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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 22-Mar-2017 | 23-Mar-2017 | Change | Change % | Previous Week |
| Open | 5,335.00 | 5,376.50 | 41.50 | 0.8% | 5,391.50 |
| High | 5,377.50 | 5,379.75 | 2.25 | 0.0% | 5,445.50 |
| Low | 5,318.00 | 5,351.75 | 33.75 | 0.6% | 5,371.75 |
| Close | 5,368.50 | 5,357.25 | -11.25 | -0.2% | 5,410.75 |
| Range | 59.50 | 28.00 | -31.50 | -52.9% | 73.75 |
| ATR(14) | 59.50 | 57.25 | -2.25 | -3.8% | 14.25 |
| Volume | 106 | 49 | -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
Weekly Pivots for week ending 17-Mar-2017
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 5,498.75 |
| 2.618 | 5,453.00 |
| 1.618 | 5,425.00 |
| 1.000 | 5,407.75 |
| 0.618 | 5,397.00 |
| HIGH | 5,379.75 |
| 0.618 | 5,369.00 |
| 0.500 | 5,365.75 |
| 0.382 | 5,362.50 |
| LOW | 5,351.75 |
| 0.618 | 5,334.50 |
| 1.000 | 5,323.75 |
| 1.618 | 5,306.50 |
| 2.618 | 5,278.50 |
| 4.250 | 5,232.75 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 5,379.75 | -22.50 | -0.4% | Below |
| 10-Day SMA | 5,391.50 | -34.25 | -0.6% | Below |
| 20-Day SMA | Insufficient data | |||
| 50-Day SMA | Insufficient data | |||
| 100-Day SMA | Insufficient data | |||
| 200-Day SMA | Insufficient data | |||
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral46.14
Neutral 30–70Williams %R (14)
Neutral-69.22
Range -100 to 0ROC (12)
Bullish0.04%
12-period Rate of ChangeHigh/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 5,441.75 | 5,318.00 | 123.75 | 2.3% | 48.25 | 0.9% | 32% | False | False | 69 |
| 10 | 5,445.50 | 5,318.00 | 127.50 | 2.4% | 40.00 | 0.7% | 31% | False | False | 50 |