E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 10-Jul-2017

Day Change Summary
	Previous	Current
	07-Jul-2017	10-Jul-2017	Change	Change %	Previous Week
Open	5,598.50	5,663.00	64.50	1.2%	5,658.00
High	5,676.50	5,711.50	35.00	0.6%	5,690.75
Low	5,591.50	5,650.00	58.50	1.0%	5,560.25
Close	5,655.75	5,694.00	38.25	0.7%	5,655.75
Range	85.00	61.50	-23.50	-27.6%	130.50
ATR	84.36	82.73	-1.63	-1.9%	0.00
Volume	266,767	241,360	-25,407	-9.5%	1,262,455

Daily Pivots for day following 10-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,869.75	5,843.25	5,727.75
R3	5,808.25	5,781.75	5,711.00
R2	5,746.75	5,746.75	5,705.25
R1	5,720.25	5,720.25	5,699.75	5,733.50
PP	5,685.25	5,685.25	5,685.25	5,691.75
S1	5,658.75	5,658.75	5,688.25	5,672.00
S2	5,623.75	5,623.75	5,682.75
S3	5,562.25	5,597.25	5,677.00
S4	5,500.75	5,535.75	5,660.25

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,027.00	5,972.00	5,727.50
R3	5,896.50	5,841.50	5,691.75
R2	5,766.00	5,766.00	5,679.75
R1	5,711.00	5,711.00	5,667.75	5,673.25
PP	5,635.50	5,635.50	5,635.50	5,616.75
S1	5,580.50	5,580.50	5,643.75	5,542.75
S2	5,505.00	5,505.00	5,631.75
S3	5,374.50	5,450.00	5,619.75
S4	5,244.00	5,319.50	5,584.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,711.50	5,560.25	151.25	2.7%	87.25	1.5%	88%	True	False	300,763
10	5,852.00	5,560.25	291.75	5.1%	101.00	1.8%	46%	False	False	357,139
20	5,852.00	5,560.25	291.75	5.1%	89.00	1.6%	46%	False	False	356,228
40	5,907.50	5,557.00	350.50	6.2%	73.25	1.3%	39%	False	False	198,962
60	5,907.50	5,353.75	553.75	9.7%	61.50	1.1%	61%	False	False	132,701
80	5,907.50	5,318.00	589.50	10.4%	57.75	1.0%	64%	False	False	99,567

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.05
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	5,973.00
2.618	5,872.50
1.618	5,811.00
1.000	5,773.00
0.618	5,749.50
HIGH	5,711.50
0.618	5,688.00
0.500	5,680.75
0.382	5,673.50
LOW	5,650.00
0.618	5,612.00
1.000	5,588.50
1.618	5,550.50
2.618	5,489.00
4.250	5,388.50

Fisher Pivots for day following 10-Jul-2017
Pivot	1 day	3 day
R1	5,689.50	5,678.00
PP	5,685.25	5,661.75
S1	5,680.75	5,645.75

Download as Excel Spreadsheet

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

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