E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 02-Aug-2017

Day Change Summary
	Previous	Current
	01-Aug-2017	02-Aug-2017	Change	Change %	Previous Week
Open	5,884.50	5,933.00	48.50	0.8%	5,919.25
High	5,931.25	5,947.50	16.25	0.3%	5,995.75
Low	5,875.50	5,856.25	-19.25	-0.3%	5,844.75
Close	5,889.25	5,910.75	21.50	0.4%	5,910.25
Range	55.75	91.25	35.50	63.7%	151.00
ATR	66.29	68.07	1.78	2.7%	0.00
Volume	229,005	389,618	160,613	70.1%	1,500,224

Daily Pivots for day following 02-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,178.50	6,136.00	5,961.00
R3	6,087.25	6,044.75	5,935.75
R2	5,996.00	5,996.00	5,927.50
R1	5,953.50	5,953.50	5,919.00	5,929.00
PP	5,904.75	5,904.75	5,904.75	5,892.75
S1	5,862.25	5,862.25	5,902.50	5,838.00
S2	5,813.50	5,813.50	5,894.00
S3	5,722.25	5,771.00	5,885.75
S4	5,631.00	5,679.75	5,860.50

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,370.00	6,291.00	5,993.25
R3	6,219.00	6,140.00	5,951.75
R2	6,068.00	6,068.00	5,938.00
R1	5,989.00	5,989.00	5,924.00	5,953.00
PP	5,917.00	5,917.00	5,917.00	5,899.00
S1	5,838.00	5,838.00	5,896.50	5,802.00
S2	5,766.00	5,766.00	5,882.50
S3	5,615.00	5,687.00	5,868.75
S4	5,464.00	5,536.00	5,827.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,995.75	5,844.75	151.00	2.6%	86.00	1.5%	44%	False	False	355,405
10	5,995.75	5,844.75	151.00	2.6%	62.25	1.1%	44%	False	False	291,916
20	5,995.75	5,580.00	415.75	7.0%	60.75	1.0%	80%	False	False	275,643
40	5,995.75	5,560.25	435.50	7.4%	77.50	1.3%	80%	False	False	313,941
60	5,995.75	5,557.00	438.75	7.4%	67.00	1.1%	81%	False	False	209,889
80	5,995.75	5,353.75	642.00	10.9%	60.25	1.0%	87%	False	False	157,455
100	5,995.75	5,318.00	677.75	11.5%	57.00	1.0%	87%	False	False	125,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.10
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,335.25
2.618	6,186.50
1.618	6,095.25
1.000	6,038.75
0.618	6,004.00
HIGH	5,947.50
0.618	5,912.75
0.500	5,902.00
0.382	5,891.00
LOW	5,856.25
0.618	5,799.75
1.000	5,765.00
1.618	5,708.50
2.618	5,617.25
4.250	5,468.50

Fisher Pivots for day following 02-Aug-2017
Pivot	1 day	3 day
R1	5,907.75	5,907.75
PP	5,904.75	5,904.75
S1	5,902.00	5,902.00

Download as Excel Spreadsheet

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

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