E-mini NASDAQ-100 Future March 2019

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

Day Change Summary
	Previous	Current
	21-Dec-2018	24-Dec-2018	Change	Change %	Previous Week
Open	6,325.00	6,049.75	-275.25	-4.4%	6,599.25
High	6,338.00	6,123.00	-215.00	-3.4%	6,656.00
Low	6,030.00	5,888.75	-141.25	-2.3%	6,030.00
Close	6,059.00	5,892.00	-167.00	-2.8%	6,059.00
Range	308.00	234.25	-73.75	-23.9%	626.00
ATR	195.53	198.29	2.77	1.4%	0.00
Volume	862,689	449,594	-413,095	-47.9%	3,867,456

Daily Pivots for day following 24-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	6,670.75	6,515.50	6,020.75
R3	6,436.50	6,281.25	5,956.50
R2	6,202.25	6,202.25	5,935.00
R1	6,047.00	6,047.00	5,913.50	6,007.50
PP	5,968.00	5,968.00	5,968.00	5,948.00
S1	5,812.75	5,812.75	5,870.50	5,773.25
S2	5,733.75	5,733.75	5,849.00
S3	5,499.50	5,578.50	5,827.50
S4	5,265.25	5,344.25	5,763.25

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,126.25	7,718.75	6,403.25
R3	7,500.25	7,092.75	6,231.25
R2	6,874.25	6,874.25	6,173.75
R1	6,466.75	6,466.75	6,116.50	6,357.50
PP	6,248.25	6,248.25	6,248.25	6,193.75
S1	5,840.75	5,840.75	6,001.50	5,731.50
S2	5,622.25	5,622.25	5,944.25
S3	4,996.25	5,214.75	5,886.75
S4	4,370.25	4,588.75	5,714.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,610.00	5,888.75	721.25	12.2%	239.25	4.1%	0%	False	True	736,910
10	6,897.00	5,888.75	1,008.25	17.1%	207.00	3.5%	0%	False	True	491,147
20	7,169.00	5,888.75	1,280.25	21.7%	185.50	3.1%	0%	False	True	247,466
40	7,262.00	5,888.75	1,373.25	23.3%	188.00	3.2%	0%	False	True	124,661
60	7,765.00	5,888.75	1,876.25	31.8%	189.50	3.2%	0%	False	True	83,703
80	7,765.00	5,888.75	1,876.25	31.8%	164.25	2.8%	0%	False	True	62,836

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	48.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,118.50
2.618	6,736.25
1.618	6,502.00
1.000	6,357.25
0.618	6,267.75
HIGH	6,123.00
0.618	6,033.50
0.500	6,006.00
0.382	5,978.25
LOW	5,888.75
0.618	5,744.00
1.000	5,654.50
1.618	5,509.75
2.618	5,275.50
4.250	4,893.25

Fisher Pivots for day following 24-Dec-2018
Pivot	1 day	3 day
R1	6,006.00	6,146.50
PP	5,968.00	6,061.75
S1	5,930.00	5,977.00

Download as Excel Spreadsheet

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

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