E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 16-Feb-2017
Day Change Summary
Previous Current
15-Feb-2017 16-Feb-2017 Change Change % Previous Week
Open 5,274.50 5,313.00 38.50 0.7% 5,157.25
High 5,313.50 5,317.00 3.50 0.1% 5,232.50
Low 5,265.25 5,288.50 23.25 0.4% 5,140.25
Close 5,310.00 5,300.50 -9.50 -0.2% 5,226.75
Range 48.25 28.50 -19.75 -40.9% 92.25
ATR 40.23 39.39 -0.84 -2.1% 0.00
Volume 168,262 209,931 41,669 24.8% 781,014
Daily Pivots for day following 16-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,387.50 5,372.50 5,316.25
R3 5,359.00 5,344.00 5,308.25
R2 5,330.50 5,330.50 5,305.75
R1 5,315.50 5,315.50 5,303.00 5,308.75
PP 5,302.00 5,302.00 5,302.00 5,298.50
S1 5,287.00 5,287.00 5,298.00 5,280.25
S2 5,273.50 5,273.50 5,295.25
S3 5,245.00 5,258.50 5,292.75
S4 5,216.50 5,230.00 5,284.75
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,476.50 5,444.00 5,277.50
R3 5,384.25 5,351.75 5,252.00
R2 5,292.00 5,292.00 5,243.75
R1 5,259.50 5,259.50 5,235.25 5,275.75
PP 5,199.75 5,199.75 5,199.75 5,208.00
S1 5,167.25 5,167.25 5,218.25 5,183.50
S2 5,107.50 5,107.50 5,209.75
S3 5,015.25 5,075.00 5,201.50
S4 4,923.00 4,982.75 5,176.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,317.00 5,209.75 107.25 2.0% 34.50 0.7% 85% True False 167,329
10 5,317.00 5,119.75 197.25 3.7% 34.25 0.6% 92% True False 165,184
20 5,317.00 5,030.25 286.75 5.4% 37.75 0.7% 94% True False 178,347
40 5,317.00 4,850.00 467.00 8.8% 39.50 0.7% 96% True False 166,429
60 5,317.00 4,700.50 616.50 11.6% 45.00 0.9% 97% True False 138,440
80 5,317.00 4,557.00 760.00 14.3% 54.00 1.0% 98% True False 103,975
100 5,317.00 4,557.00 760.00 14.3% 52.50 1.0% 98% True False 83,229
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 6.98
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,438.00
2.618 5,391.50
1.618 5,363.00
1.000 5,345.50
0.618 5,334.50
HIGH 5,317.00
0.618 5,306.00
0.500 5,302.75
0.382 5,299.50
LOW 5,288.50
0.618 5,271.00
1.000 5,260.00
1.618 5,242.50
2.618 5,214.00
4.250 5,167.50
Fisher Pivots for day following 16-Feb-2017
Pivot 1 day 3 day
R1 5,302.75 5,293.00
PP 5,302.00 5,285.75
S1 5,301.25 5,278.50

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

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