E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 19-Jan-2017
Day Change Summary
Previous Current
18-Jan-2017 19-Jan-2017 Change Change % Previous Week
Open 5,040.50 5,053.25 12.75 0.3% 5,004.50
High 5,057.25 5,074.75 17.50 0.3% 5,063.25
Low 5,034.00 5,036.50 2.50 0.0% 4,990.25
Close 5,054.50 5,053.50 -1.00 0.0% 5,061.25
Range 23.25 38.25 15.00 64.5% 73.00
ATR 46.55 45.96 -0.59 -1.3% 0.00
Volume 159,690 185,603 25,913 16.2% 869,575
Daily Pivots for day following 19-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,169.75 5,149.75 5,074.50
R3 5,131.50 5,111.50 5,064.00
R2 5,093.25 5,093.25 5,060.50
R1 5,073.25 5,073.25 5,057.00 5,083.25
PP 5,055.00 5,055.00 5,055.00 5,060.00
S1 5,035.00 5,035.00 5,050.00 5,045.00
S2 5,016.75 5,016.75 5,046.50
S3 4,978.50 4,996.75 5,043.00
S4 4,940.25 4,958.50 5,032.50
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,257.25 5,232.25 5,101.50
R3 5,184.25 5,159.25 5,081.25
R2 5,111.25 5,111.25 5,074.75
R1 5,086.25 5,086.25 5,068.00 5,098.75
PP 5,038.25 5,038.25 5,038.25 5,044.50
S1 5,013.25 5,013.25 5,054.50 5,025.75
S2 4,965.25 4,965.25 5,047.75
S3 4,892.25 4,940.25 5,041.25
S4 4,819.25 4,867.25 5,021.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,074.75 4,990.25 84.50 1.7% 35.50 0.7% 75% True False 178,465
10 5,074.75 4,920.50 154.25 3.1% 39.50 0.8% 86% True False 176,584
20 5,074.75 4,850.00 224.75 4.4% 41.25 0.8% 91% True False 154,512
40 5,074.75 4,700.50 374.25 7.4% 48.75 1.0% 94% True False 118,487
60 5,074.75 4,557.00 517.75 10.2% 59.25 1.2% 96% True False 79,185
80 5,074.75 4,557.00 517.75 10.2% 56.25 1.1% 96% True False 59,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,237.25
2.618 5,175.00
1.618 5,136.75
1.000 5,113.00
0.618 5,098.50
HIGH 5,074.75
0.618 5,060.25
0.500 5,055.50
0.382 5,051.00
LOW 5,036.50
0.618 5,012.75
1.000 4,998.25
1.618 4,974.50
2.618 4,936.25
4.250 4,874.00
Fisher Pivots for day following 19-Jan-2017
Pivot 1 day 3 day
R1 5,055.50 5,052.25
PP 5,055.00 5,051.00
S1 5,054.25 5,050.00

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

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