E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 06-Jun-2017

Day Change Summary
	Previous	Current
	05-Jun-2017	06-Jun-2017	Change	Change %	Previous Week
Open	5,878.25	5,880.25	2.00	0.0%	5,793.00
High	5,891.25	5,893.25	2.00	0.0%	5,886.75
Low	5,872.75	5,848.50	-24.25	-0.4%	5,763.75
Close	5,880.75	5,863.25	-17.50	-0.3%	5,886.00
Range	18.50	44.75	26.25	141.9%	123.00
ATR	45.24	45.20	-0.03	-0.1%	0.00
Volume	177,414	257,087	79,673	44.9%	1,094,636

Daily Pivots for day following 06-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,002.50	5,977.75	5,887.75
R3	5,957.75	5,933.00	5,875.50
R2	5,913.00	5,913.00	5,871.50
R1	5,888.25	5,888.25	5,867.25	5,878.25
PP	5,868.25	5,868.25	5,868.25	5,863.50
S1	5,843.50	5,843.50	5,859.25	5,833.50
S2	5,823.50	5,823.50	5,855.00
S3	5,778.75	5,798.75	5,851.00
S4	5,734.00	5,754.00	5,838.75

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	5,893.25	5,763.75	129.50	2.2%	45.50	0.8%	77%	True	False	266,284
10	5,893.25	5,688.50	204.75	3.5%	40.00	0.7%	85%	True	False	234,300
20	5,893.25	5,550.50	342.75	5.8%	47.25	0.8%	91%	True	False	251,030
40	5,893.25	5,347.50	545.75	9.3%	44.50	0.8%	95%	True	False	229,928
60	5,893.25	5,315.00	578.25	9.9%	45.25	0.8%	95%	True	False	232,729
80	5,893.25	5,209.25	684.00	11.7%	43.00	0.7%	96%	True	False	178,871
100	5,893.25	4,990.25	903.00	15.4%	41.75	0.7%	97%	True	False	143,163
120	5,893.25	4,850.25	1,043.00	17.8%	42.00	0.7%	97%	True	False	119,318

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	10.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,083.50
2.618	6,010.50
1.618	5,965.75
1.000	5,938.00
0.618	5,921.00
HIGH	5,893.25
0.618	5,876.25
0.500	5,871.00
0.382	5,865.50
LOW	5,848.50
0.618	5,820.75
1.000	5,803.75
1.618	5,776.00
2.618	5,731.25
4.250	5,658.25

Fisher Pivots for day following 06-Jun-2017
Pivot	1 day	3 day
R1	5,871.00	5,861.50
PP	5,868.25	5,859.50
S1	5,865.75	5,857.50

Download as Excel Spreadsheet

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

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