E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 21-Mar-2017

Day Change Summary
	Previous	Current
	20-Mar-2017	21-Mar-2017	Change	Change %	Previous Week
Open	5,407.25	5,415.75	8.50	0.2%	5,386.50
High	5,428.00	5,441.00	13.00	0.2%	5,440.00
Low	5,396.00	5,330.00	-66.00	-1.2%	5,363.50
Close	5,418.50	5,338.25	-80.25	-1.5%	5,408.50
Range	32.00	111.00	79.00	246.9%	76.50
ATR	36.04	41.40	5.35	14.9%	0.00
Volume	144,687	414,738	270,051	186.6%	988,658

Daily Pivots for day following 21-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,702.75	5,631.50	5,399.25
R3	5,591.75	5,520.50	5,368.75
R2	5,480.75	5,480.75	5,358.50
R1	5,409.50	5,409.50	5,348.50	5,389.50
PP	5,369.75	5,369.75	5,369.75	5,359.75
S1	5,298.50	5,298.50	5,328.00	5,278.50
S2	5,258.75	5,258.75	5,318.00
S3	5,147.75	5,187.50	5,307.75
S4	5,036.75	5,076.50	5,277.25

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,633.50	5,597.50	5,450.50
R3	5,557.00	5,521.00	5,429.50
R2	5,480.50	5,480.50	5,422.50
R1	5,444.50	5,444.50	5,415.50	5,462.50
PP	5,404.00	5,404.00	5,404.00	5,413.00
S1	5,368.00	5,368.00	5,401.50	5,386.00
S2	5,327.50	5,327.50	5,394.50
S3	5,251.00	5,291.50	5,387.50
S4	5,174.50	5,215.00	5,366.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,441.00	5,330.00	111.00	2.1%	50.25	0.9%	7%	True	True	227,825
10	5,441.00	5,330.00	111.00	2.1%	42.50	0.8%	7%	True	True	187,257
20	5,441.00	5,299.25	141.75	2.7%	40.00	0.8%	28%	True	False	94,504
40	5,441.00	5,059.00	382.00	7.2%	38.25	0.7%	73%	True	False	47,473
60	5,441.00	4,850.25	590.75	11.1%	39.25	0.7%	83%	True	False	31,701

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	10.98
Widest range in 78 trading days

Fibonacci Retracements and Extensions
4.250	5,912.75
2.618	5,731.50
1.618	5,620.50
1.000	5,552.00
0.618	5,509.50
HIGH	5,441.00
0.618	5,398.50
0.500	5,385.50
0.382	5,372.50
LOW	5,330.00
0.618	5,261.50
1.000	5,219.00
1.618	5,150.50
2.618	5,039.50
4.250	4,858.25

Fisher Pivots for day following 21-Mar-2017
Pivot	1 day	3 day
R1	5,385.50	5,385.50
PP	5,369.75	5,369.75
S1	5,354.00	5,354.00

Download as Excel Spreadsheet

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

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