E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 13-Mar-2017
Day Change Summary
Previous Current
10-Mar-2017 13-Mar-2017 Change Change % Previous Week
Open 5,370.00 5,381.00 11.00 0.2% 5,369.00
High 5,395.25 5,396.50 1.25 0.0% 5,395.25
Low 5,363.00 5,371.75 8.75 0.2% 5,333.75
Close 5,382.00 5,395.50 13.50 0.3% 5,382.00
Range 32.25 24.75 -7.50 -23.3% 61.50
ATR 38.23 37.27 -0.96 -2.5% 0.00
Volume 159,754 85,360 -74,394 -46.6% 978,114
Daily Pivots for day following 13-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,462.25 5,453.50 5,409.00
R3 5,437.50 5,428.75 5,402.25
R2 5,412.75 5,412.75 5,400.00
R1 5,404.00 5,404.00 5,397.75 5,408.50
PP 5,388.00 5,388.00 5,388.00 5,390.00
S1 5,379.25 5,379.25 5,393.25 5,383.50
S2 5,363.25 5,363.25 5,391.00
S3 5,338.50 5,354.50 5,388.75
S4 5,313.75 5,329.75 5,382.00
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,554.75 5,530.00 5,415.75
R3 5,493.25 5,468.50 5,399.00
R2 5,431.75 5,431.75 5,393.25
R1 5,407.00 5,407.00 5,387.75 5,419.50
PP 5,370.25 5,370.25 5,370.25 5,376.50
S1 5,345.50 5,345.50 5,376.25 5,358.00
S2 5,308.75 5,308.75 5,370.75
S3 5,247.25 5,284.00 5,365.00
S4 5,185.75 5,222.50 5,348.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,396.50 5,333.75 62.75 1.2% 34.00 0.6% 98% True False 179,349
10 5,400.00 5,317.00 83.00 1.5% 37.25 0.7% 95% False False 185,602
20 5,400.00 5,226.75 173.25 3.2% 37.00 0.7% 97% False False 183,595
40 5,400.00 5,025.00 375.00 7.0% 36.75 0.7% 99% False False 180,731
60 5,400.00 4,850.00 550.00 10.2% 39.25 0.7% 99% False False 175,181
80 5,400.00 4,687.25 712.75 13.2% 44.25 0.8% 99% False False 141,132
100 5,400.00 4,557.00 843.00 15.6% 50.75 0.9% 99% False False 113,019
120 5,400.00 4,557.00 843.00 15.6% 50.00 0.9% 99% False False 94,213
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.40
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5,501.75
2.618 5,461.25
1.618 5,436.50
1.000 5,421.25
0.618 5,411.75
HIGH 5,396.50
0.618 5,387.00
0.500 5,384.00
0.382 5,381.25
LOW 5,371.75
0.618 5,356.50
1.000 5,347.00
1.618 5,331.75
2.618 5,307.00
4.250 5,266.50
Fisher Pivots for day following 13-Mar-2017
Pivot 1 day 3 day
R1 5,391.75 5,385.75
PP 5,388.00 5,375.75
S1 5,384.00 5,366.00

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

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