E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 5,823.75 5,878.25 54.50 0.9% 5,793.00
High 5,886.75 5,891.25 4.50 0.1% 5,886.75
Low 5,822.00 5,872.75 50.75 0.9% 5,763.75
Close 5,886.00 5,880.75 -5.25 -0.1% 5,886.00
Range 64.75 18.50 -46.25 -71.4% 123.00
ATR 47.30 45.24 -2.06 -4.3% 0.00
Volume 298,205 177,414 -120,791 -40.5% 1,094,636
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 5,937.00 5,927.50 5,891.00
R3 5,918.50 5,909.00 5,885.75
R2 5,900.00 5,900.00 5,884.25
R1 5,890.50 5,890.50 5,882.50 5,895.25
PP 5,881.50 5,881.50 5,881.50 5,884.00
S1 5,872.00 5,872.00 5,879.00 5,876.75
S2 5,863.00 5,863.00 5,877.25
S3 5,844.50 5,853.50 5,875.75
S4 5,826.00 5,835.00 5,870.50
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,214.50 6,173.25 5,953.75
R3 6,091.50 6,050.25 5,919.75
R2 5,968.50 5,968.50 5,908.50
R1 5,927.25 5,927.25 5,897.25 5,948.00
PP 5,845.50 5,845.50 5,845.50 5,855.75
S1 5,804.25 5,804.25 5,874.75 5,825.00
S2 5,722.50 5,722.50 5,863.50
S3 5,599.50 5,681.25 5,852.25
S4 5,476.50 5,558.25 5,818.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,891.25 5,763.75 127.50 2.2% 41.50 0.7% 92% True False 254,410
10 5,891.25 5,648.75 242.50 4.1% 41.00 0.7% 96% True False 228,412
20 5,891.25 5,550.50 340.75 5.8% 46.25 0.8% 97% True False 246,393
40 5,891.25 5,347.50 543.75 9.2% 44.75 0.8% 98% True False 229,596
60 5,891.25 5,315.00 576.25 9.8% 45.00 0.8% 98% True False 232,818
80 5,891.25 5,186.00 705.25 12.0% 43.00 0.7% 99% True False 175,663
100 5,891.25 4,990.25 901.00 15.3% 41.75 0.7% 99% True False 140,595
120 5,891.25 4,850.25 1,041.00 17.7% 42.25 0.7% 99% True False 117,176
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.38
Narrowest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 5,970.00
2.618 5,939.75
1.618 5,921.25
1.000 5,909.75
0.618 5,902.75
HIGH 5,891.25
0.618 5,884.25
0.500 5,882.00
0.382 5,879.75
LOW 5,872.75
0.618 5,861.25
1.000 5,854.25
1.618 5,842.75
2.618 5,824.25
4.250 5,794.00
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 5,882.00 5,865.75
PP 5,881.50 5,850.75
S1 5,881.25 5,836.00

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

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