E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 30-Mar-2017

Day Change Summary
	Previous	Current
	29-Mar-2017	30-Mar-2017	Change	Change %	Previous Week
Open	5,409.00	5,436.00	27.00	0.5%	5,407.25
High	5,437.50	5,451.00	13.50	0.2%	5,441.00
Low	5,404.75	5,426.50	21.75	0.4%	5,315.00
Close	5,436.00	5,437.50	1.50	0.0%	5,378.75
Range	32.75	24.50	-8.25	-25.2%	126.00
ATR	44.55	43.12	-1.43	-3.2%	0.00
Volume	173,940	163,121	-10,819	-6.2%	1,460,042

Daily Pivots for day following 30-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,511.75	5,499.25	5,451.00
R3	5,487.25	5,474.75	5,444.25
R2	5,462.75	5,462.75	5,442.00
R1	5,450.25	5,450.25	5,439.75	5,456.50
PP	5,438.25	5,438.25	5,438.25	5,441.50
S1	5,425.75	5,425.75	5,435.25	5,432.00
S2	5,413.75	5,413.75	5,433.00
S3	5,389.25	5,401.25	5,430.75
S4	5,364.75	5,376.75	5,424.00

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,756.25	5,693.50	5,448.00
R3	5,630.25	5,567.50	5,413.50
R2	5,504.25	5,504.25	5,401.75
R1	5,441.50	5,441.50	5,390.25	5,410.00
PP	5,378.25	5,378.25	5,378.25	5,362.50
S1	5,315.50	5,315.50	5,367.25	5,284.00
S2	5,252.25	5,252.25	5,355.75
S3	5,126.25	5,189.50	5,344.00
S4	5,000.25	5,063.50	5,309.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,451.00	5,317.25	133.75	2.5%	47.00	0.9%	90%	True	False	230,714
10	5,451.00	5,315.00	136.00	2.5%	49.00	0.9%	90%	True	False	246,258
20	5,451.00	5,315.00	136.00	2.5%	42.50	0.8%	90%	True	False	182,184
40	5,451.00	5,119.50	331.50	6.1%	39.25	0.7%	96%	True	False	91,390
60	5,451.00	4,903.00	548.00	10.1%	39.25	0.7%	98%	True	False	61,013
80	5,451.00	4,713.00	738.00	13.6%	40.75	0.7%	98%	True	False	45,773

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.60
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5,555.00
2.618	5,515.25
1.618	5,490.75
1.000	5,475.50
0.618	5,466.25
HIGH	5,451.00
0.618	5,441.75
0.500	5,438.75
0.382	5,435.75
LOW	5,426.50
0.618	5,411.25
1.000	5,402.00
1.618	5,386.75
2.618	5,362.25
4.250	5,322.50

Fisher Pivots for day following 30-Mar-2017
Pivot	1 day	3 day
R1	5,438.75	5,427.50
PP	5,438.25	5,417.25
S1	5,438.00	5,407.25

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