E-mini NASDAQ-100 Future December 2018

Trading Metrics calculated at close of trading on 05-Oct-2018

Day Change Summary
	Previous	Current
	04-Oct-2018	05-Oct-2018	Change	Change %	Previous Week
Open	7,651.00	7,521.00	-130.00	-1.7%	7,672.00
High	7,651.00	7,540.00	-111.00	-1.5%	7,728.75
Low	7,456.50	7,347.00	-109.50	-1.5%	7,347.00
Close	7,514.25	7,436.00	-78.25	-1.0%	7,436.00
Range	194.50	193.00	-1.50	-0.8%	381.75
ATR	97.30	104.13	6.84	7.0%	0.00
Volume	704,908	735,015	30,107	4.3%	2,585,197

Daily Pivots for day following 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,020.00	7,921.00	7,542.25
R3	7,827.00	7,728.00	7,489.00
R2	7,634.00	7,634.00	7,471.50
R1	7,535.00	7,535.00	7,453.75	7,488.00
PP	7,441.00	7,441.00	7,441.00	7,417.50
S1	7,342.00	7,342.00	7,418.25	7,295.00
S2	7,248.00	7,248.00	7,400.50
S3	7,055.00	7,149.00	7,383.00
S4	6,862.00	6,956.00	7,329.75

Weekly Pivots for week ending 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,649.25	8,424.25	7,646.00
R3	8,267.50	8,042.50	7,541.00
R2	7,885.75	7,885.75	7,506.00
R1	7,660.75	7,660.75	7,471.00	7,582.50
PP	7,504.00	7,504.00	7,504.00	7,464.75
S1	7,279.00	7,279.00	7,401.00	7,200.50
S2	7,122.25	7,122.25	7,366.00
S3	6,740.50	6,897.25	7,331.00
S4	6,358.75	6,515.50	7,226.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,728.75	7,347.00	381.75	5.1%	121.75	1.6%	23%	False	True	517,039
10	7,728.75	7,347.00	381.75	5.1%	103.25	1.4%	23%	False	True	445,931
20	7,728.75	7,347.00	381.75	5.1%	103.00	1.4%	23%	False	True	350,823
40	7,728.75	7,342.00	386.75	5.2%	94.50	1.3%	24%	False	False	176,157
60	7,728.75	7,193.50	535.25	7.2%	93.50	1.3%	45%	False	False	117,611
80	7,728.75	6,985.75	743.00	10.0%	97.75	1.3%	61%	False	False	88,298
100	7,728.75	6,887.00	841.75	11.3%	91.75	1.2%	65%	False	False	70,660
120	7,728.75	6,493.00	1,235.75	16.6%	92.75	1.2%	76%	False	False	58,886

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	19.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,360.25
2.618	8,045.25
1.618	7,852.25
1.000	7,733.00
0.618	7,659.25
HIGH	7,540.00
0.618	7,466.25
0.500	7,443.50
0.382	7,420.75
LOW	7,347.00
0.618	7,227.75
1.000	7,154.00
1.618	7,034.75
2.618	6,841.75
4.250	6,526.75

Fisher Pivots for day following 05-Oct-2018
Pivot	1 day	3 day
R1	7,443.50	7,525.50
PP	7,441.00	7,495.50
S1	7,438.50	7,465.75

Download as Excel Spreadsheet

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

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