E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 4,795.00 4,800.00 5.00 0.1% 4,866.50
High 4,808.75 4,854.25 45.50 0.9% 4,897.25
Low 4,779.50 4,797.75 18.25 0.4% 4,753.25
Close 4,800.75 4,825.00 24.25 0.5% 4,801.00
Range 29.25 56.50 27.25 93.2% 144.00
ATR 48.08 48.68 0.60 1.3% 0.00
Volume 209 483 274 131.1% 1,126
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 4,995.25 4,966.50 4,856.00
R3 4,938.75 4,910.00 4,840.50
R2 4,882.25 4,882.25 4,835.25
R1 4,853.50 4,853.50 4,830.25 4,868.00
PP 4,825.75 4,825.75 4,825.75 4,832.75
S1 4,797.00 4,797.00 4,819.75 4,811.50
S2 4,769.25 4,769.25 4,814.75
S3 4,712.75 4,740.50 4,809.50
S4 4,656.25 4,684.00 4,794.00
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,249.25 5,169.00 4,880.25
R3 5,105.25 5,025.00 4,840.50
R2 4,961.25 4,961.25 4,827.50
R1 4,881.00 4,881.00 4,814.25 4,849.00
PP 4,817.25 4,817.25 4,817.25 4,801.25
S1 4,737.00 4,737.00 4,787.75 4,705.00
S2 4,673.25 4,673.25 4,774.50
S3 4,529.25 4,593.00 4,761.50
S4 4,385.25 4,449.00 4,721.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,854.25 4,753.25 101.00 2.1% 46.25 1.0% 71% True False 236
10 4,897.25 4,753.25 144.00 3.0% 48.00 1.0% 50% False False 233
20 4,897.25 4,753.25 144.00 3.0% 48.75 1.0% 50% False False 203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,094.50
2.618 5,002.25
1.618 4,945.75
1.000 4,910.75
0.618 4,889.25
HIGH 4,854.25
0.618 4,832.75
0.500 4,826.00
0.382 4,819.25
LOW 4,797.75
0.618 4,762.75
1.000 4,741.25
1.618 4,706.25
2.618 4,649.75
4.250 4,557.50
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 4,826.00 4,822.25
PP 4,825.75 4,819.50
S1 4,825.25 4,817.00

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

View Archives - Comment on this page... - Back to Index of Symbols