E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 01-Jun-2017

Day Change Summary
	Previous	Current
	31-May-2017	01-Jun-2017	Change	Change %	Previous Week
Open	5,792.50	5,804.75	12.25	0.2%	5,652.75
High	5,819.25	5,824.00	4.75	0.1%	5,796.50
Low	5,763.75	5,780.50	16.75	0.3%	5,648.75
Close	5,793.25	5,822.00	28.75	0.5%	5,792.25
Range	55.50	43.50	-12.00	-21.6%	147.75
ATR	46.14	45.95	-0.19	-0.4%	0.00
Volume	332,645	266,069	-66,576	-20.0%	1,012,071

Daily Pivots for day following 01-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,939.25	5,924.25	5,846.00
R3	5,895.75	5,880.75	5,834.00
R2	5,852.25	5,852.25	5,830.00
R1	5,837.25	5,837.25	5,826.00	5,844.75
PP	5,808.75	5,808.75	5,808.75	5,812.50
S1	5,793.75	5,793.75	5,818.00	5,801.25
S2	5,765.25	5,765.25	5,814.00
S3	5,721.75	5,750.25	5,810.00
S4	5,678.25	5,706.75	5,798.00

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	5,824.00	5,731.25	92.75	1.6%	42.50	0.7%	98%	True	False	239,955
10	5,824.00	5,550.50	273.50	4.7%	48.00	0.8%	99%	True	False	262,296
20	5,824.00	5,550.50	273.50	4.7%	45.50	0.8%	99%	True	False	242,099
40	5,824.00	5,347.50	476.50	8.2%	45.50	0.8%	100%	True	False	232,430
60	5,824.00	5,315.00	509.00	8.7%	45.00	0.8%	100%	True	False	225,925
80	5,824.00	5,154.25	669.75	11.5%	42.75	0.7%	100%	True	False	169,729
100	5,824.00	4,990.25	833.75	14.3%	41.50	0.7%	100%	True	False	135,842
120	5,824.00	4,839.25	984.75	16.9%	42.25	0.7%	100%	True	False	113,213

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	12.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,009.00
2.618	5,938.00
1.618	5,894.50
1.000	5,867.50
0.618	5,851.00
HIGH	5,824.00
0.618	5,807.50
0.500	5,802.25
0.382	5,797.00
LOW	5,780.50
0.618	5,753.50
1.000	5,737.00
1.618	5,710.00
2.618	5,666.50
4.250	5,595.50

Fisher Pivots for day following 01-Jun-2017
Pivot	1 day	3 day
R1	5,815.50	5,812.50
PP	5,808.75	5,803.25
S1	5,802.25	5,794.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols