E-mini NASDAQ-100 Future March 2018

Trading Metrics calculated at close of trading on 12-Jan-2018

Day Change Summary
	Previous	Current
	11-Jan-2018	12-Jan-2018	Change	Change %	Previous Week
Open	6,676.50	6,725.50	49.00	0.7%	6,667.75
High	6,728.75	6,777.75	49.00	0.7%	6,777.75
Low	6,664.25	6,703.25	39.00	0.6%	6,628.25
Close	6,726.50	6,775.25	48.75	0.7%	6,775.25
Range	64.50	74.50	10.00	15.5%	149.50
ATR	60.95	61.92	0.97	1.6%	0.00
Volume	228,872	288,871	59,999	26.2%	1,308,943

Daily Pivots for day following 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	6,975.50	6,950.00	6,816.25
R3	6,901.00	6,875.50	6,795.75
R2	6,826.50	6,826.50	6,789.00
R1	6,801.00	6,801.00	6,782.00	6,813.75
PP	6,752.00	6,752.00	6,752.00	6,758.50
S1	6,726.50	6,726.50	6,768.50	6,739.25
S2	6,677.50	6,677.50	6,761.50
S3	6,603.00	6,652.00	6,754.75
S4	6,528.50	6,577.50	6,734.25

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,175.50	7,125.00	6,857.50
R3	7,026.00	6,975.50	6,816.25
R2	6,876.50	6,876.50	6,802.75
R1	6,826.00	6,826.00	6,789.00	6,851.25
PP	6,727.00	6,727.00	6,727.00	6,739.75
S1	6,676.50	6,676.50	6,761.50	6,701.75
S2	6,577.50	6,577.50	6,747.75
S3	6,428.00	6,527.00	6,734.25
S4	6,278.50	6,377.50	6,693.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,777.75	6,628.25	149.50	2.2%	55.00	0.8%	98%	True	False	261,788
10	6,777.75	6,383.25	394.50	5.8%	67.50	1.0%	99%	True	False	247,141
20	6,777.75	6,383.25	394.50	5.8%	60.00	0.9%	99%	True	False	231,025
40	6,777.75	6,247.00	530.75	7.8%	64.75	1.0%	100%	True	False	147,167
60	6,777.75	6,024.00	753.75	11.1%	62.50	0.9%	100%	True	False	98,354
80	6,777.75	5,853.25	924.50	13.6%	58.25	0.9%	100%	True	False	73,876

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	12.05
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,094.50
2.618	6,972.75
1.618	6,898.25
1.000	6,852.25
0.618	6,823.75
HIGH	6,777.75
0.618	6,749.25
0.500	6,740.50
0.382	6,731.75
LOW	6,703.25
0.618	6,657.25
1.000	6,628.75
1.618	6,582.75
2.618	6,508.25
4.250	6,386.50

Fisher Pivots for day following 12-Jan-2018
Pivot	1 day	3 day
R1	6,763.75	6,751.25
PP	6,752.00	6,727.00
S1	6,740.50	6,703.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols