E-mini NASDAQ-100 Future December 2017

Trading Metrics calculated at close of trading on 19-Oct-2017

Day Change Summary
	Previous	Current
	18-Oct-2017	19-Oct-2017	Change	Change %	Previous Week
Open	6,122.25	6,121.25	-1.00	0.0%	6,062.50
High	6,132.75	6,121.75	-11.00	-0.2%	6,104.00
Low	6,108.00	6,051.25	-56.75	-0.9%	6,039.00
Close	6,119.25	6,097.75	-21.50	-0.4%	6,099.75
Range	24.75	70.50	45.75	184.8%	65.00
ATR	43.56	45.49	1.92	4.4%	0.00
Volume	180,414	332,212	151,798	84.1%	954,225

Daily Pivots for day following 19-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,301.75	6,270.25	6,136.50
R3	6,231.25	6,199.75	6,117.25
R2	6,160.75	6,160.75	6,110.75
R1	6,129.25	6,129.25	6,104.25	6,109.75
PP	6,090.25	6,090.25	6,090.25	6,080.50
S1	6,058.75	6,058.75	6,091.25	6,039.25
S2	6,019.75	6,019.75	6,084.75
S3	5,949.25	5,988.25	6,078.25
S4	5,878.75	5,917.75	6,059.00

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,276.00	6,252.75	6,135.50
R3	6,211.00	6,187.75	6,117.50
R2	6,146.00	6,146.00	6,111.75
R1	6,122.75	6,122.75	6,105.75	6,134.50
PP	6,081.00	6,081.00	6,081.00	6,086.75
S1	6,057.75	6,057.75	6,093.75	6,069.50
S2	6,016.00	6,016.00	6,087.75
S3	5,951.00	5,992.75	6,082.00
S4	5,886.00	5,927.75	6,064.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,132.75	6,051.25	81.50	1.3%	35.00	0.6%	57%	False	True	202,635
10	6,132.75	6,037.50	95.25	1.6%	35.00	0.6%	63%	False	False	202,148
20	6,132.75	5,842.00	290.75	4.8%	44.75	0.7%	88%	False	False	247,366
40	6,132.75	5,784.50	348.25	5.7%	51.75	0.8%	90%	False	False	194,899
60	6,132.75	5,760.00	372.75	6.1%	59.00	1.0%	91%	False	False	130,341
80	6,132.75	5,568.25	564.50	9.3%	61.00	1.0%	94%	False	False	97,862
100	6,132.75	5,568.25	564.50	9.3%	63.00	1.0%	94%	False	False	78,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.98
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	6,421.50
2.618	6,306.25
1.618	6,235.75
1.000	6,192.25
0.618	6,165.25
HIGH	6,121.75
0.618	6,094.75
0.500	6,086.50
0.382	6,078.25
LOW	6,051.25
0.618	6,007.75
1.000	5,980.75
1.618	5,937.25
2.618	5,866.75
4.250	5,751.50

Fisher Pivots for day following 19-Oct-2017
Pivot	1 day	3 day
R1	6,094.00	6,095.75
PP	6,090.25	6,094.00
S1	6,086.50	6,092.00

Download as Excel Spreadsheet

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

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