E-mini NASDAQ-100 Future September 2018

Trading Metrics calculated at close of trading on 18-Jun-2018

Day Change Summary
	Previous	Current
	15-Jun-2018	18-Jun-2018	Change	Change %	Previous Week
Open	7,310.25	7,276.00	-34.25	-0.5%	7,168.75
High	7,318.75	7,289.25	-29.50	-0.4%	7,321.00
Low	7,245.00	7,208.75	-36.25	-0.5%	7,145.75
Close	7,281.50	7,276.00	-5.50	-0.1%	7,281.50
Range	73.75	80.50	6.75	9.2%	175.25
ATR	89.81	89.15	-0.67	-0.7%	0.00
Volume	364,647	291,954	-72,693	-19.9%	1,607,404

Daily Pivots for day following 18-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,499.50	7,468.25	7,320.25
R3	7,419.00	7,387.75	7,298.25
R2	7,338.50	7,338.50	7,290.75
R1	7,307.25	7,307.25	7,283.50	7,316.25
PP	7,258.00	7,258.00	7,258.00	7,262.50
S1	7,226.75	7,226.75	7,268.50	7,235.75
S2	7,177.50	7,177.50	7,261.25
S3	7,097.00	7,146.25	7,253.75
S4	7,016.50	7,065.75	7,231.75

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,775.25	7,703.50	7,378.00
R3	7,600.00	7,528.25	7,329.75
R2	7,424.75	7,424.75	7,313.75
R1	7,353.00	7,353.00	7,297.50	7,389.00
PP	7,249.50	7,249.50	7,249.50	7,267.25
S1	7,177.75	7,177.75	7,265.50	7,213.50
S2	7,074.25	7,074.25	7,249.25
S3	6,899.00	7,002.50	7,233.25
S4	6,723.75	6,827.25	7,185.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,321.00	7,181.00	140.00	1.9%	81.00	1.1%	68%	False	False	324,453
10	7,321.00	7,101.50	219.50	3.0%	80.75	1.1%	79%	False	False	222,417
20	7,321.00	6,855.50	465.50	6.4%	83.25	1.1%	90%	False	False	112,152
40	7,321.00	6,457.00	864.00	11.9%	98.75	1.4%	95%	False	False	56,485
60	7,321.00	6,338.00	983.00	13.5%	121.50	1.7%	95%	False	False	38,176

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	17.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,631.50
2.618	7,500.00
1.618	7,419.50
1.000	7,369.75
0.618	7,339.00
HIGH	7,289.25
0.618	7,258.50
0.500	7,249.00
0.382	7,239.50
LOW	7,208.75
0.618	7,159.00
1.000	7,128.25
1.618	7,078.50
2.618	6,998.00
4.250	6,866.50

Fisher Pivots for day following 18-Jun-2018
Pivot	1 day	3 day
R1	7,267.00	7,271.75
PP	7,258.00	7,267.50
S1	7,249.00	7,263.00

Download as Excel Spreadsheet

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

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