E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 12-Sep-2017

Day Change Summary
	Previous	Current
	11-Sep-2017	12-Sep-2017	Change	Change %	Previous Week
Open	5,928.75	5,981.25	52.50	0.9%	5,956.50
High	5,991.75	6,004.00	12.25	0.2%	5,984.75
Low	5,928.75	5,967.50	38.75	0.7%	5,889.50
Close	5,982.50	5,996.50	14.00	0.2%	5,916.25
Range	63.00	36.50	-26.50	-42.1%	95.25
ATR	69.10	66.77	-2.33	-3.4%	0.00
Volume	160,000	125,609	-34,391	-21.5%	1,313,915

Daily Pivots for day following 12-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,098.75	6,084.25	6,016.50
R3	6,062.25	6,047.75	6,006.50
R2	6,025.75	6,025.75	6,003.25
R1	6,011.25	6,011.25	5,999.75	6,018.50
PP	5,989.25	5,989.25	5,989.25	5,993.00
S1	5,974.75	5,974.75	5,993.25	5,982.00
S2	5,952.75	5,952.75	5,989.75
S3	5,916.25	5,938.25	5,986.50
S4	5,879.75	5,901.75	5,976.50

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,216.00	6,161.25	5,968.75
R3	6,120.75	6,066.00	5,942.50
R2	6,025.50	6,025.50	5,933.75
R1	5,970.75	5,970.75	5,925.00	5,950.50
PP	5,930.25	5,930.25	5,930.25	5,920.00
S1	5,875.50	5,875.50	5,907.50	5,855.25
S2	5,835.00	5,835.00	5,898.75
S3	5,739.75	5,780.25	5,890.00
S4	5,644.50	5,685.00	5,863.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,004.00	5,907.50	96.50	1.6%	54.00	0.9%	92%	True	False	222,774
10	6,019.75	5,777.25	242.50	4.0%	65.75	1.1%	90%	False	False	271,152
20	6,019.75	5,752.25	267.50	4.5%	66.50	1.1%	91%	False	False	303,489
40	6,019.75	5,752.25	267.50	4.5%	66.00	1.1%	91%	False	False	301,670
60	6,019.75	5,560.25	459.50	7.7%	71.00	1.2%	95%	False	False	303,545
80	6,019.75	5,560.25	459.50	7.7%	68.75	1.1%	95%	False	False	265,730
100	6,019.75	5,433.75	586.00	9.8%	63.50	1.1%	96%	False	False	212,639
120	6,019.75	5,320.00	699.75	11.7%	60.50	1.0%	97%	False	False	177,228

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	16.13
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	6,159.00
2.618	6,099.50
1.618	6,063.00
1.000	6,040.50
0.618	6,026.50
HIGH	6,004.00
0.618	5,990.00
0.500	5,985.75
0.382	5,981.50
LOW	5,967.50
0.618	5,945.00
1.000	5,931.00
1.618	5,908.50
2.618	5,872.00
4.250	5,812.50

Fisher Pivots for day following 12-Sep-2017
Pivot	1 day	3 day
R1	5,993.00	5,983.00
PP	5,989.25	5,969.25
S1	5,985.75	5,955.75

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

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