E-mini NASDAQ-100 Future September 2018

Trading Metrics calculated at close of trading on 28-Jun-2018

Day Change Summary
	Previous	Current
	27-Jun-2018	28-Jun-2018	Change	Change %	Previous Week
Open	7,098.25	6,998.75	-99.50	-1.4%	7,276.00
High	7,151.50	7,076.50	-75.00	-1.0%	7,358.50
Low	6,988.00	6,956.00	-32.00	-0.5%	7,157.50
Close	6,998.25	7,060.50	62.25	0.9%	7,222.75
Range	163.50	120.50	-43.00	-26.3%	201.00
ATR	107.01	107.97	0.96	0.9%	0.00
Volume	546,252	483,220	-63,032	-11.5%	1,809,811

Daily Pivots for day following 28-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,392.50	7,347.00	7,126.75
R3	7,272.00	7,226.50	7,093.75
R2	7,151.50	7,151.50	7,082.50
R1	7,106.00	7,106.00	7,071.50	7,128.75
PP	7,031.00	7,031.00	7,031.00	7,042.50
S1	6,985.50	6,985.50	7,049.50	7,008.25
S2	6,910.50	6,910.50	7,038.50
S3	6,790.00	6,865.00	7,027.25
S4	6,669.50	6,744.50	6,994.25

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,849.25	7,737.00	7,333.25
R3	7,648.25	7,536.00	7,278.00
R2	7,447.25	7,447.25	7,259.50
R1	7,335.00	7,335.00	7,241.25	7,290.50
PP	7,246.25	7,246.25	7,246.25	7,224.00
S1	7,134.00	7,134.00	7,204.25	7,089.50
S2	7,045.25	7,045.25	7,186.00
S3	6,844.25	6,933.00	7,167.50
S4	6,643.25	6,732.00	7,112.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,274.00	6,956.00	318.00	4.5%	135.25	1.9%	33%	False	True	470,071
10	7,358.50	6,956.00	402.50	5.7%	119.50	1.7%	26%	False	True	420,190
20	7,358.50	6,956.00	402.50	5.7%	101.75	1.4%	26%	False	True	288,856
40	7,358.50	6,563.25	795.25	11.3%	94.50	1.3%	63%	False	False	144,894
60	7,358.50	6,437.00	921.50	13.1%	108.00	1.5%	68%	False	False	96,954
80	7,358.50	6,338.00	1,020.50	14.5%	120.50	1.7%	71%	False	False	73,011

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	24.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,588.50
2.618	7,392.00
1.618	7,271.50
1.000	7,197.00
0.618	7,151.00
HIGH	7,076.50
0.618	7,030.50
0.500	7,016.25
0.382	7,002.00
LOW	6,956.00
0.618	6,881.50
1.000	6,835.50
1.618	6,761.00
2.618	6,640.50
4.250	6,444.00

Fisher Pivots for day following 28-Jun-2018
Pivot	1 day	3 day
R1	7,045.75	7,058.25
PP	7,031.00	7,056.00
S1	7,016.25	7,053.75

Download as Excel Spreadsheet

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

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