E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 5,100.00 5,148.25 48.25 0.9% 5,056.25
High 5,150.00 5,168.50 18.50 0.4% 5,083.00
Low 5,099.75 5,141.75 42.00 0.8% 5,025.00
Close 5,146.50 5,147.75 1.25 0.0% 5,058.25
Range 50.25 26.75 -23.50 -46.8% 58.00
ATR 45.55 44.21 -1.34 -2.9% 0.00
Volume 153,214 173,375 20,161 13.2% 759,575
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,233.00 5,217.00 5,162.50
R3 5,206.25 5,190.25 5,155.00
R2 5,179.50 5,179.50 5,152.75
R1 5,163.50 5,163.50 5,150.25 5,158.00
PP 5,152.75 5,152.75 5,152.75 5,150.00
S1 5,136.75 5,136.75 5,145.25 5,131.50
S2 5,126.00 5,126.00 5,142.75
S3 5,099.25 5,110.00 5,140.50
S4 5,072.50 5,083.25 5,133.00
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 5,168.50 5,030.25 138.25 2.7% 39.75 0.8% 85% True False 173,100
10 5,168.50 4,990.25 178.25 3.5% 37.75 0.7% 88% True False 175,782
20 5,168.50 4,850.00 318.50 6.2% 43.25 0.8% 93% True False 173,758
40 5,168.50 4,700.50 468.00 9.1% 48.75 0.9% 96% True False 140,073
60 5,168.50 4,557.00 611.50 11.9% 58.00 1.1% 97% True False 93,557
80 5,168.50 4,557.00 611.50 11.9% 55.25 1.1% 97% True False 70,255
100 5,168.50 4,557.00 611.50 11.9% 54.75 1.1% 97% True False 56,222
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 5.83
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,282.25
2.618 5,238.50
1.618 5,211.75
1.000 5,195.25
0.618 5,185.00
HIGH 5,168.50
0.618 5,158.25
0.500 5,155.00
0.382 5,152.00
LOW 5,141.75
0.618 5,125.25
1.000 5,115.00
1.618 5,098.50
2.618 5,071.75
4.250 5,028.00
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 5,155.00 5,136.50
PP 5,152.75 5,125.50
S1 5,150.25 5,114.25

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

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