E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 23-May-2017

Day Change Summary
	Previous	Current
	22-May-2017	23-May-2017	Change	Change %	Previous Week
Open	5,652.75	5,701.50	48.75	0.9%	5,689.50
High	5,704.25	5,718.50	14.25	0.2%	5,727.25
Low	5,648.75	5,688.50	39.75	0.7%	5,550.50
Close	5,702.00	5,711.50	9.50	0.2%	5,653.25
Range	55.50	30.00	-25.50	-45.9%	176.75
ATR	50.44	48.98	-1.46	-2.9%	0.00
Volume	198,203	219,010	20,807	10.5%	1,685,681

Daily Pivots for day following 23-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,796.25	5,783.75	5,728.00
R3	5,766.25	5,753.75	5,719.75
R2	5,736.25	5,736.25	5,717.00
R1	5,723.75	5,723.75	5,714.25	5,730.00
PP	5,706.25	5,706.25	5,706.25	5,709.25
S1	5,693.75	5,693.75	5,708.75	5,700.00
S2	5,676.25	5,676.25	5,706.00
S3	5,646.25	5,663.75	5,703.25
S4	5,616.25	5,633.75	5,695.00

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,174.00	6,090.25	5,750.50
R3	5,997.25	5,913.50	5,701.75
R2	5,820.50	5,820.50	5,685.75
R1	5,736.75	5,736.75	5,669.50	5,690.25
PP	5,643.75	5,643.75	5,643.75	5,620.50
S1	5,560.00	5,560.00	5,637.00	5,513.50
S2	5,467.00	5,467.00	5,620.75
S3	5,290.25	5,383.25	5,604.75
S4	5,113.50	5,206.50	5,556.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,724.00	5,550.50	173.50	3.0%	77.50	1.4%	93%	False	False	347,710
10	5,727.25	5,550.50	176.75	3.1%	53.75	0.9%	91%	False	False	270,261
20	5,727.25	5,534.25	193.00	3.4%	44.75	0.8%	92%	False	False	229,731
40	5,727.25	5,347.50	379.75	6.6%	45.75	0.8%	96%	False	False	227,863
60	5,727.25	5,315.00	412.25	7.2%	45.00	0.8%	96%	False	False	202,995
80	5,727.25	5,083.75	643.50	11.3%	42.75	0.7%	98%	False	False	152,367
100	5,727.25	4,850.25	877.00	15.4%	42.25	0.7%	98%	False	False	121,936
120	5,727.25	4,711.00	1,016.25	17.8%	42.75	0.7%	98%	False	False	101,619

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	8.40
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,846.00
2.618	5,797.00
1.618	5,767.00
1.000	5,748.50
0.618	5,737.00
HIGH	5,718.50
0.618	5,707.00
0.500	5,703.50
0.382	5,700.00
LOW	5,688.50
0.618	5,670.00
1.000	5,658.50
1.618	5,640.00
2.618	5,610.00
4.250	5,561.00

Fisher Pivots for day following 23-May-2017
Pivot	1 day	3 day
R1	5,708.75	5,697.75
PP	5,706.25	5,684.00
S1	5,703.50	5,670.25

Download as Excel Spreadsheet

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

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