E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 23-Feb-2017

Day Change Summary
	Previous	Current
	22-Feb-2017	23-Feb-2017	Change	Change %	Previous Week
Open	5,345.50	5,352.50	7.00	0.1%	5,229.25
High	5,355.50	5,361.25	5.75	0.1%	5,328.75
Low	5,336.25	5,310.75	-25.50	-0.5%	5,226.75
Close	5,351.00	5,332.00	-19.00	-0.4%	5,325.75
Range	19.25	50.50	31.25	162.3%	102.00
ATR	37.71	38.62	0.91	2.4%	0.00
Volume	156,582	240,394	83,812	53.5%	860,422

Daily Pivots for day following 23-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,486.25	5,459.50	5,359.75
R3	5,435.75	5,409.00	5,346.00
R2	5,385.25	5,385.25	5,341.25
R1	5,358.50	5,358.50	5,336.75	5,346.50
PP	5,334.75	5,334.75	5,334.75	5,328.75
S1	5,308.00	5,308.00	5,327.25	5,296.00
S2	5,284.25	5,284.25	5,322.75
S3	5,233.75	5,257.50	5,318.00
S4	5,183.25	5,207.00	5,304.25

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	5,361.25	5,286.75	74.50	1.4%	34.75	0.7%	61%	True	False	194,094
10	5,361.25	5,186.25	175.00	3.3%	35.00	0.7%	83%	True	False	175,508
20	5,361.25	5,083.25	278.00	5.2%	36.50	0.7%	89%	True	False	181,768
40	5,361.25	4,850.00	511.25	9.6%	40.50	0.8%	94%	True	False	175,937
60	5,361.25	4,700.50	660.75	12.4%	44.75	0.8%	96%	True	False	151,094
80	5,361.25	4,557.00	804.25	15.1%	53.00	1.0%	96%	True	False	113,449
100	5,361.25	4,557.00	804.25	15.1%	52.00	1.0%	96%	True	False	90,826
120	5,361.25	4,557.00	804.25	15.1%	51.50	1.0%	96%	True	False	75,702

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.40
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	5,576.00
2.618	5,493.50
1.618	5,443.00
1.000	5,411.75
0.618	5,392.50
HIGH	5,361.25
0.618	5,342.00
0.500	5,336.00
0.382	5,330.00
LOW	5,310.75
0.618	5,279.50
1.000	5,260.25
1.618	5,229.00
2.618	5,178.50
4.250	5,096.00

Fisher Pivots for day following 23-Feb-2017
Pivot	1 day	3 day
R1	5,336.00	5,336.00
PP	5,334.75	5,334.75
S1	5,333.25	5,333.25

Download as Excel Spreadsheet

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

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