E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 25-May-2017

Day Change Summary
	Previous	Current
	24-May-2017	25-May-2017	Change	Change %	Previous Week
Open	5,709.50	5,731.50	22.00	0.4%	5,689.50
High	5,734.50	5,795.50	61.00	1.1%	5,727.25
Low	5,705.25	5,731.25	26.00	0.5%	5,550.50
Close	5,731.25	5,782.00	50.75	0.9%	5,653.25
Range	29.25	64.25	35.00	119.7%	176.75
ATR	47.57	48.76	1.19	2.5%	0.00
Volume	191,514	239,940	48,426	25.3%	1,685,681

Daily Pivots for day following 25-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,962.25	5,936.50	5,817.25
R3	5,898.00	5,872.25	5,799.75
R2	5,833.75	5,833.75	5,793.75
R1	5,808.00	5,808.00	5,788.00	5,821.00
PP	5,769.50	5,769.50	5,769.50	5,776.00
S1	5,743.75	5,743.75	5,776.00	5,756.50
S2	5,705.25	5,705.25	5,770.25
S3	5,641.00	5,679.50	5,764.25
S4	5,576.75	5,615.25	5,746.75

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	5,795.50	5,622.00	173.50	3.0%	46.75	0.8%	92%	True	False	228,173
10	5,795.50	5,550.50	245.00	4.2%	57.00	1.0%	94%	True	False	272,118
20	5,795.50	5,550.50	245.00	4.2%	44.75	0.8%	94%	True	False	230,479
40	5,795.50	5,347.50	448.00	7.7%	45.50	0.8%	97%	True	False	228,175
60	5,795.50	5,315.00	480.50	8.3%	44.75	0.8%	97%	True	False	210,152
80	5,795.50	5,119.50	676.00	11.7%	42.50	0.7%	98%	True	False	157,750
100	5,795.50	4,878.00	917.50	15.9%	42.00	0.7%	99%	True	False	126,248
120	5,795.50	4,711.00	1,084.50	18.8%	42.50	0.7%	99%	True	False	105,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.58
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,068.50
2.618	5,963.75
1.618	5,899.50
1.000	5,859.75
0.618	5,835.25
HIGH	5,795.50
0.618	5,771.00
0.500	5,763.50
0.382	5,755.75
LOW	5,731.25
0.618	5,691.50
1.000	5,667.00
1.618	5,627.25
2.618	5,563.00
4.250	5,458.25

Fisher Pivots for day following 25-May-2017
Pivot	1 day	3 day
R1	5,775.75	5,768.75
PP	5,769.50	5,755.25
S1	5,763.50	5,742.00

Download as Excel Spreadsheet

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

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