E-mini NASDAQ-100 Future September 2018

Trading Metrics calculated at close of trading on 06-Sep-2018

Day Change Summary
	Previous	Current
	05-Sep-2018	06-Sep-2018	Change	Change %	Previous Week
Open	7,642.25	7,530.00	-112.25	-1.5%	7,499.00
High	7,643.25	7,544.50	-98.75	-1.3%	7,697.00
Low	7,503.25	7,407.75	-95.50	-1.3%	7,498.75
Close	7,531.75	7,457.50	-74.25	-1.0%	7,661.25
Range	140.00	136.75	-3.25	-2.3%	198.25
ATR	87.03	90.58	3.55	4.1%	0.00
Volume	522,313	650,890	128,577	24.6%	1,603,316

Daily Pivots for day following 06-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,880.25	7,805.50	7,532.75
R3	7,743.50	7,668.75	7,495.00
R2	7,606.75	7,606.75	7,482.50
R1	7,532.00	7,532.00	7,470.00	7,501.00
PP	7,470.00	7,470.00	7,470.00	7,454.50
S1	7,395.25	7,395.25	7,445.00	7,364.25
S2	7,333.25	7,333.25	7,432.50
S3	7,196.50	7,258.50	7,420.00
S4	7,059.75	7,121.75	7,382.25

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,213.75	8,135.75	7,770.25
R3	8,015.50	7,937.50	7,715.75
R2	7,817.25	7,817.25	7,697.50
R1	7,739.25	7,739.25	7,679.50	7,778.25
PP	7,619.00	7,619.00	7,619.00	7,638.50
S1	7,541.00	7,541.00	7,643.00	7,580.00
S2	7,420.75	7,420.75	7,625.00
S3	7,222.50	7,342.75	7,606.75
S4	7,024.25	7,144.50	7,552.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,697.00	7,407.75	289.25	3.9%	100.75	1.4%	17%	False	True	476,340
10	7,697.00	7,407.75	289.25	3.9%	84.00	1.1%	17%	False	True	388,223
20	7,697.00	7,316.50	380.50	5.1%	84.50	1.1%	37%	False	False	367,241
40	7,697.00	7,166.75	530.25	7.1%	91.25	1.2%	55%	False	False	354,549
60	7,697.00	6,956.00	741.00	9.9%	97.75	1.3%	68%	False	False	362,959
80	7,697.00	6,855.50	841.50	11.3%	94.25	1.3%	72%	False	False	283,474
100	7,697.00	6,457.00	1,240.00	16.6%	99.50	1.3%	81%	False	False	226,935
120	7,697.00	6,338.00	1,359.00	18.2%	112.00	1.5%	82%	False	False	189,388

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	10.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,125.75
2.618	7,902.50
1.618	7,765.75
1.000	7,681.25
0.618	7,629.00
HIGH	7,544.50
0.618	7,492.25
0.500	7,476.00
0.382	7,460.00
LOW	7,407.75
0.618	7,323.25
1.000	7,271.00
1.618	7,186.50
2.618	7,049.75
4.250	6,826.50

Fisher Pivots for day following 06-Sep-2018
Pivot	1 day	3 day
R1	7,476.00	7,550.75
PP	7,470.00	7,519.75
S1	7,463.75	7,488.50

Download as Excel Spreadsheet

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

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