E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 29-Mar-2017

Day Change Summary
	Previous	Current
	28-Mar-2017	29-Mar-2017	Change	Change %	Previous Week
Open	5,382.50	5,409.00	26.50	0.5%	5,407.25
High	5,424.75	5,437.50	12.75	0.2%	5,441.00
Low	5,363.50	5,404.75	41.25	0.8%	5,315.00
Close	5,405.00	5,436.00	31.00	0.6%	5,378.75
Range	61.25	32.75	-28.50	-46.5%	126.00
ATR	45.46	44.55	-0.91	-2.0%	0.00
Volume	245,032	173,940	-71,092	-29.0%	1,460,042

Daily Pivots for day following 29-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,524.25	5,513.00	5,454.00
R3	5,491.50	5,480.25	5,445.00
R2	5,458.75	5,458.75	5,442.00
R1	5,447.50	5,447.50	5,439.00	5,453.00
PP	5,426.00	5,426.00	5,426.00	5,429.00
S1	5,414.75	5,414.75	5,433.00	5,420.50
S2	5,393.25	5,393.25	5,430.00
S3	5,360.50	5,382.00	5,427.00
S4	5,327.75	5,349.25	5,418.00

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,756.25	5,693.50	5,448.00
R3	5,630.25	5,567.50	5,413.50
R2	5,504.25	5,504.25	5,401.75
R1	5,441.50	5,441.50	5,390.25	5,410.00
PP	5,378.25	5,378.25	5,378.25	5,362.50
S1	5,315.50	5,315.50	5,367.25	5,284.00
S2	5,252.25	5,252.25	5,355.75
S3	5,126.25	5,189.50	5,344.00
S4	5,000.25	5,063.50	5,309.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,437.50	5,317.25	120.25	2.2%	48.25	0.9%	99%	True	False	252,044
10	5,441.00	5,315.00	126.00	2.3%	50.25	0.9%	96%	False	False	248,680
20	5,441.00	5,315.00	126.00	2.3%	43.25	0.8%	96%	False	False	174,106
40	5,441.00	5,119.50	321.50	5.9%	39.50	0.7%	98%	False	False	87,325
60	5,441.00	4,878.00	563.00	10.4%	39.50	0.7%	99%	False	False	58,297
80	5,441.00	4,711.00	730.00	13.4%	41.00	0.8%	99%	False	False	43,734

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.13
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,576.75
2.618	5,523.25
1.618	5,490.50
1.000	5,470.25
0.618	5,457.75
HIGH	5,437.50
0.618	5,425.00
0.500	5,421.00
0.382	5,417.25
LOW	5,404.75
0.618	5,384.50
1.000	5,372.00
1.618	5,351.75
2.618	5,319.00
4.250	5,265.50

Fisher Pivots for day following 29-Mar-2017
Pivot	1 day	3 day
R1	5,431.00	5,416.50
PP	5,426.00	5,397.00
S1	5,421.00	5,377.50

Download as Excel Spreadsheet

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

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