E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 01-Sep-2017

Day Change Summary
	Previous	Current
	31-Aug-2017	01-Sep-2017	Change	Change %	Previous Week
Open	5,936.25	5,994.00	57.75	1.0%	5,819.75
High	5,998.00	6,019.75	21.75	0.4%	6,019.75
Low	5,932.50	5,973.25	40.75	0.7%	5,777.25
Close	5,990.75	5,988.25	-2.50	0.0%	5,988.25
Range	65.50	46.50	-19.00	-29.0%	242.50
ATR	71.18	69.42	-1.76	-2.5%	0.00
Volume	273,833	229,855	-43,978	-16.1%	1,328,421

Daily Pivots for day following 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,133.25	6,107.25	6,013.75
R3	6,086.75	6,060.75	6,001.00
R2	6,040.25	6,040.25	5,996.75
R1	6,014.25	6,014.25	5,992.50	6,004.00
PP	5,993.75	5,993.75	5,993.75	5,988.50
S1	5,967.75	5,967.75	5,984.00	5,957.50
S2	5,947.25	5,947.25	5,979.75
S3	5,900.75	5,921.25	5,975.50
S4	5,854.25	5,874.75	5,962.75

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,656.00	6,564.50	6,121.50
R3	6,413.50	6,322.00	6,055.00
R2	6,171.00	6,171.00	6,032.75
R1	6,079.50	6,079.50	6,010.50	6,125.25
PP	5,928.50	5,928.50	5,928.50	5,951.25
S1	5,837.00	5,837.00	5,966.00	5,882.75
S2	5,686.00	5,686.00	5,943.75
S3	5,443.50	5,594.50	5,921.50
S4	5,201.00	5,352.00	5,855.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,019.75	5,777.25	242.50	4.0%	69.25	1.2%	87%	True	False	265,684
10	6,019.75	5,752.25	267.50	4.5%	67.00	1.1%	88%	True	False	297,132
20	6,019.75	5,752.25	267.50	4.5%	72.75	1.2%	88%	True	False	326,133
40	6,019.75	5,650.00	369.75	6.2%	65.00	1.1%	91%	True	False	298,604
60	6,019.75	5,560.25	459.50	7.7%	76.00	1.3%	93%	True	False	325,209
80	6,019.75	5,557.00	462.75	7.7%	68.75	1.1%	93%	True	False	245,771
100	6,019.75	5,353.75	666.00	11.1%	62.50	1.0%	95%	True	False	196,649
120	6,019.75	5,318.00	701.75	11.7%	60.00	1.0%	96%	True	False	163,902

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	16.88
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,217.50
2.618	6,141.50
1.618	6,095.00
1.000	6,066.25
0.618	6,048.50
HIGH	6,019.75
0.618	6,002.00
0.500	5,996.50
0.382	5,991.00
LOW	5,973.25
0.618	5,944.50
1.000	5,926.75
1.618	5,898.00
2.618	5,851.50
4.250	5,775.50

Fisher Pivots for day following 01-Sep-2017
Pivot	1 day	3 day
R1	5,996.50	5,972.50
PP	5,993.75	5,956.75
S1	5,991.00	5,941.00

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

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