E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 5,022.00 5,032.75 10.75 0.2% 4,876.75
High 5,047.00 5,048.25 1.25 0.0% 5,017.50
Low 5,007.25 5,007.50 0.25 0.0% 4,876.75
Close 5,031.25 5,046.50 15.25 0.3% 5,004.00
Range 39.75 40.75 1.00 2.5% 140.75
ATR 51.21 50.46 -0.75 -1.5% 0.00
Volume 153,774 218,752 64,978 42.3% 740,815
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,156.25 5,142.25 5,069.00
R3 5,115.50 5,101.50 5,057.75
R2 5,074.75 5,074.75 5,054.00
R1 5,060.75 5,060.75 5,050.25 5,067.75
PP 5,034.00 5,034.00 5,034.00 5,037.50
S1 5,020.00 5,020.00 5,042.75 5,027.00
S2 4,993.25 4,993.25 5,039.00
S3 4,952.50 4,979.25 5,035.25
S4 4,911.75 4,938.50 5,024.00
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,388.25 5,337.00 5,081.50
R3 5,247.50 5,196.25 5,042.75
R2 5,106.75 5,106.75 5,029.75
R1 5,055.50 5,055.50 5,017.00 5,081.00
PP 4,966.00 4,966.00 4,966.00 4,979.00
S1 4,914.75 4,914.75 4,991.00 4,940.50
S2 4,825.25 4,825.25 4,978.25
S3 4,684.50 4,774.00 4,965.25
S4 4,543.75 4,633.25 4,926.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,048.25 4,920.50 127.75 2.5% 43.25 0.9% 99% True False 174,703
10 5,048.25 4,850.00 198.25 3.9% 48.75 1.0% 99% True False 171,733
20 5,048.25 4,850.00 198.25 3.9% 47.00 0.9% 99% True False 168,287
40 5,048.25 4,672.00 376.25 7.5% 53.00 1.0% 100% True False 96,238
60 5,048.25 4,557.00 491.25 9.7% 59.50 1.2% 100% True False 64,343
80 5,048.25 4,557.00 491.25 9.7% 56.75 1.1% 100% True False 48,301
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 10.73
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,221.50
2.618 5,155.00
1.618 5,114.25
1.000 5,089.00
0.618 5,073.50
HIGH 5,048.25
0.618 5,032.75
0.500 5,028.00
0.382 5,023.00
LOW 5,007.50
0.618 4,982.25
1.000 4,966.75
1.618 4,941.50
2.618 4,900.75
4.250 4,834.25
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 5,040.25 5,039.50
PP 5,034.00 5,032.50
S1 5,028.00 5,025.50

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

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