E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 08-Mar-2017

Day Change Summary
	Previous	Current
	07-Mar-2017	08-Mar-2017	Change	Change %	Previous Week
Open	5,358.25	5,351.00	-7.25	-0.1%	5,344.75
High	5,377.25	5,380.50	3.25	0.1%	5,401.00
Low	5,344.75	5,337.00	-7.75	-0.1%	5,317.75
Close	5,353.00	5,367.00	14.00	0.3%	5,374.50
Range	32.50	43.50	11.00	33.8%	83.25
ATR	37.72	38.13	0.41	1.1%	0.00
Volume	6,952	13,719	6,767	97.3%	6,071

Daily Pivots for day following 08-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,492.00	5,473.00	5,391.00
R3	5,448.50	5,429.50	5,379.00
R2	5,405.00	5,405.00	5,375.00
R1	5,386.00	5,386.00	5,371.00	5,395.50
PP	5,361.50	5,361.50	5,361.50	5,366.25
S1	5,342.50	5,342.50	5,363.00	5,352.00
S2	5,318.00	5,318.00	5,359.00
S3	5,274.50	5,299.00	5,355.00
S4	5,231.00	5,255.50	5,343.00

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,614.25	5,577.50	5,420.25
R3	5,531.00	5,494.25	5,397.50
R2	5,447.75	5,447.75	5,389.75
R1	5,411.00	5,411.00	5,382.25	5,429.50
PP	5,364.50	5,364.50	5,364.50	5,373.50
S1	5,327.75	5,327.75	5,366.75	5,346.00
S2	5,281.25	5,281.25	5,359.25
S3	5,198.00	5,244.50	5,351.50
S4	5,114.75	5,161.25	5,328.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,394.50	5,337.00	57.50	1.1%	36.25	0.7%	52%	False	True	5,439
10	5,401.00	5,299.25	101.75	1.9%	40.25	0.8%	67%	False	False	3,094
20	5,401.00	5,163.00	238.00	4.4%	36.25	0.7%	86%	False	False	1,803
40	5,401.00	4,990.25	410.75	7.7%	36.75	0.7%	92%	False	False	1,059
60	5,401.00	4,839.25	561.75	10.5%	39.75	0.7%	94%	False	False	729

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.73
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,565.50
2.618	5,494.50
1.618	5,451.00
1.000	5,424.00
0.618	5,407.50
HIGH	5,380.50
0.618	5,364.00
0.500	5,358.75
0.382	5,353.50
LOW	5,337.00
0.618	5,310.00
1.000	5,293.50
1.618	5,266.50
2.618	5,223.00
4.250	5,152.00

Fisher Pivots for day following 08-Mar-2017
Pivot	1 day	3 day
R1	5,364.25	5,364.25
PP	5,361.50	5,361.50
S1	5,358.75	5,358.75

Download as Excel Spreadsheet

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

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