E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 28-Aug-2017

Day Change Summary
	Previous	Current
	25-Aug-2017	28-Aug-2017	Change	Change %	Previous Week
Open	5,845.25	5,819.75	-25.50	-0.4%	5,805.00
High	5,874.00	5,856.00	-18.00	-0.3%	5,884.00
Low	5,816.50	5,801.25	-15.25	-0.3%	5,752.25
Close	5,825.00	5,844.75	19.75	0.3%	5,825.00
Range	57.50	54.75	-2.75	-4.8%	131.75
ATR	69.83	68.75	-1.08	-1.5%	0.00
Volume	300,167	216,424	-83,743	-27.9%	1,642,901

Daily Pivots for day following 28-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,998.25	5,976.25	5,874.75
R3	5,943.50	5,921.50	5,859.75
R2	5,888.75	5,888.75	5,854.75
R1	5,866.75	5,866.75	5,849.75	5,877.75
PP	5,834.00	5,834.00	5,834.00	5,839.50
S1	5,812.00	5,812.00	5,839.75	5,823.00
S2	5,779.25	5,779.25	5,834.75
S3	5,724.50	5,757.25	5,829.75
S4	5,669.75	5,702.50	5,814.75

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,215.75	6,152.00	5,897.50
R3	6,084.00	6,020.25	5,861.25
R2	5,952.25	5,952.25	5,849.25
R1	5,888.50	5,888.50	5,837.00	5,920.50
PP	5,820.50	5,820.50	5,820.50	5,836.25
S1	5,756.75	5,756.75	5,813.00	5,788.50
S2	5,688.75	5,688.75	5,800.75
S3	5,557.00	5,625.00	5,788.75
S4	5,425.25	5,493.25	5,752.50

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	5,794.25	89.75	1.5%	62.75	1.1%	56%	False	False	299,788
10	5,949.50	5,752.25	197.25	3.4%	67.50	1.2%	47%	False	False	335,827
20	5,972.75	5,752.25	220.50	3.8%	69.75	1.2%	42%	False	False	328,772
40	5,995.75	5,560.25	435.50	7.5%	67.00	1.1%	65%	False	False	302,365
60	5,995.75	5,560.25	435.50	7.5%	73.50	1.3%	65%	False	False	308,816
80	5,995.75	5,557.00	438.75	7.5%	66.75	1.1%	66%	False	False	231,882
100	5,995.75	5,353.75	642.00	11.0%	61.75	1.1%	76%	False	False	185,537
120	5,995.75	5,318.00	677.75	11.6%	58.50	1.0%	78%	False	False	154,635

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	False
Bear Hook	False
Bull Hook	False
Stretch	14.90
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,088.75
2.618	5,999.25
1.618	5,944.50
1.000	5,910.75
0.618	5,889.75
HIGH	5,856.00
0.618	5,835.00
0.500	5,828.50
0.382	5,822.25
LOW	5,801.25
0.618	5,767.50
1.000	5,746.50
1.618	5,712.75
2.618	5,658.00
4.250	5,568.50

Fisher Pivots for day following 28-Aug-2017
Pivot	1 day	3 day
R1	5,839.50	5,842.50
PP	5,834.00	5,840.00
S1	5,828.50	5,837.75

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

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