E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 24-Aug-2017

Day Change Summary
	Previous	Current
	23-Aug-2017	24-Aug-2017	Change	Change %	Previous Week
Open	5,878.25	5,845.75	-32.50	-0.6%	5,837.25
High	5,884.00	5,874.25	-9.75	-0.2%	5,949.50
Low	5,841.50	5,803.25	-38.25	-0.7%	5,772.50
Close	5,848.00	5,840.50	-7.50	-0.1%	5,801.25
Range	42.50	71.00	28.50	67.1%	177.00
ATR	70.76	70.77	0.02	0.0%	0.00
Volume	301,682	372,774	71,092	23.6%	1,760,491

Daily Pivots for day following 24-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,052.25	6,017.50	5,879.50
R3	5,981.25	5,946.50	5,860.00
R2	5,910.25	5,910.25	5,853.50
R1	5,875.50	5,875.50	5,847.00	5,857.50
PP	5,839.25	5,839.25	5,839.25	5,830.25
S1	5,804.50	5,804.50	5,834.00	5,786.50
S2	5,768.25	5,768.25	5,827.50
S3	5,697.25	5,733.50	5,821.00
S4	5,626.25	5,662.50	5,801.50

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,372.00	6,263.75	5,898.50
R3	6,195.00	6,086.75	5,850.00
R2	6,018.00	6,018.00	5,833.75
R1	5,909.75	5,909.75	5,817.50	5,875.50
PP	5,841.00	5,841.00	5,841.00	5,824.00
S1	5,732.75	5,732.75	5,785.00	5,698.50
S2	5,664.00	5,664.00	5,768.75
S3	5,487.00	5,555.75	5,752.50
S4	5,310.00	5,378.75	5,704.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,884.00	5,752.25	131.75	2.3%	65.75	1.1%	67%	False	False	357,209
10	5,949.50	5,752.25	197.25	3.4%	72.75	1.2%	45%	False	False	349,797
20	5,972.75	5,752.25	220.50	3.8%	70.75	1.2%	40%	False	False	333,890
40	5,995.75	5,560.25	435.50	7.5%	70.25	1.2%	64%	False	False	312,981
60	5,995.75	5,560.25	435.50	7.5%	73.50	1.3%	64%	False	False	300,397
80	5,995.75	5,557.00	438.75	7.5%	66.00	1.1%	65%	False	False	225,431
100	5,995.75	5,353.75	642.00	11.0%	61.75	1.1%	76%	False	False	180,376
120	5,995.75	5,318.00	677.75	11.6%	58.00	1.0%	77%	False	False	150,331

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	10.98
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,176.00
2.618	6,060.25
1.618	5,989.25
1.000	5,945.25
0.618	5,918.25
HIGH	5,874.25
0.618	5,847.25
0.500	5,838.75
0.382	5,830.25
LOW	5,803.25
0.618	5,759.25
1.000	5,732.25
1.618	5,688.25
2.618	5,617.25
4.250	5,501.50

Fisher Pivots for day following 24-Aug-2017
Pivot	1 day	3 day
R1	5,840.00	5,840.00
PP	5,839.25	5,839.50
S1	5,838.75	5,839.00

Download as Excel Spreadsheet

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

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