E-mini NASDAQ-100 Future March 2018

Trading Metrics calculated at close of trading on 01-Feb-2018

Day Change Summary
	Previous	Current
	31-Jan-2018	01-Feb-2018	Change	Change %	Previous Week
Open	6,938.25	6,973.00	34.75	0.5%	6,830.75
High	6,991.00	6,987.75	-3.25	0.0%	7,034.50
Low	6,921.50	6,884.75	-36.75	-0.5%	6,824.25
Close	6,962.50	6,898.50	-64.00	-0.9%	7,030.25
Range	69.50	103.00	33.50	48.2%	210.25
ATR	75.82	77.76	1.94	2.6%	0.00
Volume	413,798	492,861	79,063	19.1%	1,867,091

Daily Pivots for day following 01-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,232.75	7,168.50	6,955.25
R3	7,129.75	7,065.50	6,926.75
R2	7,026.75	7,026.75	6,917.50
R1	6,962.50	6,962.50	6,908.00	6,943.00
PP	6,923.75	6,923.75	6,923.75	6,914.00
S1	6,859.50	6,859.50	6,889.00	6,840.00
S2	6,820.75	6,820.75	6,879.50
S3	6,717.75	6,756.50	6,870.25
S4	6,614.75	6,653.50	6,841.75

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	6,884.75	162.50	2.4%	88.75	1.3%	8%	False	True	432,833
10	7,047.25	6,801.50	245.75	3.6%	88.00	1.3%	39%	False	False	402,918
20	7,047.25	6,580.00	467.25	6.8%	75.50	1.1%	68%	False	False	349,804
40	7,047.25	6,250.00	797.25	11.6%	69.50	1.0%	81%	False	False	276,696
60	7,047.25	6,247.00	800.25	11.6%	68.00	1.0%	81%	False	False	185,155
80	7,047.25	6,024.00	1,023.25	14.8%	63.50	0.9%	85%	False	False	139,009
100	7,047.25	5,853.25	1,194.00	17.3%	60.50	0.9%	88%	False	False	111,288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,425.50
2.618	7,257.50
1.618	7,154.50
1.000	7,090.75
0.618	7,051.50
HIGH	6,987.75
0.618	6,948.50
0.500	6,936.25
0.382	6,924.00
LOW	6,884.75
0.618	6,821.00
1.000	6,781.75
1.618	6,718.00
2.618	6,615.00
4.250	6,447.00

Fisher Pivots for day following 01-Feb-2018
Pivot	1 day	3 day
R1	6,936.25	6,945.50
PP	6,923.75	6,930.00
S1	6,911.00	6,914.25

Download as Excel Spreadsheet

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

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