E-mini NASDAQ-100 Future September 2018

Trading Metrics calculated at close of trading on 15-Aug-2018

Day Change Summary
	Previous	Current
	14-Aug-2018	15-Aug-2018	Change	Change %	Previous Week
Open	7,420.50	7,460.50	40.00	0.5%	7,404.25
High	7,465.00	7,464.75	-0.25	0.0%	7,505.50
Low	7,397.00	7,316.50	-80.50	-1.1%	7,387.50
Close	7,457.75	7,374.00	-83.75	-1.1%	7,427.00
Range	68.00	148.25	80.25	118.0%	118.00
ATR	92.29	96.28	4.00	4.3%	0.00
Volume	305,390	521,164	215,774	70.7%	1,387,888

Daily Pivots for day following 15-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,829.75	7,750.25	7,455.50
R3	7,681.50	7,602.00	7,414.75
R2	7,533.25	7,533.25	7,401.25
R1	7,453.75	7,453.75	7,387.50	7,419.50
PP	7,385.00	7,385.00	7,385.00	7,368.00
S1	7,305.50	7,305.50	7,360.50	7,271.00
S2	7,236.75	7,236.75	7,346.75
S3	7,088.50	7,157.25	7,333.25
S4	6,940.25	7,009.00	7,292.50

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,794.00	7,728.50	7,492.00
R3	7,676.00	7,610.50	7,459.50
R2	7,558.00	7,558.00	7,448.75
R1	7,492.50	7,492.50	7,437.75	7,525.25
PP	7,440.00	7,440.00	7,440.00	7,456.50
S1	7,374.50	7,374.50	7,416.25	7,407.25
S2	7,322.00	7,322.00	7,405.25
S3	7,204.00	7,256.50	7,394.50
S4	7,086.00	7,138.50	7,362.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,505.50	7,316.50	189.00	2.6%	89.25	1.2%	30%	False	True	366,221
10	7,505.50	7,214.25	291.25	3.9%	84.25	1.1%	55%	False	False	333,180
20	7,530.00	7,166.75	363.25	4.9%	96.50	1.3%	57%	False	False	361,350
40	7,530.00	6,956.00	574.00	7.8%	104.25	1.4%	73%	False	False	361,694
60	7,530.00	6,855.50	674.50	9.1%	98.00	1.3%	77%	False	False	286,005
80	7,530.00	6,457.00	1,073.00	14.6%	101.50	1.4%	85%	False	False	214,691
100	7,530.00	6,338.00	1,192.00	16.2%	113.75	1.5%	87%	False	False	172,065

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	21.00
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	8,094.75
2.618	7,852.75
1.618	7,704.50
1.000	7,613.00
0.618	7,556.25
HIGH	7,464.75
0.618	7,408.00
0.500	7,390.50
0.382	7,373.25
LOW	7,316.50
0.618	7,225.00
1.000	7,168.25
1.618	7,076.75
2.618	6,928.50
4.250	6,686.50

Fisher Pivots for day following 15-Aug-2018
Pivot	1 day	3 day
R1	7,390.50	7,397.75
PP	7,385.00	7,389.75
S1	7,379.50	7,382.00

Download as Excel Spreadsheet

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

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