E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 10-Feb-2017

Day Change Summary
	Previous	Current
	09-Feb-2017	10-Feb-2017	Change	Change %	Previous Week
Open	5,189.75	5,211.25	21.50	0.4%	5,157.25
High	5,219.25	5,232.50	13.25	0.3%	5,232.50
Low	5,186.25	5,209.75	23.50	0.5%	5,140.25
Close	5,212.25	5,226.75	14.50	0.3%	5,226.75
Range	33.00	22.75	-10.25	-31.1%	92.25
ATR	41.44	40.10	-1.33	-3.2%	0.00
Volume	157,897	147,032	-10,865	-6.9%	781,014

Daily Pivots for day following 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,291.25	5,281.75	5,239.25
R3	5,268.50	5,259.00	5,233.00
R2	5,245.75	5,245.75	5,231.00
R1	5,236.25	5,236.25	5,228.75	5,241.00
PP	5,223.00	5,223.00	5,223.00	5,225.50
S1	5,213.50	5,213.50	5,224.75	5,218.25
S2	5,200.25	5,200.25	5,222.50
S3	5,177.50	5,190.75	5,220.50
S4	5,154.75	5,168.00	5,214.25

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,476.50	5,444.00	5,277.50
R3	5,384.25	5,351.75	5,252.00
R2	5,292.00	5,292.00	5,243.75
R1	5,259.50	5,259.50	5,235.25	5,275.75
PP	5,199.75	5,199.75	5,199.75	5,208.00
S1	5,167.25	5,167.25	5,218.25	5,183.50
S2	5,107.50	5,107.50	5,209.75
S3	5,015.25	5,075.00	5,201.50
S4	4,923.00	4,982.75	5,176.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,232.50	5,140.25	92.25	1.8%	30.00	0.6%	94%	True	False	156,202
10	5,232.50	5,083.25	149.25	2.9%	37.75	0.7%	96%	True	False	187,350
20	5,232.50	5,025.00	207.50	4.0%	36.50	0.7%	97%	True	False	177,867
40	5,232.50	4,850.00	382.50	7.3%	40.50	0.8%	98%	True	False	170,975
60	5,232.50	4,687.25	545.25	10.4%	46.50	0.9%	99%	True	False	126,977
80	5,232.50	4,557.00	675.50	12.9%	54.00	1.0%	99%	True	False	95,375
100	5,232.50	4,557.00	675.50	12.9%	52.75	1.0%	99%	True	False	76,336

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.38
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	5,329.25
2.618	5,292.00
1.618	5,269.25
1.000	5,255.25
0.618	5,246.50
HIGH	5,232.50
0.618	5,223.75
0.500	5,221.00
0.382	5,218.50
LOW	5,209.75
0.618	5,195.75
1.000	5,187.00
1.618	5,173.00
2.618	5,150.25
4.250	5,113.00

Fisher Pivots for day following 10-Feb-2017
Pivot	1 day	3 day
R1	5,225.00	5,217.25
PP	5,223.00	5,207.50
S1	5,221.00	5,198.00

Download as Excel Spreadsheet

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

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