E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 09-Aug-2017

Day Change Summary
	Previous	Current
	08-Aug-2017	09-Aug-2017	Change	Change %	Previous Week
Open	5,935.00	5,913.25	-21.75	-0.4%	5,910.00
High	5,972.75	5,924.50	-48.25	-0.8%	5,947.50
Low	5,907.50	5,861.75	-45.75	-0.8%	5,856.25
Close	5,918.00	5,922.50	4.50	0.1%	5,898.00
Range	65.25	62.75	-2.50	-3.8%	91.25
ATR	62.93	62.92	-0.01	0.0%	0.00
Volume	305,079	377,648	72,569	23.8%	1,445,259

Daily Pivots for day following 09-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,091.25	6,069.50	5,957.00
R3	6,028.50	6,006.75	5,939.75
R2	5,965.75	5,965.75	5,934.00
R1	5,944.00	5,944.00	5,928.25	5,955.00
PP	5,903.00	5,903.00	5,903.00	5,908.25
S1	5,881.25	5,881.25	5,916.75	5,892.00
S2	5,840.25	5,840.25	5,911.00
S3	5,777.50	5,818.50	5,905.25
S4	5,714.75	5,755.75	5,888.00

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	5,972.75	5,861.75	111.00	1.9%	50.50	0.9%	55%	False	True	278,816
10	5,995.75	5,844.75	151.00	2.5%	68.25	1.2%	51%	False	False	317,110
20	5,995.75	5,777.25	218.50	3.7%	55.75	0.9%	66%	False	False	274,114
40	5,995.75	5,560.25	435.50	7.4%	71.75	1.2%	83%	False	False	303,984
60	5,995.75	5,557.00	438.75	7.4%	68.75	1.2%	83%	False	False	233,100
80	5,995.75	5,382.25	613.50	10.4%	60.50	1.0%	88%	False	False	174,874
100	5,995.75	5,318.00	677.75	11.4%	58.25	1.0%	89%	False	False	139,933

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	15.98
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,191.25
2.618	6,088.75
1.618	6,026.00
1.000	5,987.25
0.618	5,963.25
HIGH	5,924.50
0.618	5,900.50
0.500	5,893.00
0.382	5,885.75
LOW	5,861.75
0.618	5,823.00
1.000	5,799.00
1.618	5,760.25
2.618	5,697.50
4.250	5,595.00

Fisher Pivots for day following 09-Aug-2017
Pivot	1 day	3 day
R1	5,912.75	5,920.75
PP	5,903.00	5,919.00
S1	5,893.00	5,917.25

Download as Excel Spreadsheet

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

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