E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary
Previous Current
06-Nov-2017 07-Nov-2017 Change Change % Previous Week
Open 6,285.25 6,311.50 26.25 0.4% 6,209.50
High 6,317.50 6,331.50 14.00 0.2% 6,296.75
Low 6,268.00 6,296.25 28.25 0.5% 6,192.50
Close 6,313.50 6,316.00 2.50 0.0% 6,290.50
Range 49.50 35.25 -14.25 -28.8% 104.25
ATR 55.82 54.35 -1.47 -2.6% 0.00
Volume 218,392 284,157 65,765 30.1% 1,603,756
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 6,420.25 6,403.50 6,335.50
R3 6,385.00 6,368.25 6,325.75
R2 6,349.75 6,349.75 6,322.50
R1 6,333.00 6,333.00 6,319.25 6,341.50
PP 6,314.50 6,314.50 6,314.50 6,318.75
S1 6,297.75 6,297.75 6,312.75 6,306.00
S2 6,279.25 6,279.25 6,309.50
S3 6,244.00 6,262.50 6,306.25
S4 6,208.75 6,227.25 6,296.50
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 6,572.75 6,535.75 6,347.75
R3 6,468.50 6,431.50 6,319.25
R2 6,364.25 6,364.25 6,309.50
R1 6,327.25 6,327.25 6,300.00 6,345.75
PP 6,260.00 6,260.00 6,260.00 6,269.00
S1 6,223.00 6,223.00 6,281.00 6,241.50
S2 6,155.75 6,155.75 6,271.50
S3 6,051.50 6,118.75 6,261.75
S4 5,947.25 6,014.50 6,233.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,331.50 6,192.50 139.00 2.2% 55.50 0.9% 89% True False 301,365
10 6,331.50 6,011.00 320.50 5.1% 65.00 1.0% 95% True False 329,910
20 6,331.50 6,011.00 320.50 5.1% 51.50 0.8% 95% True False 269,944
40 6,331.50 5,842.00 489.50 7.8% 51.00 0.8% 97% True False 271,803
60 6,331.50 5,760.00 571.50 9.0% 55.75 0.9% 97% True False 196,869
80 6,331.50 5,760.00 571.50 9.0% 58.00 0.9% 97% True False 147,844
100 6,331.50 5,568.25 763.25 12.1% 62.00 1.0% 98% True False 118,364
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 17.53
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6,481.25
2.618 6,423.75
1.618 6,388.50
1.000 6,366.75
0.618 6,353.25
HIGH 6,331.50
0.618 6,318.00
0.500 6,314.00
0.382 6,309.75
LOW 6,296.25
0.618 6,274.50
1.000 6,261.00
1.618 6,239.25
2.618 6,204.00
4.250 6,146.50
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 6,315.25 6,305.25
PP 6,314.50 6,294.50
S1 6,314.00 6,283.75

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

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