E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 09-Jun-2017

Day Change Summary
	Previous	Current
	08-Jun-2017	09-Jun-2017	Change	Change %	Previous Week
Open	5,877.75	5,872.50	-5.25	-0.1%	5,878.25
High	5,897.75	5,898.75	1.00	0.0%	5,898.75
Low	5,853.50	5,660.25	-193.25	-3.3%	5,660.25
Close	5,885.00	5,740.50	-144.50	-2.5%	5,740.50
Range	44.25	238.50	194.25	439.0%	238.50
ATR	44.72	58.57	13.84	30.9%	0.00
Volume	266,471	425,289	158,818	59.6%	1,401,196

Daily Pivots for day following 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,482.00	6,349.75	5,871.75
R3	6,243.50	6,111.25	5,806.00
R2	6,005.00	6,005.00	5,784.25
R1	5,872.75	5,872.75	5,762.25	5,819.50
PP	5,766.50	5,766.50	5,766.50	5,740.00
S1	5,634.25	5,634.25	5,718.75	5,581.00
S2	5,528.00	5,528.00	5,696.75
S3	5,289.50	5,395.75	5,675.00
S4	5,051.00	5,157.25	5,609.25

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,482.00	6,349.75	5,871.75
R3	6,243.50	6,111.25	5,806.00
R2	6,005.00	6,005.00	5,784.25
R1	5,872.75	5,872.75	5,762.25	5,819.50
PP	5,766.50	5,766.50	5,766.50	5,740.00
S1	5,634.25	5,634.25	5,718.75	5,581.00
S2	5,528.00	5,528.00	5,696.75
S3	5,289.50	5,395.75	5,675.00
S4	5,051.00	5,157.25	5,609.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,898.75	5,660.25	238.50	4.2%	77.00	1.3%	34%	True	True	280,239
10	5,898.75	5,660.25	238.50	4.2%	59.75	1.0%	34%	True	True	265,923
20	5,898.75	5,550.50	348.25	6.1%	58.25	1.0%	55%	True	False	269,020
40	5,898.75	5,347.50	551.25	9.6%	48.75	0.8%	71%	True	False	234,576
60	5,898.75	5,315.00	583.75	10.2%	48.75	0.8%	73%	True	False	237,884
80	5,898.75	5,265.00	633.75	11.0%	46.00	0.8%	75%	True	False	190,935
100	5,898.75	5,028.00	870.75	15.2%	44.00	0.8%	82%	True	False	152,822
120	5,898.75	4,850.25	1,048.50	18.3%	43.50	0.8%	85%	True	False	127,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.80
Widest range in 134 trading days

Fibonacci Retracements and Extensions
4.250	6,912.50
2.618	6,523.25
1.618	6,284.75
1.000	6,137.25
0.618	6,046.25
HIGH	5,898.75
0.618	5,807.75
0.500	5,779.50
0.382	5,751.25
LOW	5,660.25
0.618	5,512.75
1.000	5,421.75
1.618	5,274.25
2.618	5,035.75
4.250	4,646.50

Fisher Pivots for day following 09-Jun-2017
Pivot	1 day	3 day
R1	5,779.50	5,779.50
PP	5,766.50	5,766.50
S1	5,753.50	5,753.50

Download as Excel Spreadsheet

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

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