E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 18-May-2017

Day Change Summary
	Previous	Current
	17-May-2017	18-May-2017	Change	Change %	Previous Week
Open	5,723.50	5,575.50	-148.00	-2.6%	5,658.25
High	5,724.00	5,648.50	-75.50	-1.3%	5,689.75
Low	5,574.75	5,550.50	-24.25	-0.4%	5,634.50
Close	5,578.75	5,630.50	51.75	0.9%	5,689.00
Range	149.25	98.00	-51.25	-34.3%	55.25
ATR	45.99	49.71	3.71	8.1%	0.00
Volume	506,880	522,258	15,378	3.0%	958,072

Daily Pivots for day following 18-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,903.75	5,865.25	5,684.50
R3	5,805.75	5,767.25	5,657.50
R2	5,707.75	5,707.75	5,648.50
R1	5,669.25	5,669.25	5,639.50	5,688.50
PP	5,609.75	5,609.75	5,609.75	5,619.50
S1	5,571.25	5,571.25	5,621.50	5,590.50
S2	5,511.75	5,511.75	5,612.50
S3	5,413.75	5,473.25	5,603.50
S4	5,315.75	5,375.25	5,576.50

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	5,727.25	5,550.50	176.75	3.1%	67.00	1.2%	45%	False	True	316,062
10	5,727.25	5,550.50	176.75	3.1%	49.75	0.9%	45%	False	True	251,781
20	5,727.25	5,427.50	299.75	5.3%	44.00	0.8%	68%	False	False	223,217
40	5,727.25	5,317.25	410.00	7.3%	45.75	0.8%	76%	False	False	231,159
60	5,727.25	5,299.25	428.00	7.6%	44.50	0.8%	77%	False	False	191,200
80	5,727.25	5,083.75	643.50	11.4%	42.25	0.8%	85%	False	False	143,512
100	5,727.25	4,850.25	877.00	15.6%	42.25	0.7%	89%	False	False	114,843

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	7.78
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,065.00
2.618	5,905.00
1.618	5,807.00
1.000	5,746.50
0.618	5,709.00
HIGH	5,648.50
0.618	5,611.00
0.500	5,599.50
0.382	5,588.00
LOW	5,550.50
0.618	5,490.00
1.000	5,452.50
1.618	5,392.00
2.618	5,294.00
4.250	5,134.00

Fisher Pivots for day following 18-May-2017
Pivot	1 day	3 day
R1	5,620.25	5,639.00
PP	5,609.75	5,636.00
S1	5,599.50	5,633.25

Download as Excel Spreadsheet

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

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