E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 5,329.25 5,340.00 10.75 0.2% 5,323.50
High 5,344.50 5,352.50 8.00 0.1% 5,361.25
Low 5,299.00 5,323.25 24.25 0.5% 5,299.00
Close 5,343.25 5,347.50 4.25 0.1% 5,343.25
Range 45.50 29.25 -16.25 -35.7% 62.25
ATR 39.11 38.41 -0.70 -1.8% 0.00
Volume 211,944 153,779 -58,165 -27.4% 801,678
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,428.75 5,417.50 5,363.50
R3 5,399.50 5,388.25 5,355.50
R2 5,370.25 5,370.25 5,352.75
R1 5,359.00 5,359.00 5,350.25 5,364.50
PP 5,341.00 5,341.00 5,341.00 5,344.00
S1 5,329.75 5,329.75 5,344.75 5,335.50
S2 5,311.75 5,311.75 5,342.25
S3 5,282.50 5,300.50 5,339.50
S4 5,253.25 5,271.25 5,331.50
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,521.25 5,494.50 5,377.50
R3 5,459.00 5,432.25 5,360.25
R2 5,396.75 5,396.75 5,354.75
R1 5,370.00 5,370.00 5,349.00 5,383.50
PP 5,334.50 5,334.50 5,334.50 5,341.25
S1 5,307.75 5,307.75 5,337.50 5,321.00
S2 5,272.25 5,272.25 5,331.75
S3 5,210.00 5,245.50 5,326.25
S4 5,147.75 5,183.25 5,309.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,361.25 5,299.00 62.25 1.2% 35.50 0.7% 78% False False 191,091
10 5,361.25 5,226.75 134.50 2.5% 37.00 0.7% 90% False False 181,587
20 5,361.25 5,083.25 278.00 5.2% 37.25 0.7% 95% False False 184,468
40 5,361.25 4,850.00 511.25 9.6% 39.50 0.7% 97% False False 179,155
60 5,361.25 4,700.50 660.75 12.4% 44.50 0.8% 98% False False 157,166
80 5,361.25 4,557.00 804.25 15.0% 52.75 1.0% 98% False False 118,010
100 5,361.25 4,557.00 804.25 15.0% 51.75 1.0% 98% False False 94,479
120 5,361.25 4,557.00 804.25 15.0% 52.00 1.0% 98% False False 78,749
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 9.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,476.75
2.618 5,429.00
1.618 5,399.75
1.000 5,381.75
0.618 5,370.50
HIGH 5,352.50
0.618 5,341.25
0.500 5,338.00
0.382 5,334.50
LOW 5,323.25
0.618 5,305.25
1.000 5,294.00
1.618 5,276.00
2.618 5,246.75
4.250 5,199.00
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 5,344.25 5,341.75
PP 5,341.00 5,336.00
S1 5,338.00 5,330.00

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

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