E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 15-Sep-2017

Day Change Summary
	Previous	Current
	14-Sep-2017	15-Sep-2017	Change	Change %	Previous Week
Open	6,001.75	5,965.25	-36.50	-0.6%	5,928.75
High	6,002.50	5,978.25	-24.25	-0.4%	6,005.25
Low	5,963.50	5,945.25	-18.25	-0.3%	5,928.75
Close	5,966.25	5,973.85	7.60	0.1%	5,973.85
Range	39.00	33.00	-6.00	-15.4%	76.50
ATR	62.33	60.24	-2.10	-3.4%	0.00
Volume	72,484	7,727	-64,757	-89.3%	441,997

Daily Pivots for day following 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,064.75	6,052.25	5,992.00
R3	6,031.75	6,019.25	5,983.00
R2	5,998.75	5,998.75	5,980.00
R1	5,986.25	5,986.25	5,977.00	5,992.50
PP	5,965.75	5,965.75	5,965.75	5,969.00
S1	5,953.25	5,953.25	5,970.75	5,959.50
S2	5,932.75	5,932.75	5,967.75
S3	5,899.75	5,920.25	5,964.75
S4	5,866.75	5,887.25	5,955.75

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,198.75	6,162.75	6,016.00
R3	6,122.25	6,086.25	5,995.00
R2	6,045.75	6,045.75	5,988.00
R1	6,009.75	6,009.75	5,980.75	6,027.75
PP	5,969.25	5,969.25	5,969.25	5,978.25
S1	5,933.25	5,933.25	5,966.75	5,951.25
S2	5,892.75	5,892.75	5,959.75
S3	5,816.25	5,856.75	5,952.75
S4	5,739.75	5,780.25	5,931.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,005.25	5,928.75	76.50	1.3%	40.25	0.7%	59%	False	False	88,399
10	6,019.75	5,889.50	130.25	2.2%	51.25	0.9%	65%	False	False	198,576
20	6,019.75	5,752.25	267.50	4.5%	60.00	1.0%	83%	False	False	258,527
40	6,019.75	5,752.25	267.50	4.5%	64.75	1.1%	83%	False	False	286,963
60	6,019.75	5,560.25	459.50	7.7%	68.50	1.1%	90%	False	False	291,278
80	6,019.75	5,560.25	459.50	7.7%	68.25	1.1%	90%	False	False	267,671
100	6,019.75	5,540.50	479.25	8.0%	63.25	1.1%	90%	False	False	214,198
120	6,019.75	5,353.75	666.00	11.1%	60.25	1.0%	93%	False	False	178,525

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	12.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,118.50
2.618	6,064.75
1.618	6,031.75
1.000	6,011.25
0.618	5,998.75
HIGH	5,978.25
0.618	5,965.75
0.500	5,961.75
0.382	5,957.75
LOW	5,945.25
0.618	5,924.75
1.000	5,912.25
1.618	5,891.75
2.618	5,858.75
4.250	5,805.00

Fisher Pivots for day following 15-Sep-2017
Pivot	1 day	3 day
R1	5,969.75	5,975.25
PP	5,965.75	5,974.75
S1	5,961.75	5,974.25

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

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