E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 5,056.25 5,040.50 -15.75 -0.3% 5,004.50
High 5,059.00 5,057.25 -1.75 0.0% 5,063.25
Low 5,025.00 5,034.00 9.00 0.2% 4,990.25
Close 5,040.25 5,054.50 14.25 0.3% 5,061.25
Range 34.00 23.25 -10.75 -31.6% 73.00
ATR 48.35 46.55 -1.79 -3.7% 0.00
Volume 198,098 159,690 -38,408 -19.4% 869,575
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,118.25 5,109.75 5,067.25
R3 5,095.00 5,086.50 5,061.00
R2 5,071.75 5,071.75 5,058.75
R1 5,063.25 5,063.25 5,056.75 5,067.50
PP 5,048.50 5,048.50 5,048.50 5,050.75
S1 5,040.00 5,040.00 5,052.25 5,044.25
S2 5,025.25 5,025.25 5,050.25
S3 5,002.00 5,016.75 5,048.00
S4 4,978.75 4,993.50 5,041.75
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,257.25 5,232.25 5,101.50
R3 5,184.25 5,159.25 5,081.25
R2 5,111.25 5,111.25 5,074.75
R1 5,086.25 5,086.25 5,068.00 5,098.75
PP 5,038.25 5,038.25 5,038.25 5,044.50
S1 5,013.25 5,013.25 5,054.50 5,025.75
S2 4,965.25 4,965.25 5,047.75
S3 4,892.25 4,940.25 5,041.25
S4 4,819.25 4,867.25 5,021.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,063.25 4,990.25 73.00 1.4% 36.00 0.7% 88% False False 185,095
10 5,063.25 4,903.00 160.25 3.2% 39.50 0.8% 95% False False 175,219
20 5,063.25 4,850.00 213.25 4.2% 42.00 0.8% 96% False False 152,538
40 5,063.25 4,700.50 362.75 7.2% 48.75 1.0% 98% False False 113,853
60 5,063.25 4,557.00 506.25 10.0% 59.25 1.2% 98% False False 76,101
80 5,063.25 4,557.00 506.25 10.0% 56.25 1.1% 98% False False 57,131
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.95
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5,156.00
2.618 5,118.00
1.618 5,094.75
1.000 5,080.50
0.618 5,071.50
HIGH 5,057.25
0.618 5,048.25
0.500 5,045.50
0.382 5,043.00
LOW 5,034.00
0.618 5,019.75
1.000 5,010.75
1.618 4,996.50
2.618 4,973.25
4.250 4,935.25
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 5,051.50 5,051.00
PP 5,048.50 5,047.50
S1 5,045.50 5,044.00

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

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