Intraday Momentum Index
Track directional move magnitude for NQ futures (8:00 AM - 3:00 PM CT)
Sessions
247
Current IMI (50-MA)
0.71%
Avg IMI
0.79%
Min / Max
0.46%/1.59%
Hover for Details
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Intraday Momentum Index (IMI)
50-session moving average of absolute move % - Higher values indicate stronger momentum conditions
Bull Range
% gain on up days (Close > Open)
Bear Range
% drop on down days (shown as positive value)
Period Statistics
| Period | Sessions | Avg IMI | Bull % | Bear % | Up/Dn |
|---|---|---|---|---|---|
| Last 30 days | 18 | 0.733% | +0.541% | -0.555% | 8/10 |
| Last 60 days | 39 | 0.726% | +0.550% | -0.848% | 22/17 |
| Last 90 days | 59 | 0.666% | +0.555% | -0.847% | 33/26 |
| Last 180 days | 123 | 0.575% | +0.523% | -0.713% | 66/57 |
| 2025 | 250 | 0.791% | +0.726% | -0.862% | 137/113 |
| 2024 | 252 | 0.641% | +0.606% | -0.718% | 132/120 |
| 2023 | 250 | 0.821% | +0.750% | -0.778% | 148/102 |
| 2022 | 251 | 1.359% | +1.361% | -1.397% | 120/131 |
| 2021 | 252 | 0.694% | +0.671% | -0.807% | 143/109 |
| 2020 | 253 | 1.034% | +0.965% | -1.177% | 146/107 |
| 2019 | 252 | 0.663% | +0.576% | -0.518% | 136/116 |
| 2018 | 251 | 0.792% | +0.827% | -0.981% | 127/124 |
| 2017 | 250 | 0.387% | +0.362% | -0.388% | 145/105 |
| 2016 | 252 | 0.594% | +0.560% | -0.596% | 136/116 |
| 2015 | 252 | 0.642% | +0.617% | -0.695% | 131/121 |
| 2014 | 252 | 0.546% | +0.510% | -0.627% | 140/112 |
| 2013 | 252 | 0.492% | +0.468% | -0.458% | 139/113 |
| 2012 | 250 | 0.630% | +0.571% | -0.672% | 138/112 |
| 2011 | 252 | 0.843% | +0.854% | -0.919% | 130/122 |
| 2010 | 252 | 0.774% | +0.722% | -0.797% | 133/119 |
| 2009 | 252 | 1.141% | +0.971% | -1.009% | 144/108 |
| 2008 | 253 | 1.515% | +1.522% | -1.747% | 122/131 |
| 2007 | 251 | 0.698% | +0.689% | -0.756% | 130/121 |
| 2006 | 251 | 0.709% | +0.668% | -0.776% | 133/118 |
| 2005 | 252 | 0.644% | +0.625% | -0.640% | 116/136 |
| 2004 | 252 | 0.807% | +0.734% | -0.836% | 130/122 |
| 2003 | 252 | 1.211% | +1.099% | -1.217% | 139/113 |
| 2002 | 252 | 1.917% | +1.973% | -1.884% | 113/139 |
| 2001 | 248 | 2.471% | +2.182% | -2.435% | 121/127 |
| 2000 | 252 | 2.405% | +2.300% | -2.789% | 118/134 |
| 1999 | 207 | 1.468% | +1.413% | -1.496% | 103/104 |
IMI = 50-session moving average of |Move %|. Higher values indicate stronger directional momentum.
How to Read the IMI
IMI Interpretation
- >1.0%: High momentum environment - favorable for trend systems (e.g., 2022)
- 0.6-1.0%: Normal momentum conditions
- 0.3-0.6%: Low momentum - choppy conditions
- <0.3%: Very low momentum - unfavorable (e.g., 2017)
Component Definitions
- IMI: 50-session moving average of |Move %| - smooths daily volatility to show momentum trend
- Bull Range: Percentage gain on up days (Close > Open)
- Bear Range: Percentage drop on down days (shown as positive for comparison)
2022 was an exceptional momentum year with 1.126% average absolute move - nearly double the historical average of 0.657%.