E-mini NASDAQ-100 Future March 2018

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

Day Change Summary
	Previous	Current
	09-Mar-2018	12-Mar-2018	Change	Change %	Previous Week
Open	6,972.00	7,099.25	127.25	1.8%	6,795.75
High	7,103.75	7,158.75	55.00	0.8%	7,103.75
Low	6,963.00	7,084.00	121.00	1.7%	6,742.50
Close	7,098.25	7,139.50	41.25	0.6%	7,098.25
Range	140.75	74.75	-66.00	-46.9%	361.25
ATR	138.62	134.06	-4.56	-3.3%	0.00
Volume	225,672	185,865	-39,807	-17.6%	1,995,616

Daily Pivots for day following 12-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,351.75	7,320.25	7,180.50
R3	7,277.00	7,245.50	7,160.00
R2	7,202.25	7,202.25	7,153.25
R1	7,170.75	7,170.75	7,146.25	7,186.50
PP	7,127.50	7,127.50	7,127.50	7,135.25
S1	7,096.00	7,096.00	7,132.75	7,111.75
S2	7,052.75	7,052.75	7,125.75
S3	6,978.00	7,021.25	7,119.00
S4	6,903.25	6,946.50	7,098.50

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,065.25	7,943.00	7,297.00
R3	7,704.00	7,581.75	7,197.50
R2	7,342.75	7,342.75	7,164.50
R1	7,220.50	7,220.50	7,131.25	7,281.50
PP	6,981.50	6,981.50	6,981.50	7,012.00
S1	6,859.25	6,859.25	7,065.25	6,920.50
S2	6,620.25	6,620.25	7,032.00
S3	6,259.00	6,498.00	6,999.00
S4	5,897.75	6,136.75	6,899.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,158.75	6,798.25	360.50	5.0%	97.00	1.4%	95%	True	False	342,723
10	7,158.75	6,646.00	512.75	7.2%	125.25	1.8%	96%	True	False	457,166
20	7,158.75	6,414.25	744.50	10.4%	132.50	1.9%	97%	True	False	438,505
40	7,158.75	6,164.00	994.75	13.9%	142.50	2.0%	98%	True	False	467,142
60	7,158.75	6,164.00	994.75	13.9%	114.75	1.6%	98%	True	False	389,033
80	7,158.75	6,164.00	994.75	13.9%	103.50	1.4%	98%	True	False	303,556
100	7,158.75	6,024.00	1,134.75	15.9%	94.00	1.3%	98%	True	False	242,982
120	7,158.75	5,853.25	1,305.50	18.3%	86.00	1.2%	99%	True	False	202,560

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	29.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,476.50
2.618	7,354.50
1.618	7,279.75
1.000	7,233.50
0.618	7,205.00
HIGH	7,158.75
0.618	7,130.25
0.500	7,121.50
0.382	7,112.50
LOW	7,084.00
0.618	7,037.75
1.000	7,009.25
1.618	6,963.00
2.618	6,888.25
4.250	6,766.25

Fisher Pivots for day following 12-Mar-2018
Pivot	1 day	3 day
R1	7,133.50	7,105.00
PP	7,127.50	7,070.50
S1	7,121.50	7,036.00

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

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