E-mini NASDAQ-100 Future June 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	6,999.50	7,132.75	133.25	1.9%	6,826.00
High	7,129.50	7,185.00	55.50	0.8%	7,129.50
Low	6,987.75	7,124.00	136.25	1.9%	6,768.75
Close	7,124.25	7,165.75	41.50	0.6%	7,124.25
Range	141.75	61.00	-80.75	-57.0%	360.75
ATR	136.80	131.39	-5.41	-4.0%	0.00
Volume	277,290	349,430	72,140	26.0%	375,691

Daily Pivots for day following 12-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,341.25	7,314.50	7,199.25
R3	7,280.25	7,253.50	7,182.50
R2	7,219.25	7,219.25	7,177.00
R1	7,192.50	7,192.50	7,171.25	7,206.00
PP	7,158.25	7,158.25	7,158.25	7,165.00
S1	7,131.50	7,131.50	7,160.25	7,145.00
S2	7,097.25	7,097.25	7,154.50
S3	7,036.25	7,070.50	7,149.00
S4	6,975.25	7,009.50	7,132.25

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,089.75	7,967.75	7,322.75
R3	7,729.00	7,607.00	7,223.50
R2	7,368.25	7,368.25	7,190.50
R1	7,246.25	7,246.25	7,157.25	7,307.25
PP	7,007.50	7,007.50	7,007.50	7,038.00
S1	6,885.50	6,885.50	7,091.25	6,946.50
S2	6,646.75	6,646.75	7,058.00
S3	6,286.00	6,524.75	7,025.00
S4	5,925.25	6,164.00	6,925.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,185.00	6,825.25	359.75	5.0%	94.00	1.3%	95%	True	False	143,381
10	7,185.00	6,674.25	510.75	7.1%	123.00	1.7%	96%	True	False	74,429
20	7,185.00	6,434.75	750.25	10.5%	129.75	1.8%	97%	True	False	38,233
40	7,185.00	6,187.50	997.50	13.9%	139.75	2.0%	98%	True	False	19,681
60	7,185.00	6,187.50	997.50	13.9%	112.25	1.6%	98%	True	False	13,259

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	30.55
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	7,444.25
2.618	7,344.75
1.618	7,283.75
1.000	7,246.00
0.618	7,222.75
HIGH	7,185.00
0.618	7,161.75
0.500	7,154.50
0.382	7,147.25
LOW	7,124.00
0.618	7,086.25
1.000	7,063.00
1.618	7,025.25
2.618	6,964.25
4.250	6,864.75

Fisher Pivots for day following 12-Mar-2018
Pivot	1 day	3 day
R1	7,162.00	7,131.25
PP	7,158.25	7,096.75
S1	7,154.50	7,062.00

Download as Excel Spreadsheet

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

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