E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 4,933.75 4,942.00 8.25 0.2% 4,915.75
High 4,943.75 4,994.50 50.75 1.0% 4,966.25
Low 4,922.75 4,940.00 17.25 0.4% 4,912.50
Close 4,942.25 4,961.25 19.00 0.4% 4,942.25
Range 21.00 54.50 33.50 159.5% 53.75
ATR 52.51 52.65 0.14 0.3% 0.00
Volume 69,061 100,365 31,304 45.3% 526,353
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,128.75 5,099.50 4,991.25
R3 5,074.25 5,045.00 4,976.25
R2 5,019.75 5,019.75 4,971.25
R1 4,990.50 4,990.50 4,966.25 5,005.00
PP 4,965.25 4,965.25 4,965.25 4,972.50
S1 4,936.00 4,936.00 4,956.25 4,950.50
S2 4,910.75 4,910.75 4,951.25
S3 4,856.25 4,881.50 4,946.25
S4 4,801.75 4,827.00 4,931.25
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,101.50 5,075.75 4,971.75
R3 5,047.75 5,022.00 4,957.00
R2 4,994.00 4,994.00 4,952.00
R1 4,968.25 4,968.25 4,947.25 4,981.00
PP 4,940.25 4,940.25 4,940.25 4,946.75
S1 4,914.50 4,914.50 4,937.25 4,927.50
S2 4,886.50 4,886.50 4,932.50
S3 4,832.75 4,860.75 4,927.50
S4 4,779.00 4,807.00 4,912.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,994.50 4,917.00 77.50 1.6% 31.50 0.6% 57% True False 96,116
10 4,994.50 4,859.50 135.00 2.7% 45.00 0.9% 75% True False 164,841
20 4,994.50 4,700.50 294.00 5.9% 54.25 1.1% 89% True False 106,388
40 4,994.50 4,557.00 437.50 8.8% 65.25 1.3% 92% True False 53,456
60 4,994.50 4,557.00 437.50 8.8% 59.25 1.2% 92% True False 35,754
80 4,994.50 4,557.00 437.50 8.8% 57.50 1.2% 92% True False 26,839
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 7.55
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,226.00
2.618 5,137.25
1.618 5,082.75
1.000 5,049.00
0.618 5,028.25
HIGH 4,994.50
0.618 4,973.75
0.500 4,967.25
0.382 4,960.75
LOW 4,940.00
0.618 4,906.25
1.000 4,885.50
1.618 4,851.75
2.618 4,797.25
4.250 4,708.50
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 4,967.25 4,959.50
PP 4,965.25 4,957.50
S1 4,963.25 4,955.75

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

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