E-mini NASDAQ-100 Future June 2018

Trading Metrics calculated at close of trading on 14-May-2018

Day Change Summary
	Previous	Current
	11-May-2018	14-May-2018	Change	Change %	Previous Week
Open	6,949.50	6,958.25	8.75	0.1%	6,779.00
High	6,979.50	7,013.50	34.00	0.5%	6,979.50
Low	6,928.25	6,955.50	27.25	0.4%	6,771.00
Close	6,960.00	6,974.00	14.00	0.2%	6,960.00
Range	51.25	58.00	6.75	13.2%	208.50
ATR	125.98	121.12	-4.86	-3.9%	0.00
Volume	263,016	255,900	-7,116	-2.7%	1,566,723

Daily Pivots for day following 14-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,155.00	7,122.50	7,006.00
R3	7,097.00	7,064.50	6,990.00
R2	7,039.00	7,039.00	6,984.75
R1	7,006.50	7,006.50	6,979.25	7,022.75
PP	6,981.00	6,981.00	6,981.00	6,989.00
S1	6,948.50	6,948.50	6,968.75	6,964.75
S2	6,923.00	6,923.00	6,963.25
S3	6,865.00	6,890.50	6,958.00
S4	6,807.00	6,832.50	6,942.00

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,529.00	7,453.00	7,074.75
R3	7,320.50	7,244.50	7,017.25
R2	7,112.00	7,112.00	6,998.25
R1	7,036.00	7,036.00	6,979.00	7,074.00
PP	6,903.50	6,903.50	6,903.50	6,922.50
S1	6,827.50	6,827.50	6,941.00	6,865.50
S2	6,695.00	6,695.00	6,921.75
S3	6,486.50	6,619.00	6,902.75
S4	6,278.00	6,410.50	6,845.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,013.50	6,771.00	242.50	3.5%	70.25	1.0%	84%	True	False	299,771
10	7,013.50	6,538.00	475.50	6.8%	100.75	1.4%	92%	True	False	349,348
20	7,013.50	6,429.25	584.25	8.4%	122.50	1.8%	93%	True	False	388,416
40	7,043.00	6,306.75	736.25	10.6%	149.75	2.1%	91%	False	False	483,091
60	7,214.50	6,306.75	907.75	13.0%	138.75	2.0%	74%	False	False	362,405
80	7,214.50	6,187.50	1,027.00	14.7%	145.50	2.1%	77%	False	False	272,141
100	7,214.50	6,187.50	1,027.00	14.7%	128.75	1.8%	77%	False	False	217,815

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,260.00
2.618	7,165.25
1.618	7,107.25
1.000	7,071.50
0.618	7,049.25
HIGH	7,013.50
0.618	6,991.25
0.500	6,984.50
0.382	6,977.75
LOW	6,955.50
0.618	6,919.75
1.000	6,897.50
1.618	6,861.75
2.618	6,803.75
4.250	6,709.00

Fisher Pivots for day following 14-May-2018
Pivot	1 day	3 day
R1	6,984.50	6,966.50
PP	6,981.00	6,958.75
S1	6,977.50	6,951.00

Download as Excel Spreadsheet

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

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