E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 29-Aug-2017

Day Change Summary
	Previous	Current
	28-Aug-2017	29-Aug-2017	Change	Change %	Previous Week
Open	5,819.75	5,820.00	0.25	0.0%	5,805.00
High	5,856.00	5,875.50	19.50	0.3%	5,884.00
Low	5,801.25	5,777.25	-24.00	-0.4%	5,752.25
Close	5,844.75	5,869.75	25.00	0.4%	5,825.00
Range	54.75	98.25	43.50	79.5%	131.75
ATR	68.75	70.86	2.11	3.1%	0.00
Volume	216,424	334,338	117,914	54.5%	1,642,901

Daily Pivots for day following 29-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,135.50	6,101.00	5,923.75
R3	6,037.25	6,002.75	5,896.75
R2	5,939.00	5,939.00	5,887.75
R1	5,904.50	5,904.50	5,878.75	5,921.75
PP	5,840.75	5,840.75	5,840.75	5,849.50
S1	5,806.25	5,806.25	5,860.75	5,823.50
S2	5,742.50	5,742.50	5,851.75
S3	5,644.25	5,708.00	5,842.75
S4	5,546.00	5,609.75	5,815.75

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	5,777.25	106.75	1.8%	64.75	1.1%	87%	False	True	305,077
10	5,949.50	5,752.25	197.25	3.4%	72.50	1.2%	60%	False	False	344,278
20	5,972.75	5,752.25	220.50	3.8%	71.75	1.2%	53%	False	False	334,038
40	5,995.75	5,560.25	435.50	7.4%	66.75	1.1%	71%	False	False	304,907
60	5,995.75	5,560.25	435.50	7.4%	74.75	1.3%	71%	False	False	314,297
80	5,995.75	5,557.00	438.75	7.5%	67.50	1.1%	71%	False	False	236,059
100	5,995.75	5,353.75	642.00	10.9%	62.25	1.1%	80%	False	False	188,878
120	5,995.75	5,318.00	677.75	11.5%	59.00	1.0%	81%	False	False	157,422

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.38
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,293.00
2.618	6,132.75
1.618	6,034.50
1.000	5,973.75
0.618	5,936.25
HIGH	5,875.50
0.618	5,838.00
0.500	5,826.50
0.382	5,814.75
LOW	5,777.25
0.618	5,716.50
1.000	5,679.00
1.618	5,618.25
2.618	5,520.00
4.250	5,359.75

Fisher Pivots for day following 29-Aug-2017
Pivot	1 day	3 day
R1	5,855.25	5,855.25
PP	5,840.75	5,840.75
S1	5,826.50	5,826.50

Download as Excel Spreadsheet

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

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