E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 18-Apr-2017

Day Change Summary
	Previous	Current
	17-Apr-2017	18-Apr-2017	Change	Change %	Previous Week
Open	5,352.75	5,397.50	44.75	0.8%	5,420.75
High	5,399.50	5,405.25	5.75	0.1%	5,443.75
Low	5,347.75	5,375.50	27.75	0.5%	5,347.50
Close	5,395.25	5,389.25	-6.00	-0.1%	5,359.00
Range	51.75	29.75	-22.00	-42.5%	96.25
ATR	47.48	46.22	-1.27	-2.7%	0.00
Volume	148,626	246,219	97,593	65.7%	1,059,568

Daily Pivots for day following 18-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,479.25	5,464.00	5,405.50
R3	5,449.50	5,434.25	5,397.50
R2	5,419.75	5,419.75	5,394.75
R1	5,404.50	5,404.50	5,392.00	5,397.25
PP	5,390.00	5,390.00	5,390.00	5,386.50
S1	5,374.75	5,374.75	5,386.50	5,367.50
S2	5,360.25	5,360.25	5,383.75
S3	5,330.50	5,345.00	5,381.00
S4	5,300.75	5,315.25	5,373.00

Weekly Pivots for week ending 14-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,672.25	5,611.75	5,412.00
R3	5,576.00	5,515.50	5,385.50
R2	5,479.75	5,479.75	5,376.75
R1	5,419.25	5,419.25	5,367.75	5,401.50
PP	5,383.50	5,383.50	5,383.50	5,374.50
S1	5,323.00	5,323.00	5,350.25	5,305.00
S2	5,287.25	5,287.25	5,341.25
S3	5,191.00	5,226.75	5,332.50
S4	5,094.75	5,130.50	5,306.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,429.25	5,347.50	81.75	1.5%	49.75	0.9%	51%	False	False	251,375
10	5,481.25	5,347.50	133.75	2.5%	50.00	0.9%	31%	False	False	248,233
20	5,481.25	5,315.00	166.25	3.1%	51.00	0.9%	45%	False	False	254,384
40	5,481.25	5,299.25	182.00	3.4%	43.50	0.8%	49%	False	False	164,095
60	5,481.25	5,028.00	453.25	8.4%	41.25	0.8%	80%	False	False	109,534
80	5,481.25	4,850.25	631.00	11.7%	41.00	0.8%	85%	False	False	82,187

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	14.38
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5,531.75
2.618	5,483.25
1.618	5,453.50
1.000	5,435.00
0.618	5,423.75
HIGH	5,405.25
0.618	5,394.00
0.500	5,390.50
0.382	5,386.75
LOW	5,375.50
0.618	5,357.00
1.000	5,345.75
1.618	5,327.25
2.618	5,297.50
4.250	5,249.00

Fisher Pivots for day following 18-Apr-2017
Pivot	1 day	3 day
R1	5,390.50	5,385.00
PP	5,390.00	5,380.75
S1	5,389.50	5,376.50

Download as Excel Spreadsheet

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

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