E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	4,933.75	4,942.00	8.25	0.2%	4,915.75
High	4,943.75	4,994.50	50.75	1.0%	4,966.25
Low	4,922.75	4,940.00	17.25	0.4%	4,912.50
Close	4,942.25	4,961.25	19.00	0.4%	4,942.25
Range	21.00	54.50	33.50	159.5%	53.75
ATR	52.51	52.65	0.14	0.3%	0.00
Volume	69,061	100,365	31,304	45.3%	526,353

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,128.75	5,099.50	4,991.25
R3	5,074.25	5,045.00	4,976.25
R2	5,019.75	5,019.75	4,971.25
R1	4,990.50	4,990.50	4,966.25	5,005.00
PP	4,965.25	4,965.25	4,965.25	4,972.50
S1	4,936.00	4,936.00	4,956.25	4,950.50
S2	4,910.75	4,910.75	4,951.25
S3	4,856.25	4,881.50	4,946.25
S4	4,801.75	4,827.00	4,931.25

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,101.50	5,075.75	4,971.75
R3	5,047.75	5,022.00	4,957.00
R2	4,994.00	4,994.00	4,952.00
R1	4,968.25	4,968.25	4,947.25	4,981.00
PP	4,940.25	4,940.25	4,940.25	4,946.75
S1	4,914.50	4,914.50	4,937.25	4,927.50
S2	4,886.50	4,886.50	4,932.50
S3	4,832.75	4,860.75	4,927.50
S4	4,779.00	4,807.00	4,912.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,994.50	4,917.00	77.50	1.6%	31.50	0.6%	57%	True	False	96,116
10	4,994.50	4,859.50	135.00	2.7%	45.00	0.9%	75%	True	False	164,841
20	4,994.50	4,700.50	294.00	5.9%	54.25	1.1%	89%	True	False	106,388
40	4,994.50	4,557.00	437.50	8.8%	65.25	1.3%	92%	True	False	53,456
60	4,994.50	4,557.00	437.50	8.8%	59.25	1.2%	92%	True	False	35,754
80	4,994.50	4,557.00	437.50	8.8%	57.50	1.2%	92%	True	False	26,839

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	7.55
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5,226.00
2.618	5,137.25
1.618	5,082.75
1.000	5,049.00
0.618	5,028.25
HIGH	4,994.50
0.618	4,973.75
0.500	4,967.25
0.382	4,960.75
LOW	4,940.00
0.618	4,906.25
1.000	4,885.50
1.618	4,851.75
2.618	4,797.25
4.250	4,708.50

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	4,967.25	4,959.50
PP	4,965.25	4,957.50
S1	4,963.25	4,955.75

Download as Excel Spreadsheet

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

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