E-mini NASDAQ-100 Future June 2017

Trading Metrics calculated at close of trading on 16-Jun-2017

Day Change Summary
	Previous	Current
	15-Jun-2017	16-Jun-2017	Change	Change %	Previous Week
Open	5,722.75	5,701.50	-21.25	-0.4%	5,740.50
High	5,724.50	5,720.25	-4.25	-0.1%	5,780.00
Low	5,633.75	5,685.00	51.25	0.9%	5,633.75
Close	5,702.50	5,702.27	-0.23	0.0%	5,702.27
Range	90.75	35.25	-55.50	-61.2%	146.25
ATR	66.41	64.18	-2.23	-3.4%	0.00
Volume	64,524	4,936	-59,588	-92.4%	595,256

Daily Pivots for day following 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,808.25	5,790.50	5,721.75
R3	5,773.00	5,755.25	5,712.00
R2	5,737.75	5,737.75	5,708.75
R1	5,720.00	5,720.00	5,705.50	5,729.00
PP	5,702.50	5,702.50	5,702.50	5,707.00
S1	5,684.75	5,684.75	5,699.00	5,693.75
S2	5,667.25	5,667.25	5,695.75
S3	5,632.00	5,649.50	5,692.50
S4	5,596.75	5,614.25	5,683.00

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,144.00	6,069.50	5,782.75
R3	5,997.75	5,923.25	5,742.50
R2	5,851.50	5,851.50	5,729.00
R1	5,777.00	5,777.00	5,715.75	5,741.25
PP	5,705.25	5,705.25	5,705.25	5,687.50
S1	5,630.75	5,630.75	5,688.75	5,595.00
S2	5,559.00	5,559.00	5,675.50
S3	5,412.75	5,484.50	5,662.00
S4	5,266.50	5,338.25	5,621.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,780.00	5,633.75	146.25	2.6%	78.25	1.4%	47%	False	False	119,051
10	5,898.75	5,633.75	265.00	4.6%	77.75	1.4%	26%	False	False	199,645
20	5,898.75	5,622.00	276.75	4.9%	61.25	1.1%	29%	False	False	219,768
40	5,898.75	5,427.50	471.25	8.3%	52.50	0.9%	58%	False	False	221,492
60	5,898.75	5,317.25	581.50	10.2%	51.00	0.9%	66%	False	False	227,362
80	5,898.75	5,299.25	599.50	10.5%	48.75	0.9%	67%	False	False	198,342
100	5,898.75	5,083.75	815.00	14.3%	46.00	0.8%	76%	False	False	158,763
120	5,898.75	4,850.25	1,048.50	18.4%	45.25	0.8%	81%	False	False	132,330

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.98
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5,870.00
2.618	5,812.50
1.618	5,777.25
1.000	5,755.50
0.618	5,742.00
HIGH	5,720.25
0.618	5,706.75
0.500	5,702.50
0.382	5,698.50
LOW	5,685.00
0.618	5,663.25
1.000	5,649.75
1.618	5,628.00
2.618	5,592.75
4.250	5,535.25

Fisher Pivots for day following 16-Jun-2017
Pivot	1 day	3 day
R1	5,702.50	5,707.00
PP	5,702.50	5,705.25
S1	5,702.50	5,703.75

Download as Excel Spreadsheet

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

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