E-mini NASDAQ-100 Future March 2018


Trading Metrics calculated at close of trading on 22-Dec-2017
Day Change Summary
Previous Current
21-Dec-2017 22-Dec-2017 Change Change % Previous Week
Open 6,486.75 6,489.75 3.00 0.0% 6,498.00
High 6,520.75 6,501.75 -19.00 -0.3% 6,545.75
Low 6,476.00 6,467.50 -8.50 -0.1% 6,463.25
Close 6,492.25 6,483.75 -8.50 -0.1% 6,483.75
Range 44.75 34.25 -10.50 -23.5% 82.50
ATR 64.31 62.17 -2.15 -3.3% 0.00
Volume 211,561 154,620 -56,941 -26.9% 1,135,613
Daily Pivots for day following 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 6,587.00 6,569.75 6,502.50
R3 6,552.75 6,535.50 6,493.25
R2 6,518.50 6,518.50 6,490.00
R1 6,501.25 6,501.25 6,487.00 6,492.75
PP 6,484.25 6,484.25 6,484.25 6,480.00
S1 6,467.00 6,467.00 6,480.50 6,458.50
S2 6,450.00 6,450.00 6,477.50
S3 6,415.75 6,432.75 6,474.25
S4 6,381.50 6,398.50 6,465.00
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 6,745.00 6,697.00 6,529.00
R3 6,662.50 6,614.50 6,506.50
R2 6,580.00 6,580.00 6,499.00
R1 6,532.00 6,532.00 6,491.25 6,514.75
PP 6,497.50 6,497.50 6,497.50 6,489.00
S1 6,449.50 6,449.50 6,476.25 6,432.25
S2 6,415.00 6,415.00 6,468.50
S3 6,332.50 6,367.00 6,461.00
S4 6,250.00 6,284.50 6,438.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,545.75 6,463.25 82.50 1.3% 51.00 0.8% 25% False False 227,122
10 6,545.75 6,359.00 186.75 2.9% 55.75 0.9% 67% False False 259,192
20 6,545.75 6,250.00 295.75 4.6% 71.00 1.1% 79% False False 148,854
40 6,545.75 6,092.25 453.50 7.0% 64.50 1.0% 86% False False 74,869
60 6,545.75 5,943.75 602.00 9.3% 57.00 0.9% 90% False False 50,036
80 6,545.75 5,853.25 692.50 10.7% 55.25 0.9% 91% False False 37,600
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.63
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6,647.25
2.618 6,591.50
1.618 6,557.25
1.000 6,536.00
0.618 6,523.00
HIGH 6,501.75
0.618 6,488.75
0.500 6,484.50
0.382 6,480.50
LOW 6,467.50
0.618 6,446.25
1.000 6,433.25
1.618 6,412.00
2.618 6,377.75
4.250 6,322.00
Fisher Pivots for day following 22-Dec-2017
Pivot 1 day 3 day
R1 6,484.50 6,496.00
PP 6,484.25 6,492.00
S1 6,484.00 6,488.00

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

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