E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	5,100.00	5,148.25	48.25	0.9%	5,056.25
High	5,150.00	5,168.50	18.50	0.4%	5,083.00
Low	5,099.75	5,141.75	42.00	0.8%	5,025.00
Close	5,146.50	5,147.75	1.25	0.0%	5,058.25
Range	50.25	26.75	-23.50	-46.8%	58.00
ATR	45.55	44.21	-1.34	-2.9%	0.00
Volume	153,214	173,375	20,161	13.2%	759,575

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,233.00	5,217.00	5,162.50
R3	5,206.25	5,190.25	5,155.00
R2	5,179.50	5,179.50	5,152.75
R1	5,163.50	5,163.50	5,150.25	5,158.00
PP	5,152.75	5,152.75	5,152.75	5,150.00
S1	5,136.75	5,136.75	5,145.25	5,131.50
S2	5,126.00	5,126.00	5,142.75
S3	5,099.25	5,110.00	5,140.50
S4	5,072.50	5,083.25	5,133.00

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	5,168.50	5,030.25	138.25	2.7%	39.75	0.8%	85%	True	False	173,100
10	5,168.50	4,990.25	178.25	3.5%	37.75	0.7%	88%	True	False	175,782
20	5,168.50	4,850.00	318.50	6.2%	43.25	0.8%	93%	True	False	173,758
40	5,168.50	4,700.50	468.00	9.1%	48.75	0.9%	96%	True	False	140,073
60	5,168.50	4,557.00	611.50	11.9%	58.00	1.1%	97%	True	False	93,557
80	5,168.50	4,557.00	611.50	11.9%	55.25	1.1%	97%	True	False	70,255
100	5,168.50	4,557.00	611.50	11.9%	54.75	1.1%	97%	True	False	56,222

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.83
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,282.25
2.618	5,238.50
1.618	5,211.75
1.000	5,195.25
0.618	5,185.00
HIGH	5,168.50
0.618	5,158.25
0.500	5,155.00
0.382	5,152.00
LOW	5,141.75
0.618	5,125.25
1.000	5,115.00
1.618	5,098.50
2.618	5,071.75
4.250	5,028.00

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	5,155.00	5,136.50
PP	5,152.75	5,125.50
S1	5,150.25	5,114.25

Download as Excel Spreadsheet

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

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