E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 5,132.00 5,147.75 15.75 0.3% 5,059.00
High 5,158.25 5,157.50 -0.75 0.0% 5,168.50
Low 5,123.00 5,119.50 -3.50 -0.1% 5,030.25
Close 5,148.50 5,131.00 -17.50 -0.3% 5,162.50
Range 35.25 38.00 2.75 7.8% 138.25
ATR 45.35 44.83 -0.53 -1.2% 0.00
Volume 237,364 209,875 -27,489 -11.6% 787,652
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,250.00 5,228.50 5,152.00
R3 5,212.00 5,190.50 5,141.50
R2 5,174.00 5,174.00 5,138.00
R1 5,152.50 5,152.50 5,134.50 5,144.25
PP 5,136.00 5,136.00 5,136.00 5,132.00
S1 5,114.50 5,114.50 5,127.50 5,106.25
S2 5,098.00 5,098.00 5,124.00
S3 5,060.00 5,076.50 5,120.50
S4 5,022.00 5,038.50 5,110.00
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,535.25 5,487.00 5,238.50
R3 5,397.00 5,348.75 5,200.50
R2 5,258.75 5,258.75 5,187.75
R1 5,210.50 5,210.50 5,175.25 5,234.50
PP 5,120.50 5,120.50 5,120.50 5,132.50
S1 5,072.25 5,072.25 5,149.75 5,096.50
S2 4,982.25 4,982.25 5,137.25
S3 4,844.00 4,934.00 5,124.50
S4 4,705.75 4,795.75 5,086.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,167.50 5,083.25 84.25 1.6% 42.75 0.8% 57% False False 209,922
10 5,168.50 5,030.25 138.25 2.7% 41.25 0.8% 73% False False 191,511
20 5,168.50 4,920.50 248.00 4.8% 40.25 0.8% 85% False False 184,047
40 5,168.50 4,762.50 406.00 7.9% 44.75 0.9% 91% False False 166,114
60 5,168.50 4,557.00 611.50 11.9% 56.50 1.1% 94% False False 111,016
80 5,168.50 4,557.00 611.50 11.9% 55.50 1.1% 94% False False 83,364
100 5,168.50 4,557.00 611.50 11.9% 54.75 1.1% 94% False False 66,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,319.00
2.618 5,257.00
1.618 5,219.00
1.000 5,195.50
0.618 5,181.00
HIGH 5,157.50
0.618 5,143.00
0.500 5,138.50
0.382 5,134.00
LOW 5,119.50
0.618 5,096.00
1.000 5,081.50
1.618 5,058.00
2.618 5,020.00
4.250 4,958.00
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 5,138.50 5,127.50
PP 5,136.00 5,124.25
S1 5,133.50 5,120.75

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

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