E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 5,148.25 5,144.25 -4.00 -0.1% 5,059.00
High 5,168.50 5,167.50 -1.00 0.0% 5,168.50
Low 5,141.75 5,139.25 -2.50 0.0% 5,030.25
Close 5,147.75 5,162.50 14.75 0.3% 5,162.50
Range 26.75 28.25 1.50 5.6% 138.25
ATR 44.21 43.07 -1.14 -2.6% 0.00
Volume 173,375 138,335 -35,040 -20.2% 787,652
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,241.25 5,230.00 5,178.00
R3 5,213.00 5,201.75 5,170.25
R2 5,184.75 5,184.75 5,167.75
R1 5,173.50 5,173.50 5,165.00 5,179.00
PP 5,156.50 5,156.50 5,156.50 5,159.25
S1 5,145.25 5,145.25 5,160.00 5,151.00
S2 5,128.25 5,128.25 5,157.25
S3 5,100.00 5,117.00 5,154.75
S4 5,071.75 5,088.75 5,147.00
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,535.25 5,487.00 5,238.50
R3 5,397.00 5,348.75 5,200.50
R2 5,258.75 5,258.75 5,187.75
R1 5,210.50 5,210.50 5,175.25 5,234.50
PP 5,120.50 5,120.50 5,120.50 5,132.50
S1 5,072.25 5,072.25 5,149.75 5,096.50
S2 4,982.25 4,982.25 5,137.25
S3 4,844.00 4,934.00 5,124.50
S4 4,705.75 4,795.75 5,086.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,168.50 5,030.25 138.25 2.7% 37.75 0.7% 96% False False 157,530
10 5,168.50 5,025.00 143.50 2.8% 35.00 0.7% 96% False False 168,384
20 5,168.50 4,850.00 318.50 6.2% 41.75 0.8% 98% False False 173,841
40 5,168.50 4,700.50 468.00 9.1% 48.25 0.9% 99% False False 143,515
60 5,168.50 4,557.00 611.50 11.8% 57.75 1.1% 99% False False 95,858
80 5,168.50 4,557.00 611.50 11.8% 55.25 1.1% 99% False False 71,981
100 5,168.50 4,557.00 611.50 11.8% 55.00 1.1% 99% False False 57,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,287.50
2.618 5,241.50
1.618 5,213.25
1.000 5,195.75
0.618 5,185.00
HIGH 5,167.50
0.618 5,156.75
0.500 5,153.50
0.382 5,150.00
LOW 5,139.25
0.618 5,121.75
1.000 5,111.00
1.618 5,093.50
2.618 5,065.25
4.250 5,019.25
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 5,159.50 5,153.00
PP 5,156.50 5,143.50
S1 5,153.50 5,134.00

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

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