290.25 6,290.25 6,235.00 6,328.00
PP 6,150.75 6,150.75 6,150.75 6,169.50
S1 6,075.50 6,075.50 6,195.50 6,113.00
S2 5,936.00 5,936.00 6,176.00
S3 5,721.25 5,860.75 6,156.25
S4 5,506.50 5,646.00 6,097.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,284.50 6,078.75 205.75 3.3% 73.50 1.2% 76% False False 347,581
10 6,284.50 6,011.00 273.50 4.4% 64.75 1.0% 82% False False 320,048
20 6,284.50 6,011.00 273.50 4.4% 50.00 0.8% 82% False False 261,098
40 6,284.50 5,842.00 442.50 7.1% 51.25 0.8% 89% False False 271,731
60 6,284.50 5,760.00 524.50 8.4% 58.50 0.9% 91% False False 183,536
80 6,284.50 5,760.00 524.50 8.4% 57.50 0.9% 91% False False 137,803
100 6,284.50 5,568.25 716.25 11.5% 62.75 1.0% 93% False False 110,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 15.98
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,562.50
2.618 6,447.50
1.618 6,377.00
1.000 6,333.50
0.618 6,306.50
HIGH 6,263.00
0.618 6,236.00
0.500 6,227.75
0.382 6,219.50
LOW 6,192.50
0.618 6,149.00
1.000 6,122.00
1.618 6,078.50
2.618 6,008.00
4.250 5,893.00
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 6,233.00 6,238.50
PP 6,230.50 6,237.50
S1 6,227.75 6,236.75

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

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