E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 4,915.75 4,939.50 23.75 0.5% 4,895.25
High 4,966.25 4,963.25 -3.00 -0.1% 4,961.75
Low 4,912.50 4,938.50 26.00 0.5% 4,851.75
Close 4,938.75 4,956.00 17.25 0.3% 4,915.75
Range 53.75 24.75 -29.00 -54.0% 110.00
ATR 61.77 59.13 -2.64 -4.3% 0.00
Volume 146,138 109,979 -36,159 -24.7% 1,252,709
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,026.75 5,016.25 4,969.50
R3 5,002.00 4,991.50 4,962.75
R2 4,977.25 4,977.25 4,960.50
R1 4,966.75 4,966.75 4,958.25 4,972.00
PP 4,952.50 4,952.50 4,952.50 4,955.25
S1 4,942.00 4,942.00 4,953.75 4,947.25
S2 4,927.75 4,927.75 4,951.50
S3 4,903.00 4,917.25 4,949.25
S4 4,878.25 4,892.50 4,942.50
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 4,904.25 62.00 1.3% 43.25 0.9% 83% False False 196,282
10 4,966.25 4,762.50 203.75 4.1% 55.25 1.1% 95% False False 174,598
20 4,966.25 4,700.50 265.75 5.4% 54.75 1.1% 96% False False 87,941
40 4,966.25 4,557.00 409.25 8.3% 67.25 1.4% 97% False False 44,259
60 4,966.25 4,557.00 409.25 8.3% 60.75 1.2% 97% False False 29,595
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.68
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 5,068.50
2.618 5,028.00
1.618 5,003.25
1.000 4,988.00
0.618 4,978.50
HIGH 4,963.25
0.618 4,953.75
0.500 4,951.00
0.382 4,948.00
LOW 4,938.50
0.618 4,923.25
1.000 4,913.75
1.618 4,898.50
2.618 4,873.75
4.250 4,833.25
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 4,954.25 4,949.00
PP 4,952.50 4,942.25
S1 4,951.00 4,935.25

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

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