E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 01-Mar-2017
Day Change Summary
Previous Current
28-Feb-2017 01-Mar-2017 Change Change % Previous Week
Open 5,345.00 5,334.50 -10.50 -0.2% 5,323.50
High 5,350.00 5,400.00 50.00 0.9% 5,361.25
Low 5,317.00 5,332.00 15.00 0.3% 5,299.00
Close 5,332.25 5,386.00 53.75 1.0% 5,343.25
Range 33.00 68.00 35.00 106.1% 62.25
ATR 38.02 40.16 2.14 5.6% 0.00
Volume 168,037 241,769 73,732 43.9% 801,678
Daily Pivots for day following 01-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,576.75 5,549.25 5,423.50
R3 5,508.75 5,481.25 5,404.75
R2 5,440.75 5,440.75 5,398.50
R1 5,413.25 5,413.25 5,392.25 5,427.00
PP 5,372.75 5,372.75 5,372.75 5,379.50
S1 5,345.25 5,345.25 5,379.75 5,359.00
S2 5,304.75 5,304.75 5,373.50
S3 5,236.75 5,277.25 5,367.25
S4 5,168.75 5,209.25 5,348.50
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 5,400.00 5,299.00 101.00 1.9% 45.25 0.8% 86% True False 203,184
10 5,400.00 5,265.25 134.75 2.5% 39.75 0.7% 90% True False 191,426
20 5,400.00 5,119.50 280.50 5.2% 36.75 0.7% 95% True False 181,757
40 5,400.00 4,876.75 523.25 9.7% 39.00 0.7% 97% True False 181,420
60 5,400.00 4,700.50 699.50 13.0% 43.25 0.8% 98% True False 163,955
80 5,400.00 4,557.00 843.00 15.7% 52.00 1.0% 98% True False 123,119
100 5,400.00 4,557.00 843.00 15.7% 51.75 1.0% 98% True False 98,575
120 5,400.00 4,557.00 843.00 15.7% 52.75 1.0% 98% True False 82,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.30
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 5,689.00
2.618 5,578.00
1.618 5,510.00
1.000 5,468.00
0.618 5,442.00
HIGH 5,400.00
0.618 5,374.00
0.500 5,366.00
0.382 5,358.00
LOW 5,332.00
0.618 5,290.00
1.000 5,264.00
1.618 5,222.00
2.618 5,154.00
4.250 5,043.00
Fisher Pivots for day following 01-Mar-2017
Pivot 1 day 3 day
R1 5,379.25 5,376.75
PP 5,372.75 5,367.75
S1 5,366.00 5,358.50

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

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