E-mini NASDAQ-100 Future September 2017

Trading Metrics calculated at close of trading on 22-Jun-2017

Day Change Summary
	Previous	Current
	21-Jun-2017	22-Jun-2017	Change	Change %	Previous Week
Open	5,728.25	5,793.25	65.00	1.1%	5,746.00
High	5,796.50	5,814.50	18.00	0.3%	5,789.00
Low	5,699.00	5,770.75	71.75	1.3%	5,641.25
Close	5,796.00	5,785.75	-10.25	-0.2%	5,684.00
Range	97.50	43.75	-53.75	-55.1%	147.75
ATR	69.42	67.59	-1.83	-2.6%	0.00
Volume	319,202	233,021	-86,181	-27.0%	2,214,197

Daily Pivots for day following 22-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,921.50	5,897.50	5,809.75
R3	5,877.75	5,853.75	5,797.75
R2	5,834.00	5,834.00	5,793.75
R1	5,810.00	5,810.00	5,789.75	5,800.00
PP	5,790.25	5,790.25	5,790.25	5,785.50
S1	5,766.25	5,766.25	5,781.75	5,756.50
S2	5,746.50	5,746.50	5,777.75
S3	5,702.75	5,722.50	5,773.75
S4	5,659.00	5,678.75	5,761.75

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,148.00	6,063.75	5,765.25
R3	6,000.25	5,916.00	5,724.75
R2	5,852.50	5,852.50	5,711.00
R1	5,768.25	5,768.25	5,697.50	5,736.50
PP	5,704.75	5,704.75	5,704.75	5,689.00
S1	5,620.50	5,620.50	5,670.50	5,588.75
S2	5,557.00	5,557.00	5,657.00
S3	5,409.25	5,472.75	5,643.25
S4	5,261.50	5,325.00	5,602.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,814.50	5,661.00	153.50	2.7%	72.50	1.3%	81%	True	False	296,344
10	5,907.50	5,641.25	266.25	4.6%	95.50	1.6%	54%	False	False	402,483
20	5,907.50	5,641.25	266.25	4.6%	68.75	1.2%	54%	False	False	208,464
40	5,907.50	5,540.50	367.00	6.3%	56.00	1.0%	67%	False	False	104,399
60	5,907.50	5,353.75	553.75	9.6%	51.75	0.9%	78%	False	False	69,654

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	15.95
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6,000.50
2.618	5,929.00
1.618	5,885.25
1.000	5,858.25
0.618	5,841.50
HIGH	5,814.50
0.618	5,797.75
0.500	5,792.50
0.382	5,787.50
LOW	5,770.75
0.618	5,743.75
1.000	5,727.00
1.618	5,700.00
2.618	5,656.25
4.250	5,584.75

Fisher Pivots for day following 22-Jun-2017
Pivot	1 day	3 day
R1	5,792.50	5,776.00
PP	5,790.25	5,766.50
S1	5,788.00	5,756.75

Download as Excel Spreadsheet

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

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