E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 5,053.25 5,055.50 2.25 0.0% 5,056.25
High 5,074.75 5,083.00 8.25 0.2% 5,083.00
Low 5,036.50 5,044.75 8.25 0.2% 5,025.00
Close 5,053.50 5,058.25 4.75 0.1% 5,058.25
Range 38.25 38.25 0.00 0.0% 58.00
ATR 45.96 45.41 -0.55 -1.2% 0.00
Volume 185,603 216,184 30,581 16.5% 759,575
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,176.75 5,155.75 5,079.25
R3 5,138.50 5,117.50 5,068.75
R2 5,100.25 5,100.25 5,065.25
R1 5,079.25 5,079.25 5,061.75 5,089.75
PP 5,062.00 5,062.00 5,062.00 5,067.25
S1 5,041.00 5,041.00 5,054.75 5,051.50
S2 5,023.75 5,023.75 5,051.25
S3 4,985.50 5,002.75 5,047.75
S4 4,947.25 4,964.50 5,037.25
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,229.50 5,201.75 5,090.25
R3 5,171.50 5,143.75 5,074.25
R2 5,113.50 5,113.50 5,069.00
R1 5,085.75 5,085.75 5,063.50 5,099.50
PP 5,055.50 5,055.50 5,055.50 5,062.25
S1 5,027.75 5,027.75 5,053.00 5,041.50
S2 4,997.50 4,997.50 5,047.50
S3 4,939.50 4,969.75 5,042.25
S4 4,881.50 4,911.75 5,026.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,083.00 5,025.00 58.00 1.1% 32.25 0.6% 57% True False 179,237
10 5,083.00 4,952.50 130.50 2.6% 39.00 0.8% 81% True False 181,246
20 5,083.00 4,850.00 233.00 4.6% 41.75 0.8% 89% True False 159,822
40 5,083.00 4,700.50 382.50 7.6% 48.25 1.0% 94% True False 123,881
60 5,083.00 4,557.00 526.00 10.4% 58.75 1.2% 95% True False 82,780
80 5,083.00 4,557.00 526.00 10.4% 56.00 1.1% 95% True False 62,152
Crabel Price Patterns
NR False
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 7.93
Fibonacci Retracements and Extensions
4.250 5,245.50
2.618 5,183.25
1.618 5,145.00
1.000 5,121.25
0.618 5,106.75
HIGH 5,083.00
0.618 5,068.50
0.500 5,064.00
0.382 5,059.25
LOW 5,044.75
0.618 5,021.00
1.000 5,006.50
1.618 4,982.75
2.618 4,944.50
4.250 4,882.25
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 5,064.00 5,058.50
PP 5,062.00 5,058.50
S1 5,060.00 5,058.25

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

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