E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 30-Dec-2016

Day Change Summary
	Previous	Current
	29-Dec-2016	30-Dec-2016	Change	Change %	Previous Week
Open	4,923.75	4,920.50	-3.25	-0.1%	4,942.00
High	4,933.50	4,940.00	6.50	0.1%	4,994.50
Low	4,901.25	4,850.00	-51.25	-1.0%	4,850.00
Close	4,918.50	4,864.00	-54.50	-1.1%	4,864.00
Range	32.25	90.00	57.75	179.1%	144.50
ATR	51.61	54.36	2.74	5.3%	0.00
Volume	121,556	197,659	76,103	62.6%	556,244

Daily Pivots for day following 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,154.75	5,099.25	4,913.50
R3	5,064.75	5,009.25	4,888.75
R2	4,974.75	4,974.75	4,880.50
R1	4,919.25	4,919.25	4,872.25	4,902.00
PP	4,884.75	4,884.75	4,884.75	4,876.00
S1	4,829.25	4,829.25	4,855.75	4,812.00
S2	4,794.75	4,794.75	4,847.50
S3	4,704.75	4,739.25	4,839.25
S4	4,614.75	4,649.25	4,814.50

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,336.25	5,244.75	4,943.50
R3	5,191.75	5,100.25	4,903.75
R2	5,047.25	5,047.25	4,890.50
R1	4,955.75	4,955.75	4,877.25	4,929.25
PP	4,902.75	4,902.75	4,902.75	4,889.50
S1	4,811.25	4,811.25	4,850.75	4,784.75
S2	4,758.25	4,758.25	4,837.50
S3	4,613.75	4,666.75	4,824.25
S4	4,469.25	4,522.25	4,784.50

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	4,850.00	144.50	3.0%	51.25	1.1%	10%	False	True	125,061
10	4,994.50	4,850.00	144.50	3.0%	44.00	0.9%	10%	False	True	126,795
20	4,994.50	4,700.50	294.00	6.0%	52.00	1.1%	56%	False	False	129,026
40	4,994.50	4,557.00	437.50	9.0%	65.00	1.3%	70%	False	False	64,819
60	4,994.50	4,557.00	437.50	9.0%	60.25	1.2%	70%	False	False	43,345
80	4,994.50	4,557.00	437.50	9.0%	59.50	1.2%	70%	False	False	32,537

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.43
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5,322.50
2.618	5,175.50
1.618	5,085.50
1.000	5,030.00
0.618	4,995.50
HIGH	4,940.00
0.618	4,905.50
0.500	4,895.00
0.382	4,884.50
LOW	4,850.00
0.618	4,794.50
1.000	4,760.00
1.618	4,704.50
2.618	4,614.50
4.250	4,467.50

Fisher Pivots for day following 30-Dec-2016
Pivot	1 day	3 day
R1	4,895.00	4,914.50
PP	4,884.75	4,897.75
S1	4,874.25	4,881.00

Download as Excel Spreadsheet

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

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