E-mini NASDAQ-100 Future March 2018

Trading Metrics calculated at close of trading on 19-Dec-2017

Day Change Summary
	Previous	Current
	18-Dec-2017	19-Dec-2017	Change	Change %	Previous Week
Open	6,498.00	6,535.00	37.00	0.6%	6,363.50
High	6,542.00	6,545.75	3.75	0.1%	6,502.75
Low	6,497.50	6,479.75	-17.75	-0.3%	6,359.00
Close	6,535.25	6,500.75	-34.50	-0.5%	6,498.50
Range	44.50	66.00	21.50	48.3%	143.75
ATR	65.81	65.82	0.01	0.0%	0.00
Volume	220,351	272,966	52,615	23.9%	1,456,308

Daily Pivots for day following 19-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,706.75	6,669.75	6,537.00
R3	6,640.75	6,603.75	6,519.00
R2	6,574.75	6,574.75	6,512.75
R1	6,537.75	6,537.75	6,506.75	6,523.25
PP	6,508.75	6,508.75	6,508.75	6,501.50
S1	6,471.75	6,471.75	6,494.75	6,457.25
S2	6,442.75	6,442.75	6,488.75
S3	6,376.75	6,405.75	6,482.50
S4	6,310.75	6,339.75	6,464.50

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,884.75	6,835.25	6,577.50
R3	6,741.00	6,691.50	6,538.00
R2	6,597.25	6,597.25	6,524.75
R1	6,547.75	6,547.75	6,511.75	6,572.50
PP	6,453.50	6,453.50	6,453.50	6,465.75
S1	6,404.00	6,404.00	6,485.25	6,428.75
S2	6,309.75	6,309.75	6,472.25
S3	6,166.00	6,260.25	6,459.00
S4	6,022.25	6,116.50	6,419.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,545.75	6,383.00	162.75	2.5%	61.75	0.9%	72%	True	False	279,924
10	6,545.75	6,251.25	294.50	4.5%	59.25	0.9%	85%	True	False	228,620
20	6,545.75	6,250.00	295.75	4.5%	70.25	1.1%	85%	True	False	116,891
40	6,545.75	6,024.00	521.75	8.0%	65.25	1.0%	91%	True	False	58,863
60	6,545.75	5,875.50	670.25	10.3%	57.25	0.9%	93%	True	False	39,367
80	6,545.75	5,801.50	744.25	11.4%	56.00	0.9%	94%	True	False	29,571

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.68
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,826.25
2.618	6,718.50
1.618	6,652.50
1.000	6,611.75
0.618	6,586.50
HIGH	6,545.75
0.618	6,520.50
0.500	6,512.75
0.382	6,505.00
LOW	6,479.75
0.618	6,439.00
1.000	6,413.75
1.618	6,373.00
2.618	6,307.00
4.250	6,199.25

Fisher Pivots for day following 19-Dec-2017
Pivot	1 day	3 day
R1	6,512.75	6,491.50
PP	6,508.75	6,482.50
S1	6,504.75	6,473.25

Download as Excel Spreadsheet

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

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