E-mini NASDAQ-100 Future September 2018

Trading Metrics calculated at close of trading on 17-Jul-2018

Day Change Summary
	Previous	Current
	16-Jul-2018	17-Jul-2018	Change	Change %	Previous Week
Open	7,399.50	7,320.00	-79.50	-1.1%	7,232.50
High	7,413.75	7,436.00	22.25	0.3%	7,414.25
Low	7,316.00	7,292.50	-23.50	-0.3%	7,204.50
Close	7,325.00	7,421.75	96.75	1.3%	7,393.00
Range	97.75	143.50	45.75	46.8%	209.75
ATR	103.69	106.53	2.84	2.7%	0.00
Volume	246,001	343,273	97,272	39.5%	1,514,204

Daily Pivots for day following 17-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,814.00	7,761.25	7,500.75
R3	7,670.50	7,617.75	7,461.25
R2	7,527.00	7,527.00	7,448.00
R1	7,474.25	7,474.25	7,435.00	7,500.50
PP	7,383.50	7,383.50	7,383.50	7,396.50
S1	7,330.75	7,330.75	7,408.50	7,357.00
S2	7,240.00	7,240.00	7,395.50
S3	7,096.50	7,187.25	7,382.25
S4	6,953.00	7,043.75	7,342.75

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,966.50	7,889.50	7,508.25
R3	7,756.75	7,679.75	7,450.75
R2	7,547.00	7,547.00	7,431.50
R1	7,470.00	7,470.00	7,412.25	7,508.50
PP	7,337.25	7,337.25	7,337.25	7,356.50
S1	7,260.25	7,260.25	7,373.75	7,298.75
S2	7,127.50	7,127.50	7,354.50
S3	6,917.75	7,050.50	7,335.25
S4	6,708.00	6,840.75	7,277.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,436.00	7,204.50	231.50	3.1%	102.25	1.4%	94%	True	False	309,359
10	7,436.00	7,015.00	421.00	5.7%	105.00	1.4%	97%	True	False	310,229
20	7,436.00	6,956.00	480.00	6.5%	115.00	1.6%	97%	True	False	371,162
40	7,436.00	6,855.50	580.50	7.8%	99.25	1.3%	98%	True	False	241,657
60	7,436.00	6,457.00	979.00	13.2%	104.25	1.4%	99%	True	False	161,378
80	7,436.00	6,338.00	1,098.00	14.8%	120.00	1.6%	99%	True	False	121,423

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.53
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	8,046.00
2.618	7,811.75
1.618	7,668.25
1.000	7,579.50
0.618	7,524.75
HIGH	7,436.00
0.618	7,381.25
0.500	7,364.25
0.382	7,347.25
LOW	7,292.50
0.618	7,203.75
1.000	7,149.00
1.618	7,060.25
2.618	6,916.75
4.250	6,682.50

Fisher Pivots for day following 17-Jul-2018
Pivot	1 day	3 day
R1	7,402.50	7,402.50
PP	7,383.50	7,383.50
S1	7,364.25	7,364.25

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