E-mini NASDAQ-100 Future December 2017

Trading Metrics calculated at close of trading on 04-Oct-2017

Day Change Summary
	Previous	Current
	03-Oct-2017	04-Oct-2017	Change	Change %	Previous Week
Open	5,985.50	5,999.00	13.50	0.2%	5,930.75
High	6,004.75	6,015.50	10.75	0.2%	5,985.50
Low	5,978.75	5,979.50	0.75	0.0%	5,842.00
Close	5,998.00	6,004.00	6.00	0.1%	5,982.50
Range	26.00	36.00	10.00	38.5%	143.50
ATR	56.91	55.42	-1.49	-2.6%	0.00
Volume	207,901	236,714	28,813	13.9%	1,684,340

Daily Pivots for day following 04-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,107.75	6,091.75	6,023.75
R3	6,071.75	6,055.75	6,014.00
R2	6,035.75	6,035.75	6,010.50
R1	6,019.75	6,019.75	6,007.25	6,027.75
PP	5,999.75	5,999.75	5,999.75	6,003.50
S1	5,983.75	5,983.75	6,000.75	5,991.75
S2	5,963.75	5,963.75	5,997.50
S3	5,927.75	5,947.75	5,994.00
S4	5,891.75	5,911.75	5,984.25

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,367.25	6,318.25	6,061.50
R3	6,223.75	6,174.75	6,022.00
R2	6,080.25	6,080.25	6,008.75
R1	6,031.25	6,031.25	5,995.75	6,055.75
PP	5,936.75	5,936.75	5,936.75	5,949.00
S1	5,887.75	5,887.75	5,969.25	5,912.25
S2	5,793.25	5,793.25	5,956.25
S3	5,649.75	5,744.25	5,943.00
S4	5,506.25	5,600.75	5,903.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,015.50	5,911.25	104.25	1.7%	40.50	0.7%	89%	True	False	251,578
10	6,015.50	5,842.00	173.50	2.9%	53.75	0.9%	93%	True	False	301,452
20	6,018.25	5,842.00	176.25	2.9%	51.75	0.9%	92%	False	False	273,482
40	6,026.25	5,760.00	266.25	4.4%	62.75	1.0%	92%	False	False	138,420
60	6,026.25	5,720.00	306.25	5.1%	60.25	1.0%	93%	False	False	92,465
80	6,026.25	5,568.25	458.00	7.6%	65.75	1.1%	95%	False	False	69,448

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,168.50
2.618	6,109.75
1.618	6,073.75
1.000	6,051.50
0.618	6,037.75
HIGH	6,015.50
0.618	6,001.75
0.500	5,997.50
0.382	5,993.25
LOW	5,979.50
0.618	5,957.25
1.000	5,943.50
1.618	5,921.25
2.618	5,885.25
4.250	5,826.50

Fisher Pivots for day following 04-Oct-2017
Pivot	1 day	3 day
R1	6,001.75	5,998.25
PP	5,999.75	5,992.75
S1	5,997.50	5,987.00

Download as Excel Spreadsheet

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

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