E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 23-Jan-2017

Day Change Summary
	Previous	Current
	20-Jan-2017	23-Jan-2017	Change	Change %	Previous Week
Open	5,055.50	5,059.00	3.50	0.1%	5,056.25
High	5,083.00	5,069.75	-13.25	-0.3%	5,083.00
Low	5,044.75	5,030.25	-14.50	-0.3%	5,025.00
Close	5,058.25	5,063.50	5.25	0.1%	5,058.25
Range	38.25	39.50	1.25	3.3%	58.00
ATR	45.41	44.99	-0.42	-0.9%	0.00
Volume	216,184	181,150	-35,034	-16.2%	759,575

Daily Pivots for day following 23-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,173.00	5,157.75	5,085.25
R3	5,133.50	5,118.25	5,074.25
R2	5,094.00	5,094.00	5,070.75
R1	5,078.75	5,078.75	5,067.00	5,086.50
PP	5,054.50	5,054.50	5,054.50	5,058.25
S1	5,039.25	5,039.25	5,060.00	5,047.00
S2	5,015.00	5,015.00	5,056.25
S3	4,975.50	4,999.75	5,052.75
S4	4,936.00	4,960.25	5,041.75

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,229.50	5,201.75	5,090.25
R3	5,171.50	5,143.75	5,074.25
R2	5,113.50	5,113.50	5,069.00
R1	5,085.75	5,085.75	5,063.50	5,099.50
PP	5,055.50	5,055.50	5,055.50	5,062.25
S1	5,027.75	5,027.75	5,053.00	5,041.50
S2	4,997.50	4,997.50	5,047.50
S3	4,939.50	4,969.75	5,042.25
S4	4,881.50	4,911.75	5,026.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,083.00	5,025.00	58.00	1.1%	34.75	0.7%	66%	False	False	188,145
10	5,083.00	4,990.25	92.75	1.8%	36.25	0.7%	79%	False	False	181,030
20	5,083.00	4,850.00	233.00	4.6%	42.75	0.8%	92%	False	False	164,347
40	5,083.00	4,700.50	382.50	7.6%	48.50	1.0%	95%	False	False	128,401
60	5,083.00	4,557.00	526.00	10.4%	58.75	1.2%	96%	False	False	85,784
80	5,083.00	4,557.00	526.00	10.4%	55.75	1.1%	96%	False	False	64,412
100	5,083.00	4,557.00	526.00	10.4%	54.00	1.1%	96%	False	False	51,541

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.00
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,237.50
2.618	5,173.25
1.618	5,133.75
1.000	5,109.25
0.618	5,094.25
HIGH	5,069.75
0.618	5,054.75
0.500	5,050.00
0.382	5,045.25
LOW	5,030.25
0.618	5,005.75
1.000	4,990.75
1.618	4,966.25
2.618	4,926.75
4.250	4,862.50

Fisher Pivots for day following 23-Jan-2017
Pivot	1 day	3 day
R1	5,059.00	5,061.25
PP	5,054.50	5,059.00
S1	5,050.00	5,056.50

Download as Excel Spreadsheet

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

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