E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 28-Apr-2017

Day Change Summary
	Previous	Current
	27-Apr-2017	28-Apr-2017	Change	Change %	Previous Week
Open	5,535.25	5,584.50	49.25	0.9%	5,471.00
High	5,599.00	5,597.75	-1.25	0.0%	5,599.00
Low	5,534.25	5,571.75	37.50	0.7%	5,471.00
Close	5,591.00	5,580.50	-10.50	-0.2%	5,580.50
Range	64.75	26.00	-38.75	-59.8%	128.00
ATR	47.94	46.37	-1.57	-3.3%	0.00
Volume	194,734	185,941	-8,793	-4.5%	987,798

Daily Pivots for day following 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,661.25	5,647.00	5,594.75
R3	5,635.25	5,621.00	5,587.75
R2	5,609.25	5,609.25	5,585.25
R1	5,595.00	5,595.00	5,583.00	5,589.00
PP	5,583.25	5,583.25	5,583.25	5,580.50
S1	5,569.00	5,569.00	5,578.00	5,563.00
S2	5,557.25	5,557.25	5,575.75
S3	5,531.25	5,543.00	5,573.25
S4	5,505.25	5,517.00	5,566.25

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,934.25	5,885.25	5,651.00
R3	5,806.25	5,757.25	5,615.75
R2	5,678.25	5,678.25	5,604.00
R1	5,629.25	5,629.25	5,592.25	5,653.75
PP	5,550.25	5,550.25	5,550.25	5,562.50
S1	5,501.25	5,501.25	5,568.75	5,525.75
S2	5,422.25	5,422.25	5,557.00
S3	5,294.25	5,373.25	5,545.25
S4	5,166.25	5,245.25	5,510.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,599.00	5,471.00	128.00	2.3%	43.75	0.8%	86%	False	False	197,559
10	5,599.00	5,347.75	251.25	4.5%	43.00	0.8%	93%	False	False	202,137
20	5,599.00	5,347.50	251.50	4.5%	46.50	0.8%	93%	False	False	227,013
40	5,599.00	5,315.00	284.00	5.1%	44.50	0.8%	93%	False	False	204,598
60	5,599.00	5,119.50	479.50	8.6%	41.75	0.7%	96%	False	False	136,597
80	5,599.00	4,903.00	696.00	12.5%	41.00	0.7%	97%	False	False	102,513
100	5,599.00	4,713.00	886.00	15.9%	42.00	0.8%	98%	False	False	82,021

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.55
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	5,708.25
2.618	5,665.75
1.618	5,639.75
1.000	5,623.75
0.618	5,613.75
HIGH	5,597.75
0.618	5,587.75
0.500	5,584.75
0.382	5,581.75
LOW	5,571.75
0.618	5,555.75
1.000	5,545.75
1.618	5,529.75
2.618	5,503.75
4.250	5,461.25

Fisher Pivots for day following 28-Apr-2017
Pivot	1 day	3 day
R1	5,584.75	5,576.00
PP	5,583.25	5,571.25
S1	5,582.00	5,566.50

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

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