E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 28-Feb-2017

Day Change Summary
	Previous	Current
	27-Feb-2017	28-Feb-2017	Change	Change %	Previous Week
Open	5,340.00	5,345.00	5.00	0.1%	5,323.50
High	5,352.50	5,350.00	-2.50	0.0%	5,361.25
Low	5,323.25	5,317.00	-6.25	-0.1%	5,299.00
Close	5,347.50	5,332.25	-15.25	-0.3%	5,343.25
Range	29.25	33.00	3.75	12.8%	62.25
ATR	38.41	38.02	-0.39	-1.0%	0.00
Volume	153,779	168,037	14,258	9.3%	801,678

Daily Pivots for day following 28-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,432.00	5,415.25	5,350.50
R3	5,399.00	5,382.25	5,341.25
R2	5,366.00	5,366.00	5,338.25
R1	5,349.25	5,349.25	5,335.25	5,341.00
PP	5,333.00	5,333.00	5,333.00	5,329.00
S1	5,316.25	5,316.25	5,329.25	5,308.00
S2	5,300.00	5,300.00	5,326.25
S3	5,267.00	5,283.25	5,323.25
S4	5,234.00	5,250.25	5,314.00

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,521.25	5,494.50	5,377.50
R3	5,459.00	5,432.25	5,360.25
R2	5,396.75	5,396.75	5,354.75
R1	5,370.00	5,370.00	5,349.00	5,383.50
PP	5,334.50	5,334.50	5,334.50	5,341.25
S1	5,307.75	5,307.75	5,337.50	5,321.00
S2	5,272.25	5,272.25	5,331.75
S3	5,210.00	5,245.50	5,326.25
S4	5,147.75	5,183.25	5,309.00

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	5,299.00	62.25	1.2%	35.50	0.7%	53%	False	False	186,147
10	5,361.25	5,239.75	121.50	2.3%	36.75	0.7%	76%	False	False	183,939
20	5,361.25	5,083.25	278.00	5.2%	36.00	0.7%	90%	False	False	180,403
40	5,361.25	4,850.00	511.25	9.6%	39.50	0.7%	94%	False	False	180,317
60	5,361.25	4,700.50	660.75	12.4%	44.00	0.8%	96%	False	False	159,954
80	5,361.25	4,557.00	804.25	15.1%	52.00	1.0%	96%	False	False	120,099
100	5,361.25	4,557.00	804.25	15.1%	51.50	1.0%	96%	False	False	96,158
120	5,361.25	4,557.00	804.25	15.1%	52.00	1.0%	96%	False	False	80,150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	9.93
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,490.25
2.618	5,436.50
1.618	5,403.50
1.000	5,383.00
0.618	5,370.50
HIGH	5,350.00
0.618	5,337.50
0.500	5,333.50
0.382	5,329.50
LOW	5,317.00
0.618	5,296.50
1.000	5,284.00
1.618	5,263.50
2.618	5,230.50
4.250	5,176.75

Fisher Pivots for day following 28-Feb-2017
Pivot	1 day	3 day
R1	5,333.50	5,330.00
PP	5,333.00	5,328.00
S1	5,332.75	5,325.75

Download as Excel Spreadsheet

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

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