E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 07-Aug-2017

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	5,889.00	5,900.00	11.00	0.2%	5,910.00
High	5,912.00	5,937.75	25.75	0.4%	5,947.50
Low	5,874.25	5,898.00	23.75	0.4%	5,856.25
Close	5,898.00	5,934.00	36.00	0.6%	5,898.00
Range	37.75	39.75	2.00	5.3%	91.25
ATR	64.52	62.75	-1.77	-2.7%	0.00
Volume	256,730	165,201	-91,529	-35.7%	1,445,259

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,042.50	6,028.00	5,955.75
R3	6,002.75	5,988.25	5,945.00
R2	5,963.00	5,963.00	5,941.25
R1	5,948.50	5,948.50	5,937.75	5,955.75
PP	5,923.25	5,923.25	5,923.25	5,927.00
S1	5,908.75	5,908.75	5,930.25	5,916.00
S2	5,883.50	5,883.50	5,926.75
S3	5,843.75	5,869.00	5,923.00
S4	5,804.00	5,829.25	5,912.25

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%	54.25	0.9%	85%	False	False	265,995
10	5,995.75	5,844.75	151.00	2.5%	61.50	1.0%	59%	False	False	291,566
20	5,995.75	5,667.50	328.25	5.5%	56.00	0.9%	81%	False	False	267,267
40	5,995.75	5,560.25	435.50	7.3%	72.50	1.2%	86%	False	False	311,748
60	5,995.75	5,557.00	438.75	7.4%	67.50	1.1%	86%	False	False	221,730
80	5,995.75	5,353.75	642.00	10.8%	60.00	1.0%	90%	False	False	166,343
100	5,995.75	5,318.00	677.75	11.4%	57.25	1.0%	91%	False	False	133,107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	13.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,106.75
2.618	6,041.75
1.618	6,002.00
1.000	5,977.50
0.618	5,962.25
HIGH	5,937.75
0.618	5,922.50
0.500	5,918.00
0.382	5,913.25
LOW	5,898.00
0.618	5,873.50
1.000	5,858.25
1.618	5,833.75
2.618	5,794.00
4.250	5,729.00

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	5,928.50	5,924.75
PP	5,923.25	5,915.25
S1	5,918.00	5,906.00

Download as Excel Spreadsheet

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

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