E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 4,803.75 4,857.50 53.75 1.1% 4,756.75
High 4,859.75 4,883.00 23.25 0.5% 4,838.50
Low 4,803.00 4,856.50 53.50 1.1% 4,672.00
Close 4,852.50 4,873.50 21.00 0.4% 4,807.00
Range 56.75 26.50 -30.25 -53.3% 166.50
ATR 75.77 72.54 -3.23 -4.3% 0.00
Volume 406 353 -53 -13.1% 2,395
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 4,950.50 4,938.50 4,888.00
R3 4,924.00 4,912.00 4,880.75
R2 4,897.50 4,897.50 4,878.25
R1 4,885.50 4,885.50 4,876.00 4,891.50
PP 4,871.00 4,871.00 4,871.00 4,874.00
S1 4,859.00 4,859.00 4,871.00 4,865.00
S2 4,844.50 4,844.50 4,868.75
S3 4,818.00 4,832.50 4,866.25
S4 4,791.50 4,806.00 4,859.00
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,272.00 5,206.00 4,898.50
R3 5,105.50 5,039.50 4,852.75
R2 4,939.00 4,939.00 4,837.50
R1 4,873.00 4,873.00 4,822.25 4,906.00
PP 4,772.50 4,772.50 4,772.50 4,789.00
S1 4,706.50 4,706.50 4,791.75 4,739.50
S2 4,606.00 4,606.00 4,776.50
S3 4,439.50 4,540.00 4,761.25
S4 4,273.00 4,373.50 4,715.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,883.00 4,735.75 147.25 3.0% 45.75 0.9% 94% True False 349
10 4,883.00 4,557.00 326.00 6.7% 98.00 2.0% 97% True False 623
20 4,883.00 4,557.00 326.00 6.7% 79.00 1.6% 97% True False 551
40 4,916.75 4,557.00 359.75 7.4% 63.00 1.3% 88% False False 422
60 4,916.75 4,557.00 359.75 7.4% 57.50 1.2% 88% False False 300
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 17.38
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 4,995.50
2.618 4,952.50
1.618 4,926.00
1.000 4,909.50
0.618 4,899.50
HIGH 4,883.00
0.618 4,873.00
0.500 4,869.75
0.382 4,866.50
LOW 4,856.50
0.618 4,840.00
1.000 4,830.00
1.618 4,813.50
2.618 4,787.00
4.250 4,744.00
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 4,872.25 4,863.00
PP 4,871.00 4,852.75
S1 4,869.75 4,842.25

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

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