E-mini NASDAQ-100 Future June 2019

Trading Metrics calculated at close of trading on 20-Mar-2019

Day Change Summary
	Previous	Current
	19-Mar-2019	20-Mar-2019	Change	Change %	Previous Week
Open	7,362.25	7,378.00	15.75	0.2%	7,049.00
High	7,421.25	7,458.00	36.75	0.5%	7,361.00
Low	7,351.25	7,349.50	-1.75	0.0%	7,024.75
Close	7,376.50	7,409.50	33.00	0.4%	7,343.25
Range	70.00	108.50	38.50	55.0%	336.25
ATR	91.89	93.08	1.19	1.3%	0.00
Volume	427,134	550,615	123,481	28.9%	1,984,609

Daily Pivots for day following 20-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	7,731.25	7,678.75	7,469.25
R3	7,622.75	7,570.25	7,439.25
R2	7,514.25	7,514.25	7,429.50
R1	7,461.75	7,461.75	7,419.50	7,488.00
PP	7,405.75	7,405.75	7,405.75	7,418.75
S1	7,353.25	7,353.25	7,399.50	7,379.50
S2	7,297.25	7,297.25	7,389.50
S3	7,188.75	7,244.75	7,379.75
S4	7,080.25	7,136.25	7,349.75

Weekly Pivots for week ending 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	8,251.75	8,133.75	7,528.25
R3	7,915.50	7,797.50	7,435.75
R2	7,579.25	7,579.25	7,405.00
R1	7,461.25	7,461.25	7,374.00	7,520.25
PP	7,243.00	7,243.00	7,243.00	7,272.50
S1	7,125.00	7,125.00	7,312.50	7,184.00
S2	6,906.75	6,906.75	7,281.50
S3	6,570.50	6,788.75	7,250.75
S4	6,234.25	6,452.50	7,158.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,458.00	7,265.75	192.25	2.6%	76.00	1.0%	75%	True	False	423,734
10	7,458.00	6,965.75	492.25	6.6%	95.25	1.3%	90%	True	False	376,623
20	7,458.00	6,965.75	492.25	6.6%	87.00	1.2%	90%	True	False	189,558
40	7,458.00	6,620.00	838.00	11.3%	93.00	1.3%	94%	True	False	94,995
60	7,458.00	5,847.25	1,610.75	21.7%	120.00	1.6%	97%	True	False	63,651
80	7,458.00	5,847.25	1,610.75	21.7%	130.00	1.8%	97%	True	False	47,763
100	7,458.00	5,847.25	1,610.75	21.7%	141.50	1.9%	97%	True	False	38,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.13
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,919.00
2.618	7,742.00
1.618	7,633.50
1.000	7,566.50
0.618	7,525.00
HIGH	7,458.00
0.618	7,416.50
0.500	7,403.75
0.382	7,391.00
LOW	7,349.50
0.618	7,282.50
1.000	7,241.00
1.618	7,174.00
2.618	7,065.50
4.250	6,888.50

Fisher Pivots for day following 20-Mar-2019
Pivot	1 day	3 day
R1	7,407.50	7,403.00
PP	7,405.75	7,396.50
S1	7,403.75	7,390.00

Download as Excel Spreadsheet

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

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