E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 06-Feb-2017

Day Change Summary
	Previous	Current
	03-Feb-2017	06-Feb-2017	Change	Change %	Previous Week
Open	5,129.50	5,157.25	27.75	0.5%	5,146.25
High	5,162.25	5,163.50	1.25	0.0%	5,162.25
Low	5,119.75	5,140.25	20.50	0.4%	5,083.25
Close	5,155.00	5,157.75	2.75	0.1%	5,155.00
Range	42.50	23.25	-19.25	-45.3%	79.00
ATR	44.66	43.13	-1.53	-3.4%	0.00
Volume	181,211	145,402	-35,809	-19.8%	1,092,486

Daily Pivots for day following 06-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,223.50	5,214.00	5,170.50
R3	5,200.25	5,190.75	5,164.25
R2	5,177.00	5,177.00	5,162.00
R1	5,167.50	5,167.50	5,160.00	5,172.25
PP	5,153.75	5,153.75	5,153.75	5,156.25
S1	5,144.25	5,144.25	5,155.50	5,149.00
S2	5,130.50	5,130.50	5,153.50
S3	5,107.25	5,121.00	5,151.25
S4	5,084.00	5,097.75	5,145.00

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,370.50	5,341.75	5,198.50
R3	5,291.50	5,262.75	5,176.75
R2	5,212.50	5,212.50	5,169.50
R1	5,183.75	5,183.75	5,162.25	5,198.00
PP	5,133.50	5,133.50	5,133.50	5,140.75
S1	5,104.75	5,104.75	5,147.75	5,119.00
S2	5,054.50	5,054.50	5,140.50
S3	4,975.50	5,025.75	5,133.25
S4	4,896.50	4,946.75	5,111.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,163.50	5,083.25	80.25	1.6%	38.25	0.7%	93%	True	False	197,709
10	5,168.50	5,060.00	108.50	2.1%	40.00	0.8%	90%	False	False	184,439
20	5,168.50	4,990.25	178.25	3.5%	38.25	0.7%	94%	False	False	182,734
40	5,168.50	4,836.00	332.50	6.4%	43.50	0.8%	97%	False	False	173,935
60	5,168.50	4,557.00	611.50	11.9%	55.50	1.1%	98%	False	False	116,444
80	5,168.50	4,557.00	611.50	11.9%	54.75	1.1%	98%	False	False	87,439
100	5,168.50	4,557.00	611.50	11.9%	53.75	1.0%	98%	False	False	69,983

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.00
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	5,262.25
2.618	5,224.25
1.618	5,201.00
1.000	5,186.75
0.618	5,177.75
HIGH	5,163.50
0.618	5,154.50
0.500	5,152.00
0.382	5,149.25
LOW	5,140.25
0.618	5,126.00
1.000	5,117.00
1.618	5,102.75
2.618	5,079.50
4.250	5,041.50

Fisher Pivots for day following 06-Feb-2017
Pivot	1 day	3 day
R1	5,155.75	5,152.25
PP	5,153.75	5,147.00
S1	5,152.00	5,141.50

Download as Excel Spreadsheet

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

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