E-mini NASDAQ-100 Future September 2018

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

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	7,460.50	7,515.25	54.75	0.7%	7,670.00
High	7,524.75	7,541.00	16.25	0.2%	7,693.75
Low	7,404.50	7,425.00	20.50	0.3%	7,393.00
Close	7,512.00	7,485.75	-26.25	-0.3%	7,438.50
Range	120.25	116.00	-4.25	-3.5%	300.75
ATR	91.99	93.71	1.71	1.9%	0.00
Volume	467,702	586,137	118,435	25.3%	2,250,385

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,832.00	7,774.75	7,549.50
R3	7,716.00	7,658.75	7,517.75
R2	7,600.00	7,600.00	7,507.00
R1	7,542.75	7,542.75	7,496.50	7,513.50
PP	7,484.00	7,484.00	7,484.00	7,469.25
S1	7,426.75	7,426.75	7,475.00	7,397.50
S2	7,368.00	7,368.00	7,464.50
S3	7,252.00	7,310.75	7,453.75
S4	7,136.00	7,194.75	7,422.00

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,410.75	8,225.25	7,604.00
R3	8,110.00	7,924.50	7,521.25
R2	7,809.25	7,809.25	7,493.75
R1	7,623.75	7,623.75	7,466.00	7,566.00
PP	7,508.50	7,508.50	7,508.50	7,479.50
S1	7,323.00	7,323.00	7,411.00	7,265.50
S2	7,207.75	7,207.75	7,383.25
S3	6,907.00	7,022.25	7,355.75
S4	6,606.25	6,721.50	7,273.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,544.50	7,393.00	151.50	2.0%	108.75	1.5%	61%	False	False	546,008
10	7,697.00	7,393.00	304.00	4.1%	100.50	1.3%	31%	False	False	477,247
20	7,697.00	7,316.50	380.50	5.1%	90.00	1.2%	44%	False	False	405,701
40	7,697.00	7,166.75	530.25	7.1%	91.00	1.2%	60%	False	False	377,192
60	7,697.00	6,956.00	741.00	9.9%	99.00	1.3%	71%	False	False	375,182
80	7,697.00	6,855.50	841.50	11.2%	95.00	1.3%	75%	False	False	309,425
100	7,697.00	6,457.00	1,240.00	16.6%	98.75	1.3%	83%	False	False	247,703
120	7,697.00	6,338.00	1,359.00	18.2%	110.25	1.5%	84%	False	False	206,679

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	21.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,034.00
2.618	7,844.75
1.618	7,728.75
1.000	7,657.00
0.618	7,612.75
HIGH	7,541.00
0.618	7,496.75
0.500	7,483.00
0.382	7,469.25
LOW	7,425.00
0.618	7,353.25
1.000	7,309.00
1.618	7,237.25
2.618	7,121.25
4.250	6,932.00

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	7,484.75	7,481.50
PP	7,484.00	7,477.00
S1	7,483.00	7,472.75

Download as Excel Spreadsheet

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

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