E-mini NASDAQ-100 Future March 2019

Trading Metrics calculated at close of trading on 27-Dec-2018

Day Change Summary
	Previous	Current
	26-Dec-2018	27-Dec-2018	Change	Change %	Previous Week
Open	5,902.00	6,283.00	381.00	6.5%	6,599.25
High	6,310.00	6,333.00	23.00	0.4%	6,656.00
Low	5,820.50	6,053.25	232.75	4.0%	6,030.00
Close	6,285.50	6,323.50	38.00	0.6%	6,059.00
Range	489.50	279.75	-209.75	-42.8%	626.00
ATR	219.10	223.43	4.33	2.0%	0.00
Volume	642,440	740,129	97,689	15.2%	3,867,456

Daily Pivots for day following 27-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,075.75	6,979.50	6,477.25
R3	6,796.00	6,699.75	6,400.50
R2	6,516.25	6,516.25	6,374.75
R1	6,420.00	6,420.00	6,349.25	6,468.00
PP	6,236.50	6,236.50	6,236.50	6,260.75
S1	6,140.25	6,140.25	6,297.75	6,188.50
S2	5,956.75	5,956.75	6,272.25
S3	5,677.00	5,860.50	6,246.50
S4	5,397.25	5,580.75	6,169.75

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	6,404.50	5,820.50	584.00	9.2%	307.25	4.9%	86%	False	False	741,269
10	6,864.75	5,820.50	1,044.25	16.5%	249.25	3.9%	48%	False	False	625,461
20	7,169.00	5,820.50	1,348.50	21.3%	208.00	3.3%	37%	False	False	316,256
40	7,262.00	5,820.50	1,441.50	22.8%	192.50	3.0%	35%	False	False	159,113
60	7,740.25	5,820.50	1,919.75	30.4%	199.75	3.2%	26%	False	False	106,723
80	7,765.00	5,820.50	1,944.50	30.8%	172.00	2.7%	26%	False	False	80,118

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	57.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,522.00
2.618	7,065.50
1.618	6,785.75
1.000	6,612.75
0.618	6,506.00
HIGH	6,333.00
0.618	6,226.25
0.500	6,193.00
0.382	6,160.00
LOW	6,053.25
0.618	5,880.25
1.000	5,773.50
1.618	5,600.50
2.618	5,320.75
4.250	4,864.25

Fisher Pivots for day following 27-Dec-2018
Pivot	1 day	3 day
R1	6,280.00	6,241.25
PP	6,236.50	6,159.00
S1	6,193.00	6,076.75

Download as Excel Spreadsheet

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

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