E-mini NASDAQ-100 Future December 2017

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

Day Change Summary
	Previous	Current
	28-Jun-2017	29-Jun-2017	Change	Change %	Previous Week
Open	5,681.75	5,778.00	96.25	1.7%	5,693.00
High	5,775.00	5,782.25	7.25	0.1%	5,822.75
Low	5,648.00	5,609.00	-39.00	-0.7%	5,692.75
Close	5,771.75	5,660.25	-111.50	-1.9%	5,820.50
Range	127.00	173.25	46.25	36.4%	130.00
ATR	72.54	79.74	7.19	9.9%	0.00
Volume	535	1,174	639	119.4%	1,659

Daily Pivots for day following 29-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,203.50	6,105.25	5,755.50
R3	6,030.25	5,932.00	5,708.00
R2	5,857.00	5,857.00	5,692.00
R1	5,758.75	5,758.75	5,676.25	5,721.25
PP	5,683.75	5,683.75	5,683.75	5,665.00
S1	5,585.50	5,585.50	5,644.25	5,548.00
S2	5,510.50	5,510.50	5,628.50
S3	5,337.25	5,412.25	5,612.50
S4	5,164.00	5,239.00	5,565.00

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,168.75	6,124.50	5,892.00
R3	6,038.75	5,994.50	5,856.25
R2	5,908.75	5,908.75	5,844.25
R1	5,864.50	5,864.50	5,832.50	5,886.50
PP	5,778.75	5,778.75	5,778.75	5,789.75
S1	5,734.50	5,734.50	5,808.50	5,756.50
S2	5,648.75	5,648.75	5,796.75
S3	5,518.75	5,604.50	5,784.75
S4	5,388.75	5,474.50	5,749.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,859.50	5,609.00	250.50	4.4%	109.50	1.9%	20%	False	True	651
10	5,859.50	5,609.00	250.50	4.4%	89.50	1.6%	20%	False	True	460
20	5,909.50	5,609.00	300.50	5.3%	81.50	1.4%	17%	False	True	264

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	16.43
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	6,518.50
2.618	6,235.75
1.618	6,062.50
1.000	5,955.50
0.618	5,889.25
HIGH	5,782.25
0.618	5,716.00
0.500	5,695.50
0.382	5,675.25
LOW	5,609.00
0.618	5,502.00
1.000	5,435.75
1.618	5,328.75
2.618	5,155.50
4.250	4,872.75

Fisher Pivots for day following 29-Jun-2017
Pivot	1 day	3 day
R1	5,695.50	5,700.00
PP	5,683.75	5,686.75
S1	5,672.00	5,673.50

Download as Excel Spreadsheet

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

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