E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 5,340.00 5,345.00 5.00 0.1% 5,323.50
High 5,352.50 5,350.00 -2.50 0.0% 5,361.25
Low 5,323.25 5,317.00 -6.25 -0.1% 5,299.00
Close 5,347.50 5,332.25 -15.25 -0.3% 5,343.25
Range 29.25 33.00 3.75 12.8% 62.25
ATR 38.41 38.02 -0.39 -1.0% 0.00
Volume 153,779 168,037 14,258 9.3% 801,678
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,432.00 5,415.25 5,350.50
R3 5,399.00 5,382.25 5,341.25
R2 5,366.00 5,366.00 5,338.25
R1 5,349.25 5,349.25 5,335.25 5,341.00
PP 5,333.00 5,333.00 5,333.00 5,329.00
S1 5,316.25 5,316.25 5,329.25 5,308.00
S2 5,300.00 5,300.00 5,326.25
S3 5,267.00 5,283.25 5,323.25
S4 5,234.00 5,250.25 5,314.00
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 5,521.25 5,494.50 5,377.50
R3 5,459.00 5,432.25 5,360.25
R2 5,396.75 5,396.75 5,354.75
R1 5,370.00 5,370.00 5,349.00 5,383.50
PP 5,334.50 5,334.50 5,334.50 5,341.25
S1 5,307.75 5,307.75 5,337.50 5,321.00
S2 5,272.25 5,272.25 5,331.75
S3 5,210.00 5,245.50 5,326.25
S4 5,147.75 5,183.25 5,309.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,361.25 5,299.00 62.25 1.2% 35.50 0.7% 53% False False 186,147
10 5,361.25 5,239.75 121.50 2.3% 36.75 0.7% 76% False False 183,939
20 5,361.25 5,083.25 278.00 5.2% 36.00 0.7% 90% False False 180,403
40 5,361.25 4,850.00 511.25 9.6% 39.50 0.7% 94% False False 180,317
60 5,361.25 4,700.50 660.75 12.4% 44.00 0.8% 96% False False 159,954
80 5,361.25 4,557.00 804.25 15.1% 52.00 1.0% 96% False False 120,099
100 5,361.25 4,557.00 804.25 15.1% 51.50 1.0% 96% False False 96,158
120 5,361.25 4,557.00 804.25 15.1% 52.00 1.0% 96% False False 80,150
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 True
Bear Hook False
Bull Hook False
Stretch 9.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,490.25
2.618 5,436.50
1.618 5,403.50
1.000 5,383.00
0.618 5,370.50
HIGH 5,350.00
0.618 5,337.50
0.500 5,333.50
0.382 5,329.50
LOW 5,317.00
0.618 5,296.50
1.000 5,284.00
1.618 5,263.50
2.618 5,230.50
4.250 5,176.75
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 5,333.50 5,330.00
PP 5,333.00 5,328.00
S1 5,332.75 5,325.75

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

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