E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 5,144.25 5,146.25 2.00 0.0% 5,059.00
High 5,167.50 5,154.50 -13.00 -0.3% 5,168.50
Low 5,139.25 5,094.50 -44.75 -0.9% 5,030.25
Close 5,162.50 5,124.50 -38.00 -0.7% 5,162.50
Range 28.25 60.00 31.75 112.4% 138.25
ATR 43.07 44.85 1.78 4.1% 0.00
Volume 138,335 249,340 111,005 80.2% 787,652
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,304.50 5,274.50 5,157.50
R3 5,244.50 5,214.50 5,141.00
R2 5,184.50 5,184.50 5,135.50
R1 5,154.50 5,154.50 5,130.00 5,139.50
PP 5,124.50 5,124.50 5,124.50 5,117.00
S1 5,094.50 5,094.50 5,119.00 5,079.50
S2 5,064.50 5,064.50 5,113.50
S3 5,004.50 5,034.50 5,108.00
S4 4,944.50 4,974.50 5,091.50
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,535.25 5,487.00 5,238.50
R3 5,397.00 5,348.75 5,200.50
R2 5,258.75 5,258.75 5,187.75
R1 5,210.50 5,210.50 5,175.25 5,234.50
PP 5,120.50 5,120.50 5,120.50 5,132.50
S1 5,072.25 5,072.25 5,149.75 5,096.50
S2 4,982.25 4,982.25 5,137.25
S3 4,844.00 4,934.00 5,124.50
S4 4,705.75 4,795.75 5,086.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,168.50 5,060.00 108.50 2.1% 41.75 0.8% 59% False False 171,168
10 5,168.50 5,025.00 143.50 2.8% 38.25 0.7% 69% False False 179,656
20 5,168.50 4,850.00 318.50 6.2% 43.00 0.8% 86% False False 180,230
40 5,168.50 4,700.50 468.00 9.1% 47.75 0.9% 91% False False 149,729
60 5,168.50 4,557.00 611.50 11.9% 57.25 1.1% 93% False False 99,998
80 5,168.50 4,557.00 611.50 11.9% 55.25 1.1% 93% False False 75,096
100 5,168.50 4,557.00 611.50 11.9% 55.25 1.1% 93% False False 60,099
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.13
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5,409.50
2.618 5,311.50
1.618 5,251.50
1.000 5,214.50
0.618 5,191.50
HIGH 5,154.50
0.618 5,131.50
0.500 5,124.50
0.382 5,117.50
LOW 5,094.50
0.618 5,057.50
1.000 5,034.50
1.618 4,997.50
2.618 4,937.50
4.250 4,839.50
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 5,124.50 5,131.50
PP 5,124.50 5,129.25
S1 5,124.50 5,126.75

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

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