E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 14-Jul-2017

Day Change Summary
	Previous	Current
	13-Jul-2017	14-Jul-2017	Change	Change %	Previous Week
Open	5,786.75	5,799.50	12.75	0.2%	5,663.00
High	5,812.00	5,847.75	35.75	0.6%	5,847.75
Low	5,777.25	5,787.75	10.50	0.2%	5,650.00
Close	5,797.50	5,843.25	45.75	0.8%	5,843.25
Range	34.75	60.00	25.25	72.7%	197.75
ATR	77.23	76.00	-1.23	-1.6%	0.00
Volume	240,958	230,871	-10,087	-4.2%	1,258,972

Daily Pivots for day following 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,006.25	5,984.75	5,876.25
R3	5,946.25	5,924.75	5,859.75
R2	5,886.25	5,886.25	5,854.25
R1	5,864.75	5,864.75	5,848.75	5,875.50
PP	5,826.25	5,826.25	5,826.25	5,831.50
S1	5,804.75	5,804.75	5,837.75	5,815.50
S2	5,766.25	5,766.25	5,832.25
S3	5,706.25	5,744.75	5,826.75
S4	5,646.25	5,684.75	5,810.25

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,373.50	6,306.25	5,952.00
R3	6,175.75	6,108.50	5,897.75
R2	5,978.00	5,978.00	5,879.50
R1	5,910.75	5,910.75	5,861.50	5,944.50
PP	5,780.25	5,780.25	5,780.25	5,797.25
S1	5,713.00	5,713.00	5,825.00	5,746.50
S2	5,582.50	5,582.50	5,807.00
S3	5,384.75	5,515.25	5,788.75
S4	5,187.00	5,317.50	5,734.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,847.75	5,650.00	197.75	3.4%	57.75	1.0%	98%	True	False	251,794
10	5,847.75	5,560.25	287.50	4.9%	72.50	1.2%	98%	True	False	285,794
20	5,852.00	5,560.25	291.75	5.0%	82.50	1.4%	97%	False	False	314,213
40	5,907.50	5,557.00	350.50	6.0%	73.25	1.3%	82%	False	False	224,363
60	5,907.50	5,400.50	507.00	8.7%	62.25	1.1%	87%	False	False	149,655
80	5,907.50	5,318.00	589.50	10.1%	58.25	1.0%	89%	False	False	112,284

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	16.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,102.75
2.618	6,004.75
1.618	5,944.75
1.000	5,907.75
0.618	5,884.75
HIGH	5,847.75
0.618	5,824.75
0.500	5,817.75
0.382	5,810.75
LOW	5,787.75
0.618	5,750.75
1.000	5,727.75
1.618	5,690.75
2.618	5,630.75
4.250	5,532.75

Fisher Pivots for day following 14-Jul-2017
Pivot	1 day	3 day
R1	5,834.75	5,822.25
PP	5,826.25	5,801.25
S1	5,817.75	5,780.25

Download as Excel Spreadsheet

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

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