E-mini NASDAQ-100 Future December 2018

Trading Metrics calculated at close of trading on 26-Oct-2018

Day Change Summary
	Previous	Current
	25-Oct-2018	26-Oct-2018	Change	Change %	Previous Week
Open	6,878.50	6,882.00	3.50	0.1%	7,085.75
High	7,075.75	6,986.50	-89.25	-1.3%	7,210.50
Low	6,816.75	6,734.25	-82.50	-1.2%	6,734.25
Close	6,926.50	6,893.25	-33.25	-0.5%	6,893.25
Range	259.00	252.25	-6.75	-2.6%	476.25
ATR	181.28	186.35	5.07	2.8%	0.00
Volume	793,502	1,069,548	276,046	34.8%	4,234,612

Daily Pivots for day following 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,628.00	7,513.00	7,032.00
R3	7,375.75	7,260.75	6,962.50
R2	7,123.50	7,123.50	6,939.50
R1	7,008.50	7,008.50	6,916.25	7,066.00
PP	6,871.25	6,871.25	6,871.25	6,900.00
S1	6,756.25	6,756.25	6,870.25	6,813.75
S2	6,619.00	6,619.00	6,847.00
S3	6,366.75	6,504.00	6,824.00
S4	6,114.50	6,251.75	6,754.50

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,374.75	8,110.25	7,155.25
R3	7,898.50	7,634.00	7,024.25
R2	7,422.25	7,422.25	6,980.50
R1	7,157.75	7,157.75	6,937.00	7,052.00
PP	6,946.00	6,946.00	6,946.00	6,893.00
S1	6,681.50	6,681.50	6,849.50	6,575.50
S2	6,469.75	6,469.75	6,806.00
S3	5,993.50	6,205.25	6,762.25
S4	5,517.25	5,729.00	6,631.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,210.50	6,734.25	476.25	6.9%	254.75	3.7%	33%	False	True	846,922
10	7,368.50	6,734.25	634.25	9.2%	220.00	3.2%	25%	False	True	752,099
20	7,728.75	6,734.25	994.50	14.4%	195.00	2.8%	16%	False	True	707,418
40	7,728.75	6,734.25	994.50	14.4%	147.00	2.1%	16%	False	True	464,902
60	7,728.75	6,734.25	994.50	14.4%	122.00	1.8%	16%	False	True	310,202
80	7,728.75	6,734.25	994.50	14.4%	117.25	1.7%	16%	False	True	232,779
100	7,728.75	6,734.25	994.50	14.4%	114.75	1.7%	16%	False	True	186,283
120	7,728.75	6,734.25	994.50	14.4%	105.75	1.5%	16%	False	True	155,244

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	34.15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,058.50
2.618	7,647.00
1.618	7,394.75
1.000	7,238.75
0.618	7,142.50
HIGH	6,986.50
0.618	6,890.25
0.500	6,860.50
0.382	6,830.50
LOW	6,734.25
0.618	6,578.25
1.000	6,482.00
1.618	6,326.00
2.618	6,073.75
4.250	5,662.25

Fisher Pivots for day following 26-Oct-2018
Pivot	1 day	3 day
R1	6,882.25	6,954.50
PP	6,871.25	6,934.25
S1	6,860.50	6,913.75

Download as Excel Spreadsheet

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

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