E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 4,860.00 4,895.25 35.25 0.7% 4,720.25
High 4,897.00 4,916.75 19.75 0.4% 4,897.00
Low 4,851.75 4,851.75 0.00 0.0% 4,700.50
Close 4,893.25 4,866.25 -27.00 -0.6% 4,893.25
Range 45.25 65.00 19.75 43.6% 196.50
ATR 63.64 63.73 0.10 0.2% 0.00
Volume 171,196 231,016 59,820 34.9% 242,785
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,073.25 5,034.75 4,902.00
R3 5,008.25 4,969.75 4,884.00
R2 4,943.25 4,943.25 4,878.25
R1 4,904.75 4,904.75 4,872.25 4,891.50
PP 4,878.25 4,878.25 4,878.25 4,871.50
S1 4,839.75 4,839.75 4,860.25 4,826.50
S2 4,813.25 4,813.25 4,854.25
S3 4,748.25 4,774.75 4,848.50
S4 4,683.25 4,709.75 4,830.50
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,419.75 5,353.00 5,001.25
R3 5,223.25 5,156.50 4,947.25
R2 5,026.75 5,026.75 4,929.25
R1 4,960.00 4,960.00 4,911.25 4,993.50
PP 4,830.25 4,830.25 4,830.25 4,847.00
S1 4,763.50 4,763.50 4,875.25 4,797.00
S2 4,633.75 4,633.75 4,857.25
S3 4,437.25 4,567.00 4,839.25
S4 4,240.75 4,370.50 4,785.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,916.75 4,762.50 154.25 3.2% 52.25 1.1% 67% True False 94,282
10 4,916.75 4,700.50 216.25 4.4% 63.25 1.3% 77% True False 47,936
20 4,916.75 4,672.00 244.75 5.0% 59.00 1.2% 79% True False 24,190
40 4,916.75 4,557.00 359.75 7.4% 65.75 1.4% 86% True False 12,371
60 4,916.75 4,557.00 359.75 7.4% 60.00 1.2% 86% True False 8,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 14.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,193.00
2.618 5,087.00
1.618 5,022.00
1.000 4,981.75
0.618 4,957.00
HIGH 4,916.75
0.618 4,892.00
0.500 4,884.25
0.382 4,876.50
LOW 4,851.75
0.618 4,811.50
1.000 4,786.75
1.618 4,746.50
2.618 4,681.50
4.250 4,575.50
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 4,884.25 4,876.50
PP 4,878.25 4,873.00
S1 4,872.25 4,869.50

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

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