E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 4,939.50 4,956.00 16.50 0.3% 4,895.25
High 4,963.25 4,960.00 -3.25 -0.1% 4,961.75
Low 4,938.50 4,939.25 0.75 0.0% 4,851.75
Close 4,956.00 4,949.50 -6.50 -0.1% 4,915.75
Range 24.75 20.75 -4.00 -16.2% 110.00
ATR 59.13 56.39 -2.74 -4.6% 0.00
Volume 109,979 90,653 -19,326 -17.6% 1,252,709
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,011.75 5,001.50 4,961.00
R3 4,991.00 4,980.75 4,955.25
R2 4,970.25 4,970.25 4,953.25
R1 4,960.00 4,960.00 4,951.50 4,954.75
PP 4,949.50 4,949.50 4,949.50 4,947.00
S1 4,939.25 4,939.25 4,947.50 4,934.00
S2 4,928.75 4,928.75 4,945.75
S3 4,908.00 4,918.50 4,943.75
S4 4,887.25 4,897.75 4,938.00
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% 38.00 0.8% 73% False False 156,258
10 4,966.25 4,836.00 130.25 2.6% 48.25 1.0% 87% False False 182,610
20 4,966.25 4,700.50 265.75 5.4% 54.50 1.1% 94% False False 92,456
40 4,966.25 4,557.00 409.25 8.3% 66.75 1.3% 96% False False 46,503
60 4,966.25 4,557.00 409.25 8.3% 60.25 1.2% 96% False False 31,100
80 4,966.25 4,557.00 409.25 8.3% 56.75 1.1% 96% False False 23,339
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.58
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 5,048.25
2.618 5,014.25
1.618 4,993.50
1.000 4,980.75
0.618 4,972.75
HIGH 4,960.00
0.618 4,952.00
0.500 4,949.50
0.382 4,947.25
LOW 4,939.25
0.618 4,926.50
1.000 4,918.50
1.618 4,905.75
2.618 4,885.00
4.250 4,851.00
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 4,949.50 4,946.00
PP 4,949.50 4,942.75
S1 4,949.50 4,939.50

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

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