E-mini NASDAQ-100 Future March 2018

Trading Metrics calculated at close of trading on 20-Feb-2018

Day Change Summary
	Previous	Current
	16-Feb-2018	20-Feb-2018	Change	Change %	Previous Week
Open	6,816.25	6,783.25	-33.00	-0.5%	6,434.50
High	6,859.75	6,843.75	-16.00	-0.2%	6,859.75
Low	6,762.00	6,723.25	-38.75	-0.6%	6,414.25
Close	6,786.75	6,790.50	3.75	0.1%	6,786.75
Range	97.75	120.50	22.75	23.3%	445.50
ATR	156.46	153.89	-2.57	-1.6%	0.00
Volume	445,962	461,892	15,930	3.6%	2,175,100

Daily Pivots for day following 20-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,147.25	7,089.50	6,856.75
R3	7,026.75	6,969.00	6,823.75
R2	6,906.25	6,906.25	6,812.50
R1	6,848.50	6,848.50	6,801.50	6,877.50
PP	6,785.75	6,785.75	6,785.75	6,800.25
S1	6,728.00	6,728.00	6,779.50	6,757.00
S2	6,665.25	6,665.25	6,768.50
S3	6,544.75	6,607.50	6,757.25
S4	6,424.25	6,487.00	6,724.25

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,023.50	7,850.50	7,031.75
R3	7,578.00	7,405.00	6,909.25
R2	7,132.50	7,132.50	6,868.50
R1	6,959.50	6,959.50	6,827.50	7,046.00
PP	6,687.00	6,687.00	6,687.00	6,730.00
S1	6,514.00	6,514.00	6,746.00	6,600.50
S2	6,241.50	6,241.50	6,705.00
S3	5,796.00	6,068.50	6,664.25
S4	5,350.50	5,623.00	6,541.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,859.75	6,455.00	404.75	6.0%	142.75	2.1%	83%	False	False	446,181
10	6,859.75	6,164.00	695.75	10.2%	208.00	3.1%	90%	False	False	547,193
20	7,047.25	6,164.00	883.25	13.0%	171.25	2.5%	71%	False	False	524,416
40	7,047.25	6,164.00	883.25	13.0%	118.00	1.7%	71%	False	False	388,329
60	7,047.25	6,164.00	883.25	13.0%	102.00	1.5%	71%	False	False	302,430
80	7,047.25	6,024.00	1,023.25	15.1%	92.00	1.4%	75%	False	False	227,044
100	7,047.25	5,896.50	1,150.75	16.9%	81.75	1.2%	78%	False	False	181,706
120	7,047.25	5,801.50	1,245.75	18.3%	76.75	1.1%	79%	False	False	151,458

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	76.90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,356.00
2.618	7,159.25
1.618	7,038.75
1.000	6,964.25
0.618	6,918.25
HIGH	6,843.75
0.618	6,797.75
0.500	6,783.50
0.382	6,769.25
LOW	6,723.25
0.618	6,648.75
1.000	6,602.75
1.618	6,528.25
2.618	6,407.75
4.250	6,211.00

Fisher Pivots for day following 20-Feb-2018
Pivot	1 day	3 day
R1	6,788.25	6,782.00
PP	6,785.75	6,773.25
S1	6,783.50	6,764.75

Download as Excel Spreadsheet

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

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