E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 4,940.00 4,915.75 -24.25 -0.5% 4,895.25
High 4,951.75 4,966.25 14.50 0.3% 4,961.75
Low 4,904.25 4,912.50 8.25 0.2% 4,851.75
Close 4,915.75 4,938.75 23.00 0.5% 4,915.75
Range 47.50 53.75 6.25 13.2% 110.00
ATR 62.39 61.77 -0.62 -1.0% 0.00
Volume 185,358 146,138 -39,220 -21.2% 1,252,709
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,100.50 5,073.25 4,968.25
R3 5,046.75 5,019.50 4,953.50
R2 4,993.00 4,993.00 4,948.50
R1 4,965.75 4,965.75 4,943.75 4,979.50
PP 4,939.25 4,939.25 4,939.25 4,946.00
S1 4,912.00 4,912.00 4,933.75 4,925.50
S2 4,885.50 4,885.50 4,929.00
S3 4,831.75 4,858.25 4,924.00
S4 4,778.00 4,804.50 4,909.25
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,239.75 5,187.75 4,976.25
R3 5,129.75 5,077.75 4,946.00
R2 5,019.75 5,019.75 4,936.00
R1 4,967.75 4,967.75 4,925.75 4,993.75
PP 4,909.75 4,909.75 4,909.75 4,922.75
S1 4,857.75 4,857.75 4,905.75 4,883.75
S2 4,799.75 4,799.75 4,895.50
S3 4,689.75 4,747.75 4,885.50
S4 4,579.75 4,637.75 4,855.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,966.25 4,859.50 106.75 2.2% 58.75 1.2% 74% True False 233,566
10 4,966.25 4,762.50 203.75 4.1% 55.50 1.1% 87% True False 163,924
20 4,966.25 4,700.50 265.75 5.4% 56.25 1.1% 90% True False 82,462
40 4,966.25 4,557.00 409.25 8.3% 68.25 1.4% 93% True False 41,521
60 4,966.25 4,557.00 409.25 8.3% 61.25 1.2% 93% True False 27,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,194.75
2.618 5,107.00
1.618 5,053.25
1.000 5,020.00
0.618 4,999.50
HIGH 4,966.25
0.618 4,945.75
0.500 4,939.50
0.382 4,933.00
LOW 4,912.50
0.618 4,879.25
1.000 4,858.75
1.618 4,825.50
2.618 4,771.75
4.250 4,684.00
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 4,939.50 4,937.50
PP 4,939.25 4,936.50
S1 4,939.00 4,935.25

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

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