E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 12-May-2017

Day Change Summary
	Previous	Current
	11-May-2017	12-May-2017	Change	Change %	Previous Week
Open	5,674.75	5,670.00	-4.75	-0.1%	5,658.25
High	5,676.25	5,689.75	13.50	0.2%	5,689.75
Low	5,636.25	5,656.50	20.25	0.4%	5,634.50
Close	5,670.75	5,689.00	18.25	0.3%	5,689.00
Range	40.00	33.25	-6.75	-16.9%	55.25
ATR	40.19	39.69	-0.50	-1.2%	0.00
Volume	238,806	186,832	-51,974	-21.8%	958,072

Daily Pivots for day following 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,778.25	5,766.75	5,707.25
R3	5,745.00	5,733.50	5,698.25
R2	5,711.75	5,711.75	5,695.00
R1	5,700.25	5,700.25	5,692.00	5,706.00
PP	5,678.50	5,678.50	5,678.50	5,681.25
S1	5,667.00	5,667.00	5,686.00	5,672.75
S2	5,645.25	5,645.25	5,683.00
S3	5,612.00	5,633.75	5,679.75
S4	5,578.75	5,600.50	5,670.75

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,836.75	5,818.25	5,719.50
R3	5,781.50	5,763.00	5,704.25
R2	5,726.25	5,726.25	5,699.25
R1	5,707.75	5,707.75	5,694.00	5,717.00
PP	5,671.00	5,671.00	5,671.00	5,675.75
S1	5,652.50	5,652.50	5,684.00	5,661.75
S2	5,615.75	5,615.75	5,678.75
S3	5,560.50	5,597.25	5,673.75
S4	5,505.25	5,542.00	5,658.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,689.75	5,634.50	55.25	1.0%	31.50	0.6%	99%	True	False	191,614
10	5,689.75	5,573.50	116.25	2.0%	33.25	0.6%	99%	True	False	188,930
20	5,689.75	5,347.75	342.00	6.0%	38.00	0.7%	100%	True	False	195,533
40	5,689.75	5,315.00	374.75	6.6%	43.75	0.8%	100%	True	False	222,303
60	5,689.75	5,287.00	402.75	7.1%	41.50	0.7%	100%	True	False	168,007
80	5,689.75	5,028.00	661.75	11.6%	40.50	0.7%	100%	True	False	126,106
100	5,689.75	4,850.25	839.50	14.8%	40.50	0.7%	100%	True	False	100,911

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	6.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,831.00
2.618	5,776.75
1.618	5,743.50
1.000	5,723.00
0.618	5,710.25
HIGH	5,689.75
0.618	5,677.00
0.500	5,673.00
0.382	5,669.25
LOW	5,656.50
0.618	5,636.00
1.000	5,623.25
1.618	5,602.75
2.618	5,569.50
4.250	5,515.25

Fisher Pivots for day following 12-May-2017
Pivot	1 day	3 day
R1	5,683.75	5,680.25
PP	5,678.50	5,671.75
S1	5,673.00	5,663.00

Download as Excel Spreadsheet

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

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