E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 15-Mar-2017
Day Change Summary
Previous Current
14-Mar-2017 15-Mar-2017 Change Change % Previous Week
Open 5,394.50 5,380.50 -14.00 -0.3% 5,369.00
High 5,396.75 5,427.25 30.50 0.6% 5,395.25
Low 5,360.00 5,376.00 16.00 0.3% 5,333.75
Close 5,381.50 5,415.25 33.75 0.6% 5,382.00
Range 36.75 51.25 14.50 39.5% 61.50
ATR 37.23 38.23 1.00 2.7% 0.00
Volume 92,067 63,828 -28,239 -30.7% 978,114
Daily Pivots for day following 15-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,560.00 5,538.75 5,443.50
R3 5,508.75 5,487.50 5,429.25
R2 5,457.50 5,457.50 5,424.75
R1 5,436.25 5,436.25 5,420.00 5,447.00
PP 5,406.25 5,406.25 5,406.25 5,411.50
S1 5,385.00 5,385.00 5,410.50 5,395.50
S2 5,355.00 5,355.00 5,405.75
S3 5,303.75 5,333.75 5,401.25
S4 5,252.50 5,282.50 5,387.00
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 5,554.75 5,530.00 5,415.75
R3 5,493.25 5,468.50 5,399.00
R2 5,431.75 5,431.75 5,393.25
R1 5,407.00 5,407.00 5,387.75 5,419.50
PP 5,370.25 5,370.25 5,370.25 5,376.50
S1 5,345.50 5,345.50 5,376.25 5,358.00
S2 5,308.75 5,308.75 5,370.75
S3 5,247.25 5,284.00 5,365.00
S4 5,185.75 5,222.50 5,348.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,427.25 5,335.50 91.75 1.7% 36.25 0.7% 87% True False 130,047
10 5,427.25 5,333.75 93.50 1.7% 36.00 0.7% 87% True False 160,211
20 5,427.25 5,265.25 162.00 3.0% 38.00 0.7% 93% True False 175,818
40 5,427.25 5,030.25 397.00 7.3% 37.50 0.7% 97% True False 176,260
60 5,427.25 4,850.00 577.25 10.7% 39.25 0.7% 98% True False 168,781
80 5,427.25 4,700.50 726.75 13.4% 43.50 0.8% 98% True False 143,065
100 5,427.25 4,557.00 870.25 16.1% 50.75 0.9% 99% True False 114,570
120 5,427.25 4,557.00 870.25 16.1% 50.00 0.9% 99% True False 95,511
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 9.33
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,645.00
2.618 5,561.50
1.618 5,510.25
1.000 5,478.50
0.618 5,459.00
HIGH 5,427.25
0.618 5,407.75
0.500 5,401.50
0.382 5,395.50
LOW 5,376.00
0.618 5,344.25
1.000 5,324.75
1.618 5,293.00
2.618 5,241.75
4.250 5,158.25
Fisher Pivots for day following 15-Mar-2017
Pivot 1 day 3 day
R1 5,410.75 5,408.00
PP 5,406.25 5,400.75
S1 5,401.50 5,393.50

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

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