E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 22-Feb-2017

Day Change Summary
	Previous	Current
	21-Feb-2017	22-Feb-2017	Change	Change %	Previous Week
Open	5,323.50	5,345.50	22.00	0.4%	5,229.25
High	5,353.75	5,355.50	1.75	0.0%	5,328.75
Low	5,320.50	5,336.25	15.75	0.3%	5,226.75
Close	5,343.75	5,351.00	7.25	0.1%	5,325.75
Range	33.25	19.25	-14.00	-42.1%	102.00
ATR	39.13	37.71	-1.42	-3.6%	0.00
Volume	192,758	156,582	-36,176	-18.8%	860,422

Daily Pivots for day following 22-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,405.25	5,397.50	5,361.50
R3	5,386.00	5,378.25	5,356.25
R2	5,366.75	5,366.75	5,354.50
R1	5,359.00	5,359.00	5,352.75	5,363.00
PP	5,347.50	5,347.50	5,347.50	5,349.50
S1	5,339.75	5,339.75	5,349.25	5,343.50
S2	5,328.25	5,328.25	5,347.50
S3	5,309.00	5,320.50	5,345.75
S4	5,289.75	5,301.25	5,340.50

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,599.75	5,564.75	5,381.75
R3	5,497.75	5,462.75	5,353.75
R2	5,395.75	5,395.75	5,344.50
R1	5,360.75	5,360.75	5,335.00	5,378.25
PP	5,293.75	5,293.75	5,293.75	5,302.50
S1	5,258.75	5,258.75	5,316.50	5,276.25
S2	5,191.75	5,191.75	5,307.00
S3	5,089.75	5,156.75	5,297.75
S4	4,987.75	5,054.75	5,269.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,355.50	5,265.25	90.25	1.7%	34.25	0.6%	95%	True	False	179,667
10	5,355.50	5,163.50	192.00	3.6%	33.25	0.6%	98%	True	False	168,095
20	5,355.50	5,083.25	272.25	5.1%	36.25	0.7%	98%	True	False	177,409
40	5,355.50	4,850.00	505.50	9.4%	39.75	0.7%	99%	True	False	171,654
60	5,355.50	4,700.50	655.00	12.2%	44.50	0.8%	99%	True	False	147,092
80	5,355.50	4,557.00	798.50	14.9%	53.25	1.0%	99%	True	False	110,450
100	5,355.50	4,557.00	798.50	14.9%	52.00	1.0%	99%	True	False	88,426
120	5,355.50	4,557.00	798.50	14.9%	51.25	1.0%	99%	True	False	73,699

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	7.68
Narrowest range in 115 trading days

Fibonacci Retracements and Extensions
4.250	5,437.25
2.618	5,406.00
1.618	5,386.75
1.000	5,374.75
0.618	5,367.50
HIGH	5,355.50
0.618	5,348.25
0.500	5,346.00
0.382	5,343.50
LOW	5,336.25
0.618	5,324.25
1.000	5,317.00
1.618	5,305.00
2.618	5,285.75
4.250	5,254.50

Fisher Pivots for day following 22-Feb-2017
Pivot	1 day	3 day
R1	5,349.25	5,341.00
PP	5,347.50	5,331.00
S1	5,346.00	5,321.00

Download as Excel Spreadsheet

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

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