E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 02-Mar-2017
Day Change Summary
Previous Current
01-Mar-2017 02-Mar-2017 Change Change % Previous Week
Open 5,334.50 5,382.75 48.25 0.9% 5,323.50
High 5,400.00 5,393.75 -6.25 -0.1% 5,361.25
Low 5,332.00 5,356.25 24.25 0.5% 5,299.00
Close 5,386.00 5,364.75 -21.25 -0.4% 5,343.25
Range 68.00 37.50 -30.50 -44.9% 62.25
ATR 40.16 39.97 -0.19 -0.5% 0.00
Volume 241,769 206,020 -35,749 -14.8% 801,678
Daily Pivots for day following 02-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,484.00 5,462.00 5,385.50
R3 5,446.50 5,424.50 5,375.00
R2 5,409.00 5,409.00 5,371.50
R1 5,387.00 5,387.00 5,368.25 5,379.25
PP 5,371.50 5,371.50 5,371.50 5,367.75
S1 5,349.50 5,349.50 5,361.25 5,341.75
S2 5,334.00 5,334.00 5,358.00
S3 5,296.50 5,312.00 5,354.50
S4 5,259.00 5,274.50 5,344.00
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 5,400.00 5,299.00 101.00 1.9% 42.75 0.8% 65% False False 196,309
10 5,400.00 5,286.75 113.25 2.1% 38.75 0.7% 69% False False 195,201
20 5,400.00 5,119.50 280.50 5.2% 37.00 0.7% 87% False False 180,190
40 5,400.00 4,903.00 497.00 9.3% 38.75 0.7% 93% False False 181,170
60 5,400.00 4,700.50 699.50 13.0% 43.00 0.8% 95% False False 167,348
80 5,400.00 4,557.00 843.00 15.7% 51.75 1.0% 96% False False 125,689
100 5,400.00 4,557.00 843.00 15.7% 51.75 1.0% 96% False False 100,634
120 5,400.00 4,557.00 843.00 15.7% 52.50 1.0% 96% False False 83,881
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,553.00
2.618 5,492.00
1.618 5,454.50
1.000 5,431.25
0.618 5,417.00
HIGH 5,393.75
0.618 5,379.50
0.500 5,375.00
0.382 5,370.50
LOW 5,356.25
0.618 5,333.00
1.000 5,318.75
1.618 5,295.50
2.618 5,258.00
4.250 5,197.00
Fisher Pivots for day following 02-Mar-2017
Pivot 1 day 3 day
R1 5,375.00 5,362.75
PP 5,371.50 5,360.50
S1 5,368.25 5,358.50

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

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