E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 04-Aug-2017

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	5,911.25	5,889.00	-22.25	-0.4%	5,910.00
High	5,924.50	5,912.00	-12.50	-0.2%	5,947.50
Low	5,877.25	5,874.25	-3.00	-0.1%	5,856.25
Close	5,890.00	5,898.00	8.00	0.1%	5,898.00
Range	47.25	37.75	-9.50	-20.1%	91.25
ATR	66.58	64.52	-2.06	-3.1%	0.00
Volume	289,423	256,730	-32,693	-11.3%	1,445,259

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,008.00	5,990.75	5,918.75
R3	5,970.25	5,953.00	5,908.50
R2	5,932.50	5,932.50	5,905.00
R1	5,915.25	5,915.25	5,901.50	5,924.00
PP	5,894.75	5,894.75	5,894.75	5,899.00
S1	5,877.50	5,877.50	5,894.50	5,886.00
S2	5,857.00	5,857.00	5,891.00
S3	5,819.25	5,839.75	5,887.50
S4	5,781.50	5,802.00	5,877.25

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,174.25	6,127.50	5,948.25
R3	6,083.00	6,036.25	5,923.00
R2	5,991.75	5,991.75	5,914.75
R1	5,945.00	5,945.00	5,906.25	5,922.75
PP	5,900.50	5,900.50	5,900.50	5,889.50
S1	5,853.75	5,853.75	5,889.75	5,831.50
S2	5,809.25	5,809.25	5,881.25
S3	5,718.00	5,762.50	5,873.00
S4	5,626.75	5,671.25	5,847.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,947.50	5,856.25	91.25	1.5%	59.00	1.0%	46%	False	False	289,051
10	5,995.75	5,844.75	151.00	2.6%	62.50	1.1%	35%	False	False	294,548
20	5,995.75	5,650.00	345.75	5.9%	57.25	1.0%	72%	False	False	271,075
40	5,995.75	5,560.25	435.50	7.4%	77.50	1.3%	78%	False	False	324,748
60	5,995.75	5,557.00	438.75	7.4%	67.50	1.1%	78%	False	False	218,984
80	5,995.75	5,353.75	642.00	10.9%	60.00	1.0%	85%	False	False	164,279
100	5,995.75	5,318.00	677.75	11.5%	57.50	1.0%	86%	False	False	131,456

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	14.95
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,072.50
2.618	6,010.75
1.618	5,973.00
1.000	5,949.75
0.618	5,935.25
HIGH	5,912.00
0.618	5,897.50
0.500	5,893.00
0.382	5,888.75
LOW	5,874.25
0.618	5,851.00
1.000	5,836.50
1.618	5,813.25
2.618	5,775.50
4.250	5,713.75

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	5,896.50	5,902.00
PP	5,894.75	5,900.50
S1	5,893.00	5,899.25

Download as Excel Spreadsheet

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

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