E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 14-Feb-2017

Day Change Summary
	Previous	Current
	13-Feb-2017	14-Feb-2017	Change	Change %	Previous Week
Open	5,229.25	5,259.25	30.00	0.6%	5,157.25
High	5,261.50	5,278.00	16.50	0.3%	5,232.50
Low	5,226.75	5,239.75	13.00	0.2%	5,140.25
Close	5,259.25	5,276.00	16.75	0.3%	5,226.75
Range	34.75	38.25	3.50	10.1%	92.25
ATR	39.72	39.61	-0.10	-0.3%	0.00
Volume	144,520	166,904	22,384	15.5%	781,014

Daily Pivots for day following 14-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,379.25	5,366.00	5,297.00
R3	5,341.00	5,327.75	5,286.50
R2	5,302.75	5,302.75	5,283.00
R1	5,289.50	5,289.50	5,279.50	5,296.00
PP	5,264.50	5,264.50	5,264.50	5,268.00
S1	5,251.25	5,251.25	5,272.50	5,258.00
S2	5,226.25	5,226.25	5,269.00
S3	5,188.00	5,213.00	5,265.50
S4	5,149.75	5,174.75	5,255.00

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	5,278.00	5,163.50	114.50	2.2%	32.50	0.6%	98%	True	False	156,522
10	5,278.00	5,119.50	158.50	3.0%	34.00	0.6%	99%	True	False	172,088
20	5,278.00	5,030.25	247.75	4.7%	37.00	0.7%	99%	True	False	176,702
40	5,278.00	4,850.00	428.00	8.1%	40.00	0.8%	100%	True	False	165,262
60	5,278.00	4,700.50	577.50	10.9%	45.25	0.9%	100%	True	False	132,148
80	5,278.00	4,557.00	721.00	13.7%	54.00	1.0%	100%	True	False	99,258
100	5,278.00	4,557.00	721.00	13.7%	52.50	1.0%	100%	True	False	79,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.53
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,440.50
2.618	5,378.25
1.618	5,340.00
1.000	5,316.25
0.618	5,301.75
HIGH	5,278.00
0.618	5,263.50
0.500	5,259.00
0.382	5,254.25
LOW	5,239.75
0.618	5,216.00
1.000	5,201.50
1.618	5,177.75
2.618	5,139.50
4.250	5,077.25

Fisher Pivots for day following 14-Feb-2017
Pivot	1 day	3 day
R1	5,270.25	5,265.25
PP	5,264.50	5,254.50
S1	5,259.00	5,244.00

Download as Excel Spreadsheet

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

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