E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 02-May-2017

Day Change Summary
	Previous	Current
	01-May-2017	02-May-2017	Change	Change %	Previous Week
Open	5,581.00	5,629.00	48.00	0.9%	5,471.00
High	5,637.25	5,641.75	4.50	0.1%	5,599.00
Low	5,573.50	5,622.50	49.00	0.9%	5,471.00
Close	5,630.75	5,639.75	9.00	0.2%	5,580.50
Range	63.75	19.25	-44.50	-69.8%	128.00
ATR	47.61	45.58	-2.03	-4.3%	0.00
Volume	166,028	169,050	3,022	1.8%	987,798

Daily Pivots for day following 02-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,692.50	5,685.25	5,650.25
R3	5,673.25	5,666.00	5,645.00
R2	5,654.00	5,654.00	5,643.25
R1	5,646.75	5,646.75	5,641.50	5,650.50
PP	5,634.75	5,634.75	5,634.75	5,636.50
S1	5,627.50	5,627.50	5,638.00	5,631.00
S2	5,615.50	5,615.50	5,636.25
S3	5,596.25	5,608.25	5,634.50
S4	5,577.00	5,589.00	5,629.25

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	5,641.75	5,534.25	107.50	1.9%	40.25	0.7%	98%	True	False	187,501
10	5,641.75	5,388.75	253.00	4.5%	43.00	0.8%	99%	True	False	196,160
20	5,641.75	5,347.50	294.25	5.2%	46.50	0.8%	99%	True	False	222,196
40	5,641.75	5,315.00	326.75	5.8%	45.00	0.8%	99%	True	False	212,851
60	5,641.75	5,140.50	501.25	8.9%	41.75	0.7%	100%	True	False	142,172
80	5,641.75	4,953.25	688.50	12.2%	41.00	0.7%	100%	True	False	106,700
100	5,641.75	4,765.50	876.25	15.5%	42.00	0.7%	100%	True	False	85,371

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	5.68
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	5,723.50
2.618	5,692.25
1.618	5,673.00
1.000	5,661.00
0.618	5,653.75
HIGH	5,641.75
0.618	5,634.50
0.500	5,632.00
0.382	5,629.75
LOW	5,622.50
0.618	5,610.50
1.000	5,603.25
1.618	5,591.25
2.618	5,572.00
4.250	5,540.75

Fisher Pivots for day following 02-May-2017
Pivot	1 day	3 day
R1	5,637.25	5,628.75
PP	5,634.75	5,617.75
S1	5,632.00	5,606.75

Download as Excel Spreadsheet

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

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