E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 5,059.00 5,063.75 4.75 0.1% 5,056.25
High 5,069.75 5,104.00 34.25 0.7% 5,083.00
Low 5,030.25 5,060.00 29.75 0.6% 5,025.00
Close 5,063.50 5,096.25 32.75 0.6% 5,058.25
Range 39.50 44.00 4.50 11.4% 58.00
ATR 44.99 44.92 -0.07 -0.2% 0.00
Volume 181,150 141,578 -39,572 -21.8% 759,575
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,218.75 5,201.50 5,120.50
R3 5,174.75 5,157.50 5,108.25
R2 5,130.75 5,130.75 5,104.25
R1 5,113.50 5,113.50 5,100.25 5,122.00
PP 5,086.75 5,086.75 5,086.75 5,091.00
S1 5,069.50 5,069.50 5,092.25 5,078.00
S2 5,042.75 5,042.75 5,088.25
S3 4,998.75 5,025.50 5,084.25
S4 4,954.75 4,981.50 5,072.00
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,229.50 5,201.75 5,090.25
R3 5,171.50 5,143.75 5,074.25
R2 5,113.50 5,113.50 5,069.00
R1 5,085.75 5,085.75 5,063.50 5,099.50
PP 5,055.50 5,055.50 5,055.50 5,062.25
S1 5,027.75 5,027.75 5,053.00 5,041.50
S2 4,997.50 4,997.50 5,047.50
S3 4,939.50 4,969.75 5,042.25
S4 4,881.50 4,911.75 5,026.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,104.00 5,030.25 73.75 1.4% 36.75 0.7% 89% True False 176,841
10 5,104.00 4,990.25 113.75 2.2% 38.00 0.7% 93% True False 180,376
20 5,104.00 4,850.00 254.00 5.0% 43.25 0.8% 97% True False 165,899
40 5,104.00 4,700.50 403.50 7.9% 48.50 1.0% 98% True False 131,934
60 5,104.00 4,557.00 547.00 10.7% 58.75 1.2% 99% True False 88,131
80 5,104.00 4,557.00 547.00 10.7% 56.00 1.1% 99% True False 66,180
100 5,104.00 4,557.00 547.00 10.7% 54.25 1.1% 99% True False 52,957
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 8.18
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,291.00
2.618 5,219.25
1.618 5,175.25
1.000 5,148.00
0.618 5,131.25
HIGH 5,104.00
0.618 5,087.25
0.500 5,082.00
0.382 5,076.75
LOW 5,060.00
0.618 5,032.75
1.000 5,016.00
1.618 4,988.75
2.618 4,944.75
4.250 4,873.00
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 5,091.50 5,086.50
PP 5,086.75 5,076.75
S1 5,082.00 5,067.00

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

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