E-mini NASDAQ-100 Future March 2018

Trading Metrics calculated at close of trading on 05-Feb-2018

Day Change Summary
	Previous	Current
	02-Feb-2018	05-Feb-2018	Change	Change %	Previous Week
Open	6,954.00	6,752.25	-201.75	-2.9%	7,030.00
High	6,963.50	6,813.50	-150.00	-2.2%	7,047.25
Low	6,752.25	6,387.75	-364.50	-5.4%	6,752.25
Close	6,755.75	6,429.25	-326.50	-4.8%	6,755.75
Range	211.25	425.75	214.50	101.5%	295.00
ATR	87.30	111.47	24.18	27.7%	0.00
Volume	642,482	931,677	289,195	45.0%	2,480,377

Daily Pivots for day following 05-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,820.75	7,550.75	6,663.50
R3	7,395.00	7,125.00	6,546.25
R2	6,969.25	6,969.25	6,507.25
R1	6,699.25	6,699.25	6,468.25	6,621.50
PP	6,543.50	6,543.50	6,543.50	6,504.50
S1	6,273.50	6,273.50	6,390.25	6,195.50
S2	6,117.75	6,117.75	6,351.25
S3	5,692.00	5,847.75	6,312.25
S4	5,266.25	5,422.00	6,195.00

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,736.75	7,541.25	6,918.00
R3	7,441.75	7,246.25	6,837.00
R2	7,146.75	7,146.75	6,809.75
R1	6,951.25	6,951.25	6,782.75	6,901.50
PP	6,851.75	6,851.75	6,851.75	6,827.00
S1	6,656.25	6,656.25	6,728.75	6,606.50
S2	6,556.75	6,556.75	6,701.75
S3	6,261.75	6,361.25	6,674.50
S4	5,966.75	6,066.25	6,593.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,006.50	6,387.75	618.75	9.6%	182.75	2.8%	7%	False	True	600,979
10	7,047.25	6,387.75	659.50	10.3%	134.25	2.1%	6%	False	True	501,638
20	7,047.25	6,387.75	659.50	10.3%	102.00	1.6%	6%	False	True	405,036
40	7,047.25	6,307.25	740.00	11.5%	80.75	1.3%	16%	False	False	315,080
60	7,047.25	6,247.00	800.25	12.4%	77.25	1.2%	23%	False	False	211,368
80	7,047.25	6,024.00	1,023.25	15.9%	70.75	1.1%	40%	False	False	158,679
100	7,047.25	5,853.25	1,194.00	18.6%	66.25	1.0%	48%	False	False	127,029

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	22.75
Widest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	8,623.00
2.618	7,928.00
1.618	7,502.25
1.000	7,239.25
0.618	7,076.50
HIGH	6,813.50
0.618	6,650.75
0.500	6,600.50
0.382	6,550.50
LOW	6,387.75
0.618	6,124.75
1.000	5,962.00
1.618	5,699.00
2.618	5,273.25
4.250	4,578.25

Fisher Pivots for day following 05-Feb-2018
Pivot	1 day	3 day
R1	6,600.50	6,687.75
PP	6,543.50	6,601.50
S1	6,486.50	6,515.50

Download as Excel Spreadsheet

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

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