E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 15-Feb-2017

Day Change Summary
	Previous	Current
	14-Feb-2017	15-Feb-2017	Change	Change %	Previous Week
Open	5,259.25	5,274.50	15.25	0.3%	5,157.25
High	5,278.00	5,313.50	35.50	0.7%	5,232.50
Low	5,239.75	5,265.25	25.50	0.5%	5,140.25
Close	5,276.00	5,310.00	34.00	0.6%	5,226.75
Range	38.25	48.25	10.00	26.1%	92.25
ATR	39.61	40.23	0.62	1.6%	0.00
Volume	166,904	168,262	1,358	0.8%	781,014

Daily Pivots for day following 15-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,441.00	5,423.75	5,336.50
R3	5,392.75	5,375.50	5,323.25
R2	5,344.50	5,344.50	5,318.75
R1	5,327.25	5,327.25	5,314.50	5,336.00
PP	5,296.25	5,296.25	5,296.25	5,300.50
S1	5,279.00	5,279.00	5,305.50	5,287.50
S2	5,248.00	5,248.00	5,301.25
S3	5,199.75	5,230.75	5,296.75
S4	5,151.50	5,182.50	5,283.50

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,476.50	5,444.00	5,277.50
R3	5,384.25	5,351.75	5,252.00
R2	5,292.00	5,292.00	5,243.75
R1	5,259.50	5,259.50	5,235.25	5,275.75
PP	5,199.75	5,199.75	5,199.75	5,208.00
S1	5,167.25	5,167.25	5,218.25	5,183.50
S2	5,107.50	5,107.50	5,209.75
S3	5,015.25	5,075.00	5,201.50
S4	4,923.00	4,982.75	5,176.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,313.50	5,186.25	127.25	2.4%	35.50	0.7%	97%	True	False	156,923
10	5,313.50	5,119.50	194.00	3.7%	35.25	0.7%	98%	True	False	165,178
20	5,313.50	5,030.25	283.25	5.3%	38.25	0.7%	99%	True	False	177,131
40	5,313.50	4,850.00	463.50	8.7%	40.00	0.8%	99%	True	False	164,835
60	5,313.50	4,700.50	613.00	11.5%	45.25	0.9%	99%	True	False	134,946
80	5,313.50	4,557.00	756.50	14.2%	54.00	1.0%	100%	True	False	101,358
100	5,313.50	4,557.00	756.50	14.2%	52.50	1.0%	100%	True	False	81,131

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	7.55
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5,518.50
2.618	5,439.75
1.618	5,391.50
1.000	5,361.75
0.618	5,343.25
HIGH	5,313.50
0.618	5,295.00
0.500	5,289.50
0.382	5,283.75
LOW	5,265.25
0.618	5,235.50
1.000	5,217.00
1.618	5,187.25
2.618	5,139.00
4.250	5,060.25

Fisher Pivots for day following 15-Feb-2017
Pivot	1 day	3 day
R1	5,303.00	5,296.75
PP	5,296.25	5,283.50
S1	5,289.50	5,270.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols