E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 5,793.00 5,792.50 -0.50 0.0% 5,652.75
High 5,803.50 5,819.25 15.75 0.3% 5,796.50
Low 5,778.25 5,763.75 -14.50 -0.3% 5,648.75
Close 5,792.00 5,793.25 1.25 0.0% 5,792.25
Range 25.25 55.50 30.25 119.8% 147.75
ATR 45.42 46.14 0.72 1.6% 0.00
Volume 197,717 332,645 134,928 68.2% 1,012,071
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 5,958.50 5,931.50 5,823.75
R3 5,903.00 5,876.00 5,808.50
R2 5,847.50 5,847.50 5,803.50
R1 5,820.50 5,820.50 5,798.25 5,834.00
PP 5,792.00 5,792.00 5,792.00 5,799.00
S1 5,765.00 5,765.00 5,788.25 5,778.50
S2 5,736.50 5,736.50 5,783.00
S3 5,681.00 5,709.50 5,778.00
S4 5,625.50 5,654.00 5,762.75
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 6,189.00 6,138.50 5,873.50
R3 6,041.25 5,990.75 5,833.00
R2 5,893.50 5,893.50 5,819.25
R1 5,843.00 5,843.00 5,805.75 5,868.25
PP 5,745.75 5,745.75 5,745.75 5,758.50
S1 5,695.25 5,695.25 5,778.75 5,720.50
S2 5,598.00 5,598.00 5,765.25
S3 5,450.25 5,547.50 5,751.50
S4 5,302.50 5,399.75 5,711.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,819.25 5,705.25 114.00 2.0% 39.50 0.7% 77% True False 225,044
10 5,819.25 5,550.50 268.75 4.6% 58.50 1.0% 90% True False 286,377
20 5,819.25 5,550.50 268.75 4.6% 44.50 0.8% 90% True False 239,117
40 5,819.25 5,347.50 471.75 8.1% 45.50 0.8% 94% True False 230,657
60 5,819.25 5,315.00 504.25 8.7% 44.75 0.8% 95% True False 221,606
80 5,819.25 5,140.50 678.75 11.7% 42.50 0.7% 96% True False 166,408
100 5,819.25 4,953.25 866.00 14.9% 41.75 0.7% 97% True False 133,183
120 5,819.25 4,765.50 1,053.75 18.2% 42.50 0.7% 98% True False 110,996
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,055.00
2.618 5,964.50
1.618 5,909.00
1.000 5,874.75
0.618 5,853.50
HIGH 5,819.25
0.618 5,798.00
0.500 5,791.50
0.382 5,785.00
LOW 5,763.75
0.618 5,729.50
1.000 5,708.25
1.618 5,674.00
2.618 5,618.50
4.250 5,528.00
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 5,792.75 5,792.75
PP 5,792.00 5,792.00
S1 5,791.50 5,791.50

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

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