E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 4,895.25 4,865.50 -29.75 -0.6% 4,720.25
High 4,916.75 4,961.50 44.75 0.9% 4,897.00
Low 4,851.75 4,859.50 7.75 0.2% 4,700.50
Close 4,866.25 4,937.50 71.25 1.5% 4,893.25
Range 65.00 102.00 37.00 56.9% 196.50
ATR 63.73 66.47 2.73 4.3% 0.00
Volume 231,016 296,399 65,383 28.3% 242,785
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,225.50 5,183.50 4,993.50
R3 5,123.50 5,081.50 4,965.50
R2 5,021.50 5,021.50 4,956.25
R1 4,979.50 4,979.50 4,946.75 5,000.50
PP 4,919.50 4,919.50 4,919.50 4,930.00
S1 4,877.50 4,877.50 4,928.25 4,898.50
S2 4,817.50 4,817.50 4,918.75
S3 4,715.50 4,775.50 4,909.50
S4 4,613.50 4,673.50 4,881.50
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 4,961.50 4,762.50 199.00 4.0% 67.00 1.4% 88% True False 152,915
10 4,961.50 4,700.50 261.00 5.3% 68.50 1.4% 91% True False 77,511
20 4,961.50 4,687.25 274.25 5.6% 58.50 1.2% 91% True False 38,982
40 4,961.50 4,557.00 404.50 8.2% 67.50 1.4% 94% True False 19,776
60 4,961.50 4,557.00 404.50 8.2% 60.75 1.2% 94% True False 13,244
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 14.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,395.00
2.618 5,228.50
1.618 5,126.50
1.000 5,063.50
0.618 5,024.50
HIGH 4,961.50
0.618 4,922.50
0.500 4,910.50
0.382 4,898.50
LOW 4,859.50
0.618 4,796.50
1.000 4,757.50
1.618 4,694.50
2.618 4,592.50
4.250 4,426.00
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 4,928.50 4,927.25
PP 4,919.50 4,917.00
S1 4,910.50 4,906.50

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

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