E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 08-Mar-2017
Day Change Summary
Previous Current
07-Mar-2017 08-Mar-2017 Change Change % Previous Week
Open 5,354.75 5,350.00 -4.75 -0.1% 5,340.00
High 5,374.25 5,377.25 3.00 0.1% 5,400.00
Low 5,341.50 5,333.75 -7.75 -0.1% 5,317.00
Close 5,349.75 5,363.00 13.25 0.2% 5,372.00
Range 32.75 43.50 10.75 32.8% 83.00
ATR 38.50 38.86 0.36 0.9% 0.00
Volume 180,791 221,615 40,824 22.6% 946,332
Daily Pivots for day following 08-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,488.50 5,469.25 5,387.00
R3 5,445.00 5,425.75 5,375.00
R2 5,401.50 5,401.50 5,371.00
R1 5,382.25 5,382.25 5,367.00 5,392.00
PP 5,358.00 5,358.00 5,358.00 5,362.75
S1 5,338.75 5,338.75 5,359.00 5,348.50
S2 5,314.50 5,314.50 5,355.00
S3 5,271.00 5,295.25 5,351.00
S4 5,227.50 5,251.75 5,339.00
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,612.00 5,575.00 5,417.75
R3 5,529.00 5,492.00 5,394.75
R2 5,446.00 5,446.00 5,387.25
R1 5,409.00 5,409.00 5,379.50 5,427.50
PP 5,363.00 5,363.00 5,363.00 5,372.25
S1 5,326.00 5,326.00 5,364.50 5,344.50
S2 5,280.00 5,280.00 5,356.75
S3 5,197.00 5,243.00 5,349.25
S4 5,114.00 5,160.00 5,326.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,393.75 5,333.75 60.00 1.1% 35.75 0.7% 49% False True 190,376
10 5,400.00 5,299.00 101.00 1.9% 40.50 0.8% 63% False False 196,780
20 5,400.00 5,163.50 236.50 4.4% 37.00 0.7% 84% False False 182,437
40 5,400.00 4,990.25 409.75 7.6% 37.75 0.7% 91% False False 182,993
60 5,400.00 4,850.00 550.00 10.3% 41.25 0.8% 93% False False 178,586
80 5,400.00 4,672.00 728.00 13.6% 47.75 0.9% 95% False False 134,975
100 5,400.00 4,557.00 843.00 15.7% 51.00 1.0% 96% False False 108,082
120 5,400.00 4,557.00 843.00 15.7% 50.75 0.9% 96% False False 90,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,562.00
2.618 5,491.25
1.618 5,447.75
1.000 5,420.75
0.618 5,404.25
HIGH 5,377.25
0.618 5,360.75
0.500 5,355.50
0.382 5,350.25
LOW 5,333.75
0.618 5,306.75
1.000 5,290.25
1.618 5,263.25
2.618 5,219.75
4.250 5,149.00
Fisher Pivots for day following 08-Mar-2017
Pivot 1 day 3 day
R1 5,360.50 5,360.50
PP 5,358.00 5,358.00
S1 5,355.50 5,355.50

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

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