E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 12-Jan-2017
Day Change Summary
Previous Current
11-Jan-2017 12-Jan-2017 Change Change % Previous Week
Open 5,032.75 5,044.50 11.75 0.2% 4,876.75
High 5,048.25 5,044.75 -3.50 -0.1% 5,017.50
Low 5,007.50 4,990.25 -17.25 -0.3% 4,876.75
Close 5,046.50 5,034.75 -11.75 -0.2% 5,004.00
Range 40.75 54.50 13.75 33.7% 140.75
ATR 50.46 50.88 0.41 0.8% 0.00
Volume 218,752 212,324 -6,428 -2.9% 740,815
Daily Pivots for day following 12-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,186.75 5,165.25 5,064.75
R3 5,132.25 5,110.75 5,049.75
R2 5,077.75 5,077.75 5,044.75
R1 5,056.25 5,056.25 5,039.75 5,039.75
PP 5,023.25 5,023.25 5,023.25 5,015.00
S1 5,001.75 5,001.75 5,029.75 4,985.25
S2 4,968.75 4,968.75 5,024.75
S3 4,914.25 4,947.25 5,019.75
S4 4,859.75 4,892.75 5,004.75
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 5,048.25 4,952.50 95.75 1.9% 45.50 0.9% 86% False False 183,255
10 5,048.25 4,850.00 198.25 3.9% 48.25 1.0% 93% False False 179,299
20 5,048.25 4,850.00 198.25 3.9% 44.50 0.9% 93% False False 164,083
40 5,048.25 4,687.25 361.00 7.2% 51.50 1.0% 96% False False 101,532
60 5,048.25 4,557.00 491.25 9.8% 60.00 1.2% 97% False False 67,878
80 5,048.25 4,557.00 491.25 9.8% 56.75 1.1% 97% False False 50,953
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 8.95
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,276.50
2.618 5,187.50
1.618 5,133.00
1.000 5,099.25
0.618 5,078.50
HIGH 5,044.75
0.618 5,024.00
0.500 5,017.50
0.382 5,011.00
LOW 4,990.25
0.618 4,956.50
1.000 4,935.75
1.618 4,902.00
2.618 4,847.50
4.250 4,758.50
Fisher Pivots for day following 12-Jan-2017
Pivot 1 day 3 day
R1 5,029.00 5,029.50
PP 5,023.25 5,024.50
S1 5,017.50 5,019.25

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

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