E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 5,300.25 5,323.50 23.25 0.4% 5,229.25
High 5,328.75 5,353.75 25.00 0.5% 5,328.75
Low 5,286.75 5,320.50 33.75 0.6% 5,226.75
Close 5,325.75 5,343.75 18.00 0.3% 5,325.75
Range 42.00 33.25 -8.75 -20.8% 102.00
ATR 39.58 39.13 -0.45 -1.1% 0.00
Volume 170,805 192,758 21,953 12.9% 860,422
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,439.00 5,424.75 5,362.00
R3 5,405.75 5,391.50 5,353.00
R2 5,372.50 5,372.50 5,349.75
R1 5,358.25 5,358.25 5,346.75 5,365.50
PP 5,339.25 5,339.25 5,339.25 5,343.00
S1 5,325.00 5,325.00 5,340.75 5,332.00
S2 5,306.00 5,306.00 5,337.75
S3 5,272.75 5,291.75 5,334.50
S4 5,239.50 5,258.50 5,325.50
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,599.75 5,564.75 5,381.75
R3 5,497.75 5,462.75 5,353.75
R2 5,395.75 5,395.75 5,344.50
R1 5,360.75 5,360.75 5,335.00 5,378.25
PP 5,293.75 5,293.75 5,293.75 5,302.50
S1 5,258.75 5,258.75 5,316.50 5,276.25
S2 5,191.75 5,191.75 5,307.00
S3 5,089.75 5,156.75 5,297.75
S4 4,987.75 5,054.75 5,269.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,353.75 5,239.75 114.00 2.1% 38.00 0.7% 91% True False 181,732
10 5,353.75 5,154.25 199.50 3.7% 35.25 0.7% 95% True False 168,879
20 5,353.75 5,060.00 293.75 5.5% 37.50 0.7% 97% True False 176,659
40 5,353.75 4,850.00 503.75 9.4% 40.25 0.8% 98% True False 170,503
60 5,353.75 4,700.50 653.25 12.2% 45.00 0.8% 98% True False 144,487
80 5,353.75 4,557.00 796.75 14.9% 53.50 1.0% 99% True False 108,503
100 5,353.75 4,557.00 796.75 14.9% 52.25 1.0% 99% True False 86,861
120 5,353.75 4,557.00 796.75 14.9% 51.25 1.0% 99% True False 72,394
Crabel Price Patterns
NR True
NR4 False
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 7.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,495.00
2.618 5,440.75
1.618 5,407.50
1.000 5,387.00
0.618 5,374.25
HIGH 5,353.75
0.618 5,341.00
0.500 5,337.00
0.382 5,333.25
LOW 5,320.50
0.618 5,300.00
1.000 5,287.25
1.618 5,266.75
2.618 5,233.50
4.250 5,179.25
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 5,341.50 5,336.00
PP 5,339.25 5,328.00
S1 5,337.00 5,320.25

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

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