E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 09-Mar-2017
Day Change Summary
Previous Current
08-Mar-2017 09-Mar-2017 Change Change % Previous Week
Open 5,350.00 5,362.25 12.25 0.2% 5,340.00
High 5,377.25 5,372.00 -5.25 -0.1% 5,400.00
Low 5,333.75 5,335.50 1.75 0.0% 5,317.00
Close 5,363.00 5,366.75 3.75 0.1% 5,372.00
Range 43.50 36.50 -7.00 -16.1% 83.00
ATR 38.86 38.69 -0.17 -0.4% 0.00
Volume 221,615 249,227 27,612 12.5% 946,332
Daily Pivots for day following 09-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,467.50 5,453.75 5,386.75
R3 5,431.00 5,417.25 5,376.75
R2 5,394.50 5,394.50 5,373.50
R1 5,380.75 5,380.75 5,370.00 5,387.50
PP 5,358.00 5,358.00 5,358.00 5,361.50
S1 5,344.25 5,344.25 5,363.50 5,351.00
S2 5,321.50 5,321.50 5,360.00
S3 5,285.00 5,307.75 5,356.75
S4 5,248.50 5,271.25 5,346.75
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 5,377.25 5,333.75 43.50 0.8% 35.50 0.7% 76% False False 199,017
10 5,400.00 5,299.00 101.00 1.9% 39.00 0.7% 67% False False 197,663
20 5,400.00 5,186.25 213.75 4.0% 37.00 0.7% 84% False False 186,586
40 5,400.00 4,990.25 409.75 7.6% 37.75 0.7% 92% False False 185,380
60 5,400.00 4,850.00 550.00 10.2% 41.25 0.8% 94% False False 179,886
80 5,400.00 4,672.00 728.00 13.6% 45.75 0.9% 95% False False 138,080
100 5,400.00 4,557.00 843.00 15.7% 51.00 0.9% 96% False False 110,572
120 5,400.00 4,557.00 843.00 15.7% 50.25 0.9% 96% False False 92,171
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,527.00
2.618 5,467.50
1.618 5,431.00
1.000 5,408.50
0.618 5,394.50
HIGH 5,372.00
0.618 5,358.00
0.500 5,353.75
0.382 5,349.50
LOW 5,335.50
0.618 5,313.00
1.000 5,299.00
1.618 5,276.50
2.618 5,240.00
4.250 5,180.50
Fisher Pivots for day following 09-Mar-2017
Pivot 1 day 3 day
R1 5,362.50 5,363.00
PP 5,358.00 5,359.25
S1 5,353.75 5,355.50

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

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