E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	4,876.75	4,906.50	29.75	0.6%	4,942.00
High	4,927.50	4,942.50	15.00	0.3%	4,994.50
Low	4,876.75	4,903.00	26.25	0.5%	4,850.00
Close	4,906.25	4,933.50	27.25	0.6%	4,864.00
Range	50.75	39.50	-11.25	-22.2%	144.50
ATR	55.01	53.90	-1.11	-2.0%	0.00
Volume	215,983	171,952	-44,031	-20.4%	556,244

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,044.75	5,028.75	4,955.25
R3	5,005.25	4,989.25	4,944.25
R2	4,965.75	4,965.75	4,940.75
R1	4,949.75	4,949.75	4,937.00	4,957.75
PP	4,926.25	4,926.25	4,926.25	4,930.50
S1	4,910.25	4,910.25	4,930.00	4,918.25
S2	4,886.75	4,886.75	4,926.25
S3	4,847.25	4,870.75	4,922.75
S4	4,807.75	4,831.25	4,911.75

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,336.25	5,244.75	4,943.50
R3	5,191.75	5,100.25	4,903.75
R2	5,047.25	5,047.25	4,890.50
R1	4,955.75	4,955.75	4,877.25	4,929.25
PP	4,902.75	4,902.75	4,902.75	4,889.50
S1	4,811.25	4,811.25	4,850.75	4,784.75
S2	4,758.25	4,758.25	4,837.50
S3	4,613.75	4,666.75	4,824.25
S4	4,469.25	4,522.25	4,784.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,979.25	4,850.00	129.25	2.6%	54.25	1.1%	65%	False	False	168,762
10	4,994.50	4,850.00	144.50	2.9%	42.75	0.9%	58%	False	False	132,439
20	4,994.50	4,762.50	232.00	4.7%	49.25	1.0%	74%	False	False	148,181
40	4,994.50	4,557.00	437.50	8.9%	64.75	1.3%	86%	False	False	74,501
60	4,994.50	4,557.00	437.50	8.9%	60.50	1.2%	86%	False	False	49,803
80	4,994.50	4,557.00	437.50	8.9%	58.50	1.2%	86%	False	False	37,385

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	7.28
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,110.50
2.618	5,046.00
1.618	5,006.50
1.000	4,982.00
0.618	4,967.00
HIGH	4,942.50
0.618	4,927.50
0.500	4,922.75
0.382	4,918.00
LOW	4,903.00
0.618	4,878.50
1.000	4,863.50
1.618	4,839.00
2.618	4,799.50
4.250	4,735.00

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	4,930.00	4,921.00
PP	4,926.25	4,908.75
S1	4,922.75	4,896.25

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