E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 17-Aug-2017

Day Change Summary
	Previous	Current
	16-Aug-2017	17-Aug-2017	Change	Change %	Previous Week
Open	5,915.25	5,920.00	4.75	0.1%	5,900.00
High	5,949.50	5,923.75	-25.75	-0.4%	5,972.75
Low	5,902.00	5,786.50	-115.50	-2.0%	5,761.00
Close	5,923.50	5,800.25	-123.25	-2.1%	5,838.25
Range	47.50	137.25	89.75	188.9%	211.75
ATR	68.13	73.06	4.94	7.2%	0.00
Volume	293,910	511,900	217,990	74.2%	1,790,849

Daily Pivots for day following 17-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,248.50	6,161.75	5,875.75
R3	6,111.25	6,024.50	5,838.00
R2	5,974.00	5,974.00	5,825.50
R1	5,887.25	5,887.25	5,812.75	5,862.00
PP	5,836.75	5,836.75	5,836.75	5,824.25
S1	5,750.00	5,750.00	5,787.75	5,724.75
S2	5,699.50	5,699.50	5,775.00
S3	5,562.25	5,612.75	5,762.50
S4	5,425.00	5,475.50	5,724.75

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,492.50	6,377.25	5,954.75
R3	6,280.75	6,165.50	5,896.50
R2	6,069.00	6,069.00	5,877.00
R1	5,953.75	5,953.75	5,857.75	5,905.50
PP	5,857.25	5,857.25	5,857.25	5,833.25
S1	5,742.00	5,742.00	5,818.75	5,693.75
S2	5,645.50	5,645.50	5,799.50
S3	5,433.75	5,530.25	5,780.00
S4	5,222.00	5,318.50	5,721.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,949.50	5,761.00	188.50	3.2%	79.75	1.4%	21%	False	False	342,386
10	5,972.75	5,761.00	211.75	3.7%	76.00	1.3%	19%	False	False	336,475
20	5,995.75	5,761.00	234.75	4.0%	69.50	1.2%	17%	False	False	315,399
40	5,995.75	5,560.25	435.50	7.5%	72.75	1.3%	55%	False	False	307,653
60	5,995.75	5,560.25	435.50	7.5%	71.25	1.2%	55%	False	False	270,719
80	5,995.75	5,540.50	455.25	7.8%	64.25	1.1%	57%	False	False	203,115
100	5,995.75	5,353.75	642.00	11.1%	60.25	1.0%	70%	False	False	162,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.90
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,507.00
2.618	6,283.00
1.618	6,145.75
1.000	6,061.00
0.618	6,008.50
HIGH	5,923.75
0.618	5,871.25
0.500	5,855.00
0.382	5,839.00
LOW	5,786.50
0.618	5,701.75
1.000	5,649.25
1.618	5,564.50
2.618	5,427.25
4.250	5,203.25

Fisher Pivots for day following 17-Aug-2017
Pivot	1 day	3 day
R1	5,855.00	5,868.00
PP	5,836.75	5,845.50
S1	5,818.50	5,822.75

Download as Excel Spreadsheet

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

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