E-mini NASDAQ-100 Future December 2017

Trading Metrics calculated at close of trading on 25-Oct-2017

Day Change Summary
	Previous	Current
	24-Oct-2017	25-Oct-2017	Change	Change %	Previous Week
Open	6,064.75	6,073.50	8.75	0.1%	6,101.50
High	6,092.50	6,087.50	-5.00	-0.1%	6,132.75
Low	6,057.00	6,011.00	-46.00	-0.8%	6,051.25
Close	6,079.50	6,064.50	-15.00	-0.2%	6,111.00
Range	35.50	76.50	41.00	115.5%	81.50
ATR	45.83	48.02	2.19	4.8%	0.00
Volume	235,526	436,671	201,145	85.4%	1,056,864

Daily Pivots for day following 25-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,283.75	6,250.75	6,106.50
R3	6,207.25	6,174.25	6,085.50
R2	6,130.75	6,130.75	6,078.50
R1	6,097.75	6,097.75	6,071.50	6,076.00
PP	6,054.25	6,054.25	6,054.25	6,043.50
S1	6,021.25	6,021.25	6,057.50	5,999.50
S2	5,977.75	5,977.75	6,050.50
S3	5,901.25	5,944.75	6,043.50
S4	5,824.75	5,868.25	6,022.50

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,342.75	6,308.50	6,155.75
R3	6,261.25	6,227.00	6,133.50
R2	6,179.75	6,179.75	6,126.00
R1	6,145.50	6,145.50	6,118.50	6,162.50
PP	6,098.25	6,098.25	6,098.25	6,107.00
S1	6,064.00	6,064.00	6,103.50	6,081.00
S2	6,016.75	6,016.75	6,096.00
S3	5,935.25	5,982.50	6,088.50
S4	5,853.75	5,901.00	6,066.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,129.50	6,011.00	118.50	2.0%	57.75	1.0%	45%	False	True	294,901
10	6,132.75	6,011.00	121.75	2.0%	42.50	0.7%	44%	False	True	235,555
20	6,132.75	5,911.25	221.50	3.7%	42.00	0.7%	69%	False	False	233,819
40	6,132.75	5,842.00	290.75	4.8%	50.25	0.8%	77%	False	False	223,288
60	6,132.75	5,760.00	372.75	6.1%	57.00	0.9%	82%	False	False	149,318
80	6,132.75	5,568.25	564.50	9.3%	57.75	1.0%	88%	False	False	112,105
100	6,132.75	5,568.25	564.50	9.3%	63.50	1.0%	88%	False	False	89,748

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	8.58
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	6,412.50
2.618	6,287.75
1.618	6,211.25
1.000	6,164.00
0.618	6,134.75
HIGH	6,087.50
0.618	6,058.25
0.500	6,049.25
0.382	6,040.25
LOW	6,011.00
0.618	5,963.75
1.000	5,934.50
1.618	5,887.25
2.618	5,810.75
4.250	5,686.00

Fisher Pivots for day following 25-Oct-2017
Pivot	1 day	3 day
R1	6,059.50	6,069.50
PP	6,054.25	6,067.75
S1	6,049.25	6,066.25

Download as Excel Spreadsheet

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

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