E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 23-Mar-2017

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.17)
Moving Averages

Strong Sell

-1.00

Oscillators

Buy

+0.50

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.1%
20-Day Historical Volatility: —

Day Change Summary (OHLC)

PreviousCurrent
Metric22-Mar-201723-Mar-2017ChangeChange %Previous Week
Open5,335.005,376.5041.500.8%5,391.50
High5,377.505,379.752.250.0%5,445.50
Low5,318.005,351.7533.750.6%5,371.75
Close5,368.505,357.25-11.25-0.2%5,410.75
Range59.5028.00-31.50-52.9%73.75
ATR(14)59.5057.25-2.25-3.8%14.25
Volume10649-57-53.8%158

Multi-Period Performance

1-Month (21d)

—

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-0.4%

52-Week Range

52W Low: 5,318.00 (0.7%)

Position (31%)

52W High: 5,445.50 (1.6%)

Daily Pivots for day following 23-Mar-2017

LevelClassicWoodieCamarillaDeMark
R45,447.005,430.005,372.75
R35,419.005,402.005,365.00
R25,391.005,391.005,362.50
R15,374.005,374.005,359.755,368.50
PP5,363.005,363.005,363.005,360.25
S15,346.005,346.005,354.755,340.50
S25,335.005,335.005,352.00
S35,307.005,318.005,349.50
S45,279.005,290.005,341.75

Weekly Pivots for week ending 17-Mar-2017

LevelClassicWoodieCamarillaDeMark
R45,630.505,594.505,451.25
R35,556.755,520.755,431.00
R25,483.005,483.005,424.25
R15,447.005,447.005,417.505,465.00
PP5,409.255,409.255,409.255,418.50
S15,373.255,373.255,404.005,391.25
S25,335.505,335.505,397.25
S35,261.755,299.505,390.50
S45,188.005,225.755,370.25

Fisher Pivots for day following 23-Mar-2017

Pivot1 Day3 Day
R15,365.755,380.00
PP5,363.005,372.25
S15,360.005,364.75

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2505,498.75
2.6185,453.00
1.6185,425.00
1.0005,407.75
0.6185,397.00
HIGH5,379.75
0.6185,369.00
0.5005,365.75
0.3825,362.50
LOW5,351.75
0.6185,334.50
1.0005,323.75
1.6185,306.50
2.6185,278.50
4.2505,232.75

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%5,415.50
38.2%5,396.75
50.0%5,381.75
61.8%5,366.75
78.6%5,345.25

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA5,379.75-22.50-0.4%Below
10-Day SMA5,391.50-34.25-0.6%Below
20-Day SMAInsufficient data
50-Day SMAInsufficient data
100-Day SMAInsufficient data
200-Day SMAInsufficient data

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
46.14
Neutral 30–70

Williams %R (14)

Neutral
-69.22
Range -100 to 0

ROC (12)

Bullish
0.04%
12-period Rate of Change

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch9.00
Narrowest range in 4 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
55,441.755,318.00123.752.3%48.250.9%32%FalseFalse69
105,445.505,318.00127.502.4%40.000.7%31%FalseFalse50