E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 09-Dec-2016
Day Change Summary
Previous Current
08-Dec-2016 09-Dec-2016 Change Change % Previous Week
Open 4,843.50 4,860.00 16.50 0.3% 4,720.25
High 4,868.25 4,897.00 28.75 0.6% 4,897.00
Low 4,836.00 4,851.75 15.75 0.3% 4,700.50
Close 4,862.25 4,893.25 31.00 0.6% 4,893.25
Range 32.25 45.25 13.00 40.3% 196.50
ATR 65.05 63.64 -1.41 -2.2% 0.00
Volume 55,427 171,196 115,769 208.9% 242,785
Daily Pivots for day following 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,016.50 5,000.00 4,918.25
R3 4,971.25 4,954.75 4,905.75
R2 4,926.00 4,926.00 4,901.50
R1 4,909.50 4,909.50 4,897.50 4,917.75
PP 4,880.75 4,880.75 4,880.75 4,884.75
S1 4,864.25 4,864.25 4,889.00 4,872.50
S2 4,835.50 4,835.50 4,885.00
S3 4,790.25 4,819.00 4,880.75
S4 4,745.00 4,773.75 4,868.25
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,419.75 5,353.00 5,001.25
R3 5,223.25 5,156.50 4,947.25
R2 5,026.75 5,026.75 4,929.25
R1 4,960.00 4,960.00 4,911.25 4,993.50
PP 4,830.25 4,830.25 4,830.25 4,847.00
S1 4,763.50 4,763.50 4,875.25 4,797.00
S2 4,633.75 4,633.75 4,857.25
S3 4,437.25 4,567.00 4,839.25
S4 4,240.75 4,370.50 4,785.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,897.00 4,700.50 196.50 4.0% 58.25 1.2% 98% True False 48,557
10 4,897.00 4,700.50 196.50 4.0% 60.25 1.2% 98% True False 24,910
20 4,897.00 4,672.00 225.00 4.6% 59.50 1.2% 98% True False 12,662
40 4,916.75 4,557.00 359.75 7.4% 65.50 1.3% 93% False False 6,599
60 4,916.75 4,557.00 359.75 7.4% 59.50 1.2% 93% False False 4,457
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,089.25
2.618 5,015.50
1.618 4,970.25
1.000 4,942.25
0.618 4,925.00
HIGH 4,897.00
0.618 4,879.75
0.500 4,874.50
0.382 4,869.00
LOW 4,851.75
0.618 4,823.75
1.000 4,806.50
1.618 4,778.50
2.618 4,733.25
4.250 4,659.50
Fisher Pivots for day following 09-Dec-2016
Pivot 1 day 3 day
R1 4,887.00 4,872.00
PP 4,880.75 4,851.00
S1 4,874.50 4,829.75

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

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