E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 01-May-2017

Day Change Summary
	Previous	Current
	28-Apr-2017	01-May-2017	Change	Change %	Previous Week
Open	5,584.50	5,581.00	-3.50	-0.1%	5,471.00
High	5,597.75	5,637.25	39.50	0.7%	5,599.00
Low	5,571.75	5,573.50	1.75	0.0%	5,471.00
Close	5,580.50	5,630.75	50.25	0.9%	5,580.50
Range	26.00	63.75	37.75	145.2%	128.00
ATR	46.37	47.61	1.24	2.7%	0.00
Volume	185,941	166,028	-19,913	-10.7%	987,798

Daily Pivots for day following 01-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,805.00	5,781.75	5,665.75
R3	5,741.25	5,718.00	5,648.25
R2	5,677.50	5,677.50	5,642.50
R1	5,654.25	5,654.25	5,636.50	5,666.00
PP	5,613.75	5,613.75	5,613.75	5,619.75
S1	5,590.50	5,590.50	5,625.00	5,602.00
S2	5,550.00	5,550.00	5,619.00
S3	5,486.25	5,526.75	5,613.25
S4	5,422.50	5,463.00	5,595.75

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,934.25	5,885.25	5,651.00
R3	5,806.25	5,757.25	5,615.75
R2	5,678.25	5,678.25	5,604.00
R1	5,629.25	5,629.25	5,592.25	5,653.75
PP	5,550.25	5,550.25	5,550.25	5,562.50
S1	5,501.25	5,501.25	5,568.75	5,525.75
S2	5,422.25	5,422.25	5,557.00
S3	5,294.25	5,373.25	5,545.25
S4	5,166.25	5,245.25	5,510.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,637.25	5,499.00	138.25	2.5%	48.00	0.9%	95%	True	False	188,261
10	5,637.25	5,375.50	261.75	4.6%	44.00	0.8%	98%	True	False	203,877
20	5,637.25	5,347.50	289.75	5.1%	48.25	0.9%	98%	True	False	226,981
40	5,637.25	5,315.00	322.25	5.7%	45.50	0.8%	98%	True	False	208,700
60	5,637.25	5,120.00	517.25	9.2%	42.25	0.7%	99%	True	False	139,359
80	5,637.25	4,920.50	716.75	12.7%	41.25	0.7%	99%	True	False	104,588
100	5,637.25	4,765.50	871.75	15.5%	41.75	0.7%	99%	True	False	83,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	5.80
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,908.25
2.618	5,804.25
1.618	5,740.50
1.000	5,701.00
0.618	5,676.75
HIGH	5,637.25
0.618	5,613.00
0.500	5,605.50
0.382	5,597.75
LOW	5,573.50
0.618	5,534.00
1.000	5,509.75
1.618	5,470.25
2.618	5,406.50
4.250	5,302.50

Fisher Pivots for day following 01-May-2017
Pivot	1 day	3 day
R1	5,622.25	5,615.75
PP	5,613.75	5,600.75
S1	5,605.50	5,585.75

Download as Excel Spreadsheet

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

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