E-mini NASDAQ-100 Future March 2017

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

Day Change Summary
	Previous	Current
	09-Mar-2017	10-Mar-2017	Change	Change %	Previous Week
Open	5,362.25	5,370.00	7.75	0.1%	5,369.00
High	5,372.00	5,395.25	23.25	0.4%	5,395.25
Low	5,335.50	5,363.00	27.50	0.5%	5,333.75
Close	5,366.75	5,382.00	15.25	0.3%	5,382.00
Range	36.50	32.25	-4.25	-11.6%	61.50
ATR	38.69	38.23	-0.46	-1.2%	0.00
Volume	249,227	159,754	-89,473	-35.9%	978,114

Daily Pivots for day following 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,476.75	5,461.75	5,399.75
R3	5,444.50	5,429.50	5,390.75
R2	5,412.25	5,412.25	5,388.00
R1	5,397.25	5,397.25	5,385.00	5,404.75
PP	5,380.00	5,380.00	5,380.00	5,384.00
S1	5,365.00	5,365.00	5,379.00	5,372.50
S2	5,347.75	5,347.75	5,376.00
S3	5,315.50	5,332.75	5,373.25
S4	5,283.25	5,300.50	5,364.25

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,554.75	5,530.00	5,415.75
R3	5,493.25	5,468.50	5,399.00
R2	5,431.75	5,431.75	5,393.25
R1	5,407.00	5,407.00	5,387.75	5,419.50
PP	5,370.25	5,370.25	5,370.25	5,376.50
S1	5,345.50	5,345.50	5,376.25	5,358.00
S2	5,308.75	5,308.75	5,370.75
S3	5,247.25	5,284.00	5,365.00
S4	5,185.75	5,222.50	5,348.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,395.25	5,333.75	61.50	1.1%	36.00	0.7%	78%	True	False	195,622
10	5,400.00	5,317.00	83.00	1.5%	37.75	0.7%	78%	False	False	192,444
20	5,400.00	5,209.75	190.25	3.5%	37.00	0.7%	91%	False	False	186,678
40	5,400.00	4,990.25	409.75	7.6%	37.50	0.7%	96%	False	False	183,905
60	5,400.00	4,850.00	550.00	10.2%	40.75	0.8%	97%	False	False	178,699
80	5,400.00	4,672.00	728.00	13.5%	45.25	0.8%	98%	False	False	140,072
100	5,400.00	4,557.00	843.00	15.7%	50.75	0.9%	98%	False	False	112,168
120	5,400.00	4,557.00	843.00	15.7%	50.25	0.9%	98%	False	False	93,502

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	9.73
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,532.25
2.618	5,479.75
1.618	5,447.50
1.000	5,427.50
0.618	5,415.25
HIGH	5,395.25
0.618	5,383.00
0.500	5,379.00
0.382	5,375.25
LOW	5,363.00
0.618	5,343.00
1.000	5,330.75
1.618	5,310.75
2.618	5,278.50
4.250	5,226.00

Fisher Pivots for day following 10-Mar-2017
Pivot	1 day	3 day
R1	5,381.00	5,376.25
PP	5,380.00	5,370.25
S1	5,379.00	5,364.50

Download as Excel Spreadsheet

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

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