E-mini NASDAQ-100 Future December 2017

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	6,065.00	6,092.00	27.00	0.4%	6,109.50
High	6,096.25	6,225.75	129.50	2.1%	6,225.75
Low	6,035.00	6,078.75	43.75	0.7%	6,011.00
Close	6,084.75	6,215.25	130.50	2.1%	6,215.25
Range	61.25	147.00	85.75	140.0%	214.75
ATR	48.97	55.97	7.00	14.3%	0.00
Volume	320,283	435,844	115,561	36.1%	1,676,206

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,614.25	6,561.75	6,296.00
R3	6,467.25	6,414.75	6,255.75
R2	6,320.25	6,320.25	6,242.25
R1	6,267.75	6,267.75	6,228.75	6,294.00
PP	6,173.25	6,173.25	6,173.25	6,186.50
S1	6,120.75	6,120.75	6,201.75	6,147.00
S2	6,026.25	6,026.25	6,188.25
S3	5,879.25	5,973.75	6,174.75
S4	5,732.25	5,826.75	6,134.50

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,795.00	6,719.75	6,333.25
R3	6,580.25	6,505.00	6,274.25
R2	6,365.50	6,365.50	6,254.50
R1	6,290.25	6,290.25	6,235.00	6,328.00
PP	6,150.75	6,150.75	6,150.75	6,169.50
S1	6,075.50	6,075.50	6,195.50	6,113.00
S2	5,936.00	5,936.00	6,176.00
S3	5,721.25	5,860.75	6,156.25
S4	5,506.50	5,646.00	6,097.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,225.75	6,011.00	214.75	3.5%	77.50	1.2%	95%	True	False	335,241
10	6,225.75	6,011.00	214.75	3.5%	56.50	0.9%	95%	True	False	273,307
20	6,225.75	5,958.50	267.25	4.3%	48.00	0.8%	96%	True	False	244,437
40	6,225.75	5,842.00	383.75	6.2%	52.00	0.8%	97%	True	False	242,050
60	6,225.75	5,760.00	465.75	7.5%	58.25	0.9%	98%	True	False	161,891
80	6,225.75	5,599.50	626.25	10.1%	58.25	0.9%	98%	True	False	121,543
100	6,225.75	5,568.25	657.50	10.6%	64.75	1.0%	98%	True	False	97,309

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	11.10
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	6,850.50
2.618	6,610.50
1.618	6,463.50
1.000	6,372.75
0.618	6,316.50
HIGH	6,225.75
0.618	6,169.50
0.500	6,152.25
0.382	6,135.00
LOW	6,078.75
0.618	5,988.00
1.000	5,931.75
1.618	5,841.00
2.618	5,694.00
4.250	5,454.00

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	6,194.25	6,183.00
PP	6,173.25	6,150.75
S1	6,152.25	6,118.50

Download as Excel Spreadsheet

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

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