E-Mini Nasdaq 100 Statistics Report

Quantitative research for Nasdaq 100 Index Derivatives

NQ Pro Trader

In a Nutshell

1 +
Statistics
1 +
Sample Days
1 +
Page Report

Starter

Try before you buy
$ 0 No Payment / No Questions
  • Basic Initial Balance
  • Session Close

NQ Pro Trader

All available Stats
$ 75 One time payment
  • Advanced Initial Balance
  • Session Close
  • Range Extenstions
  • Opening Scenario's
  • Harmonic Rotations
  • Session Range
  • Day Types
  • Overnight
  • Volume

US Index Bundle

All available Stats for ES & NQ
Best Value
$ 125 One time payment
  • Advanced Initial Balance
  • Session Close
  • Range Extenstions
  • Opening Scenario's
  • Harmonic Rotations
  • Session Range
  • Day Types
  • Overnight
  • Volume
  • 2 Full Reports
ES + NQ

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E-Mini Nasdaq 100 Statistics Report

The essential toolkit for any professional Daytrader! Statistics covering Initial Balance, Range Extensions, Overnight statistics, Volume, 1 Min Rotations, and more – are all covered in this Premium Report.

The statistics have been gathered from 1 minute OHLCV (Open, High, Low, Close, Volume) data from the NQ Futures. The research can also be used for other derivatives of the Nasdaq 100 like index CFD’s and Options, although it’s full potential is when used for trading NQ.

The Pro Trader report comes with

  • Full Report covering over 30 pages
  • Quick Reference Document
  • Full Resolution Distribution charts
  • Based on 3 years of Minute data (until December 2018)

Our Research enables

Product Specific Risk Management

Improve your risk management by incorporating the product characteristics. Use stats on the 1 minute rotations to help with stop placement. Low probability stats will enable you to select stops which are not likely to be hit. This allows for better risk adjusted position sizing.

Smarter Targets

Our stats verify against prior day levels (VPOC, VAH/VAL, High/Low), given a specific opening scenario. This enables you to pick high probability targets.  Incorporate the different intra-day ranges, like Initial Balance, Range extensions into realistic target selection.

Market Context Awareness

Statistics will increase your Market Context awareness. You will have a better understanding of what is likely to happen, given a certain scenario. It sets you up for the Probabilistic mindset, crucial for any Trader.

Statistics Overview

Initial Balance

  • Initial Balance break out probabilities
  • Historical Probabilities
  • IB Range Distribution Chart
  • Range Statistics: Average, Mode and more
Initial Balance

Range Extension

  • Historical Probabilities
  • Range Distribution Charts for Up & Down Extensions
  • Range Statistics: Average, Mode and more

Opening Stats

  • Opening compared to Prior session: Gap up, Gap down, in range
  • Opening compared to Prior Session Value Area: Above, below and in Value.
  • Statistics For each scenario: Probabilities to test prior session VPOC, VAH, VAL, Session High & Session Low

Harmonic Rotations

  • Range Distribution Charts for Up & Down Rotations
  • Rotation Statistics: Average, Mode, Std Deviation and more

And Many More...

Session Range

Session Range Distribution Chart and important stats like Average, Mode, Std Deviation and more

Session Close

We evaluate the historical probabilities of the close compared to the Initial Balance and Mid, taking in to account the Day Types.

Initial Balance

Day Types

Historical Probabilities for Normal, Normal Variation, Trend and Neutral Days. Calculated across all data and for each weekday!

Overnight

Evaluation of the historical probabilities surrounding Overnight reference points like the High & Low

Volume

Distribution Statistics for Session and Overnight Volume

Discover Your Next Edge

Our analysis provides an answer to important questions like:

1. How often do we have a Trend day?

2. In case of a Gap Up, what are the probabilities of testing prior session price levels like, VPOC, Value Area High, … ?

3. What is an average Initial Balance Range? And how is this distributed?

4. What are the 1 Minute Rotations looking like, what is considered a normal rotation? Is there a difference for up and down rotations?

5. When we break the Initial Balance, How far do we typically go? What is an average Range Extension, and how are they distributed?

6. and many more…!

Frequently Asked Questions

Answered!

Our analysis is based on the session (RTH) and extended hours (ETH) timeframes as specified by CME for US Index futures, and Eurex for EU Index Futures.

Initial Balance:

US Indexes: First hour of RTH

EU Indexes: 2 hours starting 8am CET (German Time).

Since late 2018 FDAX & FESX are also trading during the Asian hours, this is included in the overnight analysis.

Our statistics are calculated using 70% of the volume around the VPOC. The software uses the algorithm as specified by Market Profile to calculate the Value Area.

We are always open to suggestions! Contact us if you are looking for something specific

No! Currently all our products (Statistics & Indicators) have a 1 time payment.

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E-Mini Nasdaq 100 Statistics Report

  • 14 Statistics from the Pro Trader Report
  • Initial Balance Stats
  • Session Close Probabilities

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