E-mini NASDAQ-100 Future December 2017

Trading Metrics calculated at close of trading on 15-Sep-2017

Day Change Summary
	Previous	Current
	14-Sep-2017	15-Sep-2017	Change	Change %	Previous Week
Open	6,006.75	5,971.75	-35.00	-0.6%	5,943.75
High	6,009.25	6,015.75	6.50	0.1%	6,015.75
Low	5,968.75	5,947.00	-21.75	-0.4%	5,942.00
Close	5,970.75	5,995.25	24.50	0.4%	5,995.25
Range	40.50	68.75	28.25	69.8%	73.75
ATR	61.76	62.26	0.50	0.8%	0.00
Volume	283,913	268,013	-15,900	-5.6%	1,338,638

Daily Pivots for day following 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,192.25	6,162.50	6,033.00
R3	6,123.50	6,093.75	6,014.25
R2	6,054.75	6,054.75	6,007.75
R1	6,025.00	6,025.00	6,001.50	6,040.00
PP	5,986.00	5,986.00	5,986.00	5,993.50
S1	5,956.25	5,956.25	5,989.00	5,971.00
S2	5,917.25	5,917.25	5,982.75
S3	5,848.50	5,887.50	5,976.25
S4	5,779.75	5,818.75	5,957.50

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,205.50	6,174.25	6,035.75
R3	6,131.75	6,100.50	6,015.50
R2	6,058.00	6,058.00	6,008.75
R1	6,026.75	6,026.75	6,002.00	6,042.50
PP	5,984.25	5,984.25	5,984.25	5,992.25
S1	5,953.00	5,953.00	5,988.50	5,968.50
S2	5,910.50	5,910.50	5,981.75
S3	5,836.75	5,879.25	5,975.00
S4	5,763.00	5,805.50	5,954.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,015.75	5,942.00	73.75	1.2%	46.50	0.8%	72%	True	False	267,727
10	6,026.25	5,897.00	129.25	2.2%	54.25	0.9%	76%	False	False	169,714
20	6,026.25	5,760.00	266.25	4.4%	61.00	1.0%	88%	False	False	85,814
40	6,026.25	5,760.00	266.25	4.4%	64.50	1.1%	88%	False	False	43,386
60	6,026.25	5,568.25	458.00	7.6%	67.50	1.1%	93%	False	False	29,073

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	13.35
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,308.00
2.618	6,195.75
1.618	6,127.00
1.000	6,084.50
0.618	6,058.25
HIGH	6,015.75
0.618	5,989.50
0.500	5,981.50
0.382	5,973.25
LOW	5,947.00
0.618	5,904.50
1.000	5,878.25
1.618	5,835.75
2.618	5,767.00
4.250	5,654.75

Fisher Pivots for day following 15-Sep-2017
Pivot	1 day	3 day
R1	5,990.50	5,990.50
PP	5,986.00	5,986.00
S1	5,981.50	5,981.50

Download as Excel Spreadsheet

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

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