E-mini NASDAQ-100 Future September 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	5,829.25	5,883.00	53.75	0.9%	5,799.75
High	5,893.75	5,897.75	4.00	0.1%	5,893.75
Low	5,827.75	5,879.25	51.50	0.9%	5,770.00
Close	5,892.50	5,887.50	-5.00	-0.1%	5,892.50
Range	66.00	18.50	-47.50	-72.0%	123.75
ATR	46.38	44.39	-1.99	-4.3%	0.00
Volume	5,196	5,463	267	5.1%	14,202

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,943.75	5,934.00	5,897.75
R3	5,925.25	5,915.50	5,892.50
R2	5,906.75	5,906.75	5,891.00
R1	5,897.00	5,897.00	5,889.25	5,902.00
PP	5,888.25	5,888.25	5,888.25	5,890.50
S1	5,878.50	5,878.50	5,885.75	5,883.50
S2	5,869.75	5,869.75	5,884.00
S3	5,851.25	5,860.00	5,882.50
S4	5,832.75	5,841.50	5,877.25

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,223.25	6,181.75	5,960.50
R3	6,099.50	6,058.00	5,926.50
R2	5,975.75	5,975.75	5,915.25
R1	5,934.25	5,934.25	5,903.75	5,955.00
PP	5,852.00	5,852.00	5,852.00	5,862.50
S1	5,810.50	5,810.50	5,881.25	5,831.25
S2	5,728.25	5,728.25	5,869.75
S3	5,604.50	5,686.75	5,858.50
S4	5,480.75	5,563.00	5,824.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,897.75	5,770.00	127.75	2.2%	41.25	0.7%	92%	True	False	3,933
10	5,897.75	5,652.75	245.00	4.2%	40.75	0.7%	96%	True	False	2,302
20	5,897.75	5,557.00	340.75	5.8%	45.25	0.8%	97%	True	False	1,344
40	5,897.75	5,353.75	544.00	9.2%	43.50	0.7%	98%	True	False	751
60	5,897.75	5,318.00	579.75	9.8%	43.25	0.7%	98%	True	False	546

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	9.55
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	5,976.50
2.618	5,946.25
1.618	5,927.75
1.000	5,916.25
0.618	5,909.25
HIGH	5,897.75
0.618	5,890.75
0.500	5,888.50
0.382	5,886.25
LOW	5,879.25
0.618	5,867.75
1.000	5,860.75
1.618	5,849.25
2.618	5,830.75
4.250	5,800.50

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	5,888.50	5,872.50
PP	5,888.25	5,857.25
S1	5,887.75	5,842.00

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

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