E-mini NASDAQ-100 Future March 2018

Trading Metrics calculated at close of trading on 31-Jan-2018

Day Change Summary
	Previous	Current
	30-Jan-2018	31-Jan-2018	Change	Change %	Previous Week
Open	6,991.50	6,938.25	-53.25	-0.8%	6,830.75
High	7,006.50	6,991.00	-15.50	-0.2%	7,034.50
Low	6,902.75	6,921.50	18.75	0.3%	6,824.25
Close	6,941.50	6,962.50	21.00	0.3%	7,030.25
Range	103.75	69.50	-34.25	-33.0%	210.25
ATR	76.31	75.82	-0.49	-0.6%	0.00
Volume	524,079	413,798	-110,281	-21.0%	1,867,091

Daily Pivots for day following 31-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,166.75	7,134.25	7,000.75
R3	7,097.25	7,064.75	6,981.50
R2	7,027.75	7,027.75	6,975.25
R1	6,995.25	6,995.25	6,968.75	7,011.50
PP	6,958.25	6,958.25	6,958.25	6,966.50
S1	6,925.75	6,925.75	6,956.25	6,942.00
S2	6,888.75	6,888.75	6,949.75
S3	6,819.25	6,856.25	6,943.50
S4	6,749.75	6,786.75	6,924.25

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,593.75	7,522.25	7,146.00
R3	7,383.50	7,312.00	7,088.00
R2	7,173.25	7,173.25	7,068.75
R1	7,101.75	7,101.75	7,049.50	7,137.50
PP	6,963.00	6,963.00	6,963.00	6,981.00
S1	6,891.50	6,891.50	7,011.00	6,927.25
S2	6,752.75	6,752.75	6,991.75
S3	6,542.50	6,681.25	6,972.50
S4	6,332.25	6,471.00	6,914.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,047.25	6,902.00	145.25	2.1%	85.25	1.2%	42%	False	False	417,354
10	7,047.25	6,796.00	251.25	3.6%	81.75	1.2%	66%	False	False	385,083
20	7,047.25	6,511.25	536.00	7.7%	74.50	1.1%	84%	False	False	336,323
40	7,047.25	6,250.00	797.25	11.5%	70.50	1.0%	89%	False	False	264,614
60	7,047.25	6,247.00	800.25	11.5%	67.50	1.0%	89%	False	False	176,955
80	7,047.25	6,024.00	1,023.25	14.7%	62.75	0.9%	92%	False	False	132,853
100	7,047.25	5,853.25	1,194.00	17.1%	60.00	0.9%	93%	False	False	106,360

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,286.50
2.618	7,173.00
1.618	7,103.50
1.000	7,060.50
0.618	7,034.00
HIGH	6,991.00
0.618	6,964.50
0.500	6,956.25
0.382	6,948.00
LOW	6,921.50
0.618	6,878.50
1.000	6,852.00
1.618	6,809.00
2.618	6,739.50
4.250	6,626.00

Fisher Pivots for day following 31-Jan-2018
Pivot	1 day	3 day
R1	6,960.50	6,975.00
PP	6,958.25	6,970.75
S1	6,956.25	6,966.75

Download as Excel Spreadsheet

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

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