E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 09-Jan-2017
Day Change Summary
Previous Current
06-Jan-2017 09-Jan-2017 Change Change % Previous Week
Open 4,962.50 5,004.50 42.00 0.8% 4,876.75
High 5,017.50 5,029.50 12.00 0.2% 5,017.50
Low 4,952.50 5,002.50 50.00 1.0% 4,876.75
Close 5,004.00 5,022.00 18.00 0.4% 5,004.00
Range 65.00 27.00 -38.00 -58.5% 140.75
ATR 54.02 52.09 -1.93 -3.6% 0.00
Volume 183,315 148,112 -35,203 -19.2% 740,815
Daily Pivots for day following 09-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,099.00 5,087.50 5,036.75
R3 5,072.00 5,060.50 5,029.50
R2 5,045.00 5,045.00 5,027.00
R1 5,033.50 5,033.50 5,024.50 5,039.25
PP 5,018.00 5,018.00 5,018.00 5,021.00
S1 5,006.50 5,006.50 5,019.50 5,012.25
S2 4,991.00 4,991.00 5,017.00
S3 4,964.00 4,979.50 5,014.50
S4 4,937.00 4,952.50 5,007.25
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,388.25 5,337.00 5,081.50
R3 5,247.50 5,196.25 5,042.75
R2 5,106.75 5,106.75 5,029.75
R1 5,055.50 5,055.50 5,017.00 5,081.00
PP 4,966.00 4,966.00 4,966.00 4,979.00
S1 4,914.75 4,914.75 4,991.00 4,940.50
S2 4,825.25 4,825.25 4,978.25
S3 4,684.50 4,774.00 4,965.25
S4 4,543.75 4,633.25 4,926.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,029.50 4,876.75 152.75 3.0% 45.25 0.9% 95% True False 177,785
10 5,029.50 4,850.00 179.50 3.6% 48.25 1.0% 96% True False 151,423
20 5,029.50 4,850.00 179.50 3.6% 48.50 1.0% 96% True False 169,771
40 5,029.50 4,672.00 357.50 7.1% 57.75 1.1% 98% True False 86,956
60 5,029.50 4,557.00 472.50 9.4% 60.00 1.2% 98% True False 58,140
80 5,029.50 4,557.00 472.50 9.4% 57.25 1.1% 98% True False 43,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 8.90
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,144.25
2.618 5,100.25
1.618 5,073.25
1.000 5,056.50
0.618 5,046.25
HIGH 5,029.50
0.618 5,019.25
0.500 5,016.00
0.382 5,012.75
LOW 5,002.50
0.618 4,985.75
1.000 4,975.50
1.618 4,958.75
2.618 4,931.75
4.250 4,887.75
Fisher Pivots for day following 09-Jan-2017
Pivot 1 day 3 day
R1 5,020.00 5,006.25
PP 5,018.00 4,990.75
S1 5,016.00 4,975.00

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

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