E-mini NASDAQ-100 Future September 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 6,918.00 6,936.00 18.00 0.3% 6,990.00
High 6,981.75 6,978.75 -3.00 0.0% 7,038.00
Low 6,908.50 6,915.75 7.25 0.1% 6,880.00
Close 6,940.75 6,934.25 -6.50 -0.1% 6,899.00
Range 73.25 63.00 -10.25 -14.0% 158.00
ATR 107.92 104.71 -3.21 -3.0% 0.00
Volume 769 2,926 2,157 280.5% 3,444
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 7,132.00 7,096.00 6,969.00
R3 7,069.00 7,033.00 6,951.50
R2 7,006.00 7,006.00 6,945.75
R1 6,970.00 6,970.00 6,940.00 6,956.50
PP 6,943.00 6,943.00 6,943.00 6,936.00
S1 6,907.00 6,907.00 6,928.50 6,893.50
S2 6,880.00 6,880.00 6,922.75
S3 6,817.00 6,844.00 6,917.00
S4 6,754.00 6,781.00 6,899.50
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 7,413.00 7,314.00 6,986.00
R3 7,255.00 7,156.00 6,942.50
R2 7,097.00 7,097.00 6,928.00
R1 6,998.00 6,998.00 6,913.50 6,968.50
PP 6,939.00 6,939.00 6,939.00 6,924.25
S1 6,840.00 6,840.00 6,884.50 6,810.50
S2 6,781.00 6,781.00 6,870.00
S3 6,623.00 6,682.00 6,855.50
S4 6,465.00 6,524.00 6,812.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,985.50 6,889.00 96.50 1.4% 73.00 1.1% 47% False False 1,183
10 7,038.00 6,835.00 203.00 2.9% 76.00 1.1% 49% False False 827
20 7,038.00 6,457.00 581.00 8.4% 103.00 1.5% 82% False False 833
40 7,038.00 6,338.00 700.00 10.1% 132.75 1.9% 85% False False 1,197
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 13.65
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,246.50
2.618 7,143.75
1.618 7,080.75
1.000 7,041.75
0.618 7,017.75
HIGH 6,978.75
0.618 6,954.75
0.500 6,947.25
0.382 6,939.75
LOW 6,915.75
0.618 6,876.75
1.000 6,852.75
1.618 6,813.75
2.618 6,750.75
4.250 6,648.00
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 6,947.25 6,935.50
PP 6,943.00 6,935.00
S1 6,938.50 6,934.50

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

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