E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	4,895.25	4,865.50	-29.75	-0.6%	4,720.25
High	4,916.75	4,961.50	44.75	0.9%	4,897.00
Low	4,851.75	4,859.50	7.75	0.2%	4,700.50
Close	4,866.25	4,937.50	71.25	1.5%	4,893.25
Range	65.00	102.00	37.00	56.9%	196.50
ATR	63.73	66.47	2.73	4.3%	0.00
Volume	231,016	296,399	65,383	28.3%	242,785

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,225.50	5,183.50	4,993.50
R3	5,123.50	5,081.50	4,965.50
R2	5,021.50	5,021.50	4,956.25
R1	4,979.50	4,979.50	4,946.75	5,000.50
PP	4,919.50	4,919.50	4,919.50	4,930.00
S1	4,877.50	4,877.50	4,928.25	4,898.50
S2	4,817.50	4,817.50	4,918.75
S3	4,715.50	4,775.50	4,909.50
S4	4,613.50	4,673.50	4,881.50

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,419.75	5,353.00	5,001.25
R3	5,223.25	5,156.50	4,947.25
R2	5,026.75	5,026.75	4,929.25
R1	4,960.00	4,960.00	4,911.25	4,993.50
PP	4,830.25	4,830.25	4,830.25	4,847.00
S1	4,763.50	4,763.50	4,875.25	4,797.00
S2	4,633.75	4,633.75	4,857.25
S3	4,437.25	4,567.00	4,839.25
S4	4,240.75	4,370.50	4,785.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,961.50	4,762.50	199.00	4.0%	67.00	1.4%	88%	True	False	152,915
10	4,961.50	4,700.50	261.00	5.3%	68.50	1.4%	91%	True	False	77,511
20	4,961.50	4,687.25	274.25	5.6%	58.50	1.2%	91%	True	False	38,982
40	4,961.50	4,557.00	404.50	8.2%	67.50	1.4%	94%	True	False	19,776
60	4,961.50	4,557.00	404.50	8.2%	60.75	1.2%	94%	True	False	13,244

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	14.15
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,395.00
2.618	5,228.50
1.618	5,126.50
1.000	5,063.50
0.618	5,024.50
HIGH	4,961.50
0.618	4,922.50
0.500	4,910.50
0.382	4,898.50
LOW	4,859.50
0.618	4,796.50
1.000	4,757.50
1.618	4,694.50
2.618	4,592.50
4.250	4,426.00

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	4,928.50	4,927.25
PP	4,919.50	4,917.00
S1	4,910.50	4,906.50

Download as Excel Spreadsheet

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

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