E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 07-Mar-2017
Day Change Summary
Previous Current
06-Mar-2017 07-Mar-2017 Change Change % Previous Week
Open 5,369.00 5,354.75 -14.25 -0.3% 5,340.00
High 5,374.50 5,374.25 -0.25 0.0% 5,400.00
Low 5,339.00 5,341.50 2.50 0.0% 5,317.00
Close 5,361.00 5,349.75 -11.25 -0.2% 5,372.00
Range 35.50 32.75 -2.75 -7.7% 83.00
ATR 38.94 38.50 -0.44 -1.1% 0.00
Volume 166,727 180,791 14,064 8.4% 946,332
Daily Pivots for day following 07-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,453.50 5,434.25 5,367.75
R3 5,420.75 5,401.50 5,358.75
R2 5,388.00 5,388.00 5,355.75
R1 5,368.75 5,368.75 5,352.75 5,362.00
PP 5,355.25 5,355.25 5,355.25 5,351.75
S1 5,336.00 5,336.00 5,346.75 5,329.25
S2 5,322.50 5,322.50 5,343.75
S3 5,289.75 5,303.25 5,340.75
S4 5,257.00 5,270.50 5,331.75
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,612.00 5,575.00 5,417.75
R3 5,529.00 5,492.00 5,394.75
R2 5,446.00 5,446.00 5,387.25
R1 5,409.00 5,409.00 5,379.50 5,427.50
PP 5,363.00 5,363.00 5,363.00 5,372.25
S1 5,326.00 5,326.00 5,364.50 5,344.50
S2 5,280.00 5,280.00 5,356.75
S3 5,197.00 5,243.00 5,349.25
S4 5,114.00 5,160.00 5,326.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,400.00 5,332.00 68.00 1.3% 40.50 0.8% 26% False False 194,406
10 5,400.00 5,299.00 101.00 1.9% 38.00 0.7% 50% False False 190,277
20 5,400.00 5,154.25 245.75 4.6% 36.50 0.7% 80% False False 179,578
40 5,400.00 4,990.25 409.75 7.7% 37.50 0.7% 88% False False 181,156
60 5,400.00 4,836.00 564.00 10.5% 41.25 0.8% 91% False False 175,816
80 5,400.00 4,557.00 843.00 15.8% 50.75 0.9% 94% False False 132,228
100 5,400.00 4,557.00 843.00 15.8% 51.00 1.0% 94% False False 105,866
120 5,400.00 4,557.00 843.00 15.8% 50.75 1.0% 94% False False 88,249
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,513.50
2.618 5,460.00
1.618 5,427.25
1.000 5,407.00
0.618 5,394.50
HIGH 5,374.25
0.618 5,361.75
0.500 5,358.00
0.382 5,354.00
LOW 5,341.50
0.618 5,321.25
1.000 5,308.75
1.618 5,288.50
2.618 5,255.75
4.250 5,202.25
Fisher Pivots for day following 07-Mar-2017
Pivot 1 day 3 day
R1 5,358.00 5,356.75
PP 5,355.25 5,354.50
S1 5,352.50 5,352.00

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

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