E-mini NASDAQ-100 Future December 2018

Trading Metrics calculated at close of trading on 24-Sep-2018

Day Change Summary
	Previous	Current
	21-Sep-2018	24-Sep-2018	Change	Change %	Previous Week
Open	7,609.00	7,539.75	-69.25	-0.9%	7,566.25
High	7,637.50	7,594.00	-43.50	-0.6%	7,637.50
Low	7,547.50	7,473.75	-73.75	-1.0%	7,422.25
Close	7,550.50	7,586.00	35.50	0.5%	7,550.50
Range	90.00	120.25	30.25	33.6%	215.25
ATR	96.56	98.25	1.69	1.8%	0.00
Volume	371,830	390,762	18,932	5.1%	2,107,472

Daily Pivots for day following 24-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,912.00	7,869.25	7,652.25
R3	7,791.75	7,749.00	7,619.00
R2	7,671.50	7,671.50	7,608.00
R1	7,628.75	7,628.75	7,597.00	7,650.00
PP	7,551.25	7,551.25	7,551.25	7,562.00
S1	7,508.50	7,508.50	7,575.00	7,530.00
S2	7,431.00	7,431.00	7,564.00
S3	7,310.75	7,388.25	7,553.00
S4	7,190.50	7,268.00	7,519.75

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,182.50	8,081.75	7,669.00
R3	7,967.25	7,866.50	7,609.75
R2	7,752.00	7,752.00	7,590.00
R1	7,651.25	7,651.25	7,570.25	7,594.00
PP	7,536.75	7,536.75	7,536.75	7,508.00
S1	7,436.00	7,436.00	7,530.75	7,378.75
S2	7,321.50	7,321.50	7,511.00
S3	7,106.25	7,220.75	7,491.25
S4	6,891.00	7,005.50	7,432.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,637.50	7,422.25	215.25	2.8%	106.00	1.4%	76%	False	False	409,297
10	7,637.50	7,422.25	215.25	2.8%	108.00	1.4%	76%	False	False	294,435
20	7,723.50	7,420.50	303.00	4.0%	97.25	1.3%	55%	False	False	148,461
40	7,723.50	7,193.50	530.00	7.0%	90.00	1.2%	74%	False	False	74,589
60	7,723.50	7,012.00	711.50	9.4%	94.00	1.2%	81%	False	False	49,866
80	7,723.50	6,985.75	737.75	9.7%	94.25	1.2%	81%	False	False	37,458
100	7,723.50	6,590.50	1,133.00	14.9%	88.50	1.2%	88%	False	False	29,976
120	7,723.50	6,473.75	1,249.75	16.5%	92.00	1.2%	89%	False	False	24,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	29.35
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,105.00
2.618	7,908.75
1.618	7,788.50
1.000	7,714.25
0.618	7,668.25
HIGH	7,594.00
0.618	7,548.00
0.500	7,534.00
0.382	7,519.75
LOW	7,473.75
0.618	7,399.50
1.000	7,353.50
1.618	7,279.25
2.618	7,159.00
4.250	6,962.75

Fisher Pivots for day following 24-Sep-2018
Pivot	1 day	3 day
R1	7,568.50	7,576.00
PP	7,551.25	7,565.75
S1	7,534.00	7,555.50

Download as Excel Spreadsheet

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

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