E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 5,323.50 5,345.50 22.00 0.4% 5,229.25
High 5,353.75 5,355.50 1.75 0.0% 5,328.75
Low 5,320.50 5,336.25 15.75 0.3% 5,226.75
Close 5,343.75 5,351.00 7.25 0.1% 5,325.75
Range 33.25 19.25 -14.00 -42.1% 102.00
ATR 39.13 37.71 -1.42 -3.6% 0.00
Volume 192,758 156,582 -36,176 -18.8% 860,422
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,405.25 5,397.50 5,361.50
R3 5,386.00 5,378.25 5,356.25
R2 5,366.75 5,366.75 5,354.50
R1 5,359.00 5,359.00 5,352.75 5,363.00
PP 5,347.50 5,347.50 5,347.50 5,349.50
S1 5,339.75 5,339.75 5,349.25 5,343.50
S2 5,328.25 5,328.25 5,347.50
S3 5,309.00 5,320.50 5,345.75
S4 5,289.75 5,301.25 5,340.50
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 5,355.50 5,265.25 90.25 1.7% 34.25 0.6% 95% True False 179,667
10 5,355.50 5,163.50 192.00 3.6% 33.25 0.6% 98% True False 168,095
20 5,355.50 5,083.25 272.25 5.1% 36.25 0.7% 98% True False 177,409
40 5,355.50 4,850.00 505.50 9.4% 39.75 0.7% 99% True False 171,654
60 5,355.50 4,700.50 655.00 12.2% 44.50 0.8% 99% True False 147,092
80 5,355.50 4,557.00 798.50 14.9% 53.25 1.0% 99% True False 110,450
100 5,355.50 4,557.00 798.50 14.9% 52.00 1.0% 99% True False 88,426
120 5,355.50 4,557.00 798.50 14.9% 51.25 1.0% 99% True False 73,699
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7.68
Narrowest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 5,437.25
2.618 5,406.00
1.618 5,386.75
1.000 5,374.75
0.618 5,367.50
HIGH 5,355.50
0.618 5,348.25
0.500 5,346.00
0.382 5,343.50
LOW 5,336.25
0.618 5,324.25
1.000 5,317.00
1.618 5,305.00
2.618 5,285.75
4.250 5,254.50
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 5,349.25 5,341.00
PP 5,347.50 5,331.00
S1 5,346.00 5,321.00

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

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