E-mini NASDAQ-100 Future June 2018

Trading Metrics calculated at close of trading on 05-Jun-2018

Day Change Summary
	Previous	Current
	04-Jun-2018	05-Jun-2018	Change	Change %	Previous Week
Open	7,079.75	7,147.50	67.75	1.0%	6,989.00
High	7,151.50	7,187.50	36.00	0.5%	7,090.50
Low	7,071.75	7,137.50	65.75	0.9%	6,890.50
Close	7,148.25	7,179.25	31.00	0.4%	7,083.00
Range	79.75	50.00	-29.75	-37.3%	200.00
ATR	99.94	96.37	-3.57	-3.6%	0.00
Volume	247,834	256,212	8,378	3.4%	1,515,596

Daily Pivots for day following 05-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,318.00	7,298.75	7,206.75
R3	7,268.00	7,248.75	7,193.00
R2	7,218.00	7,218.00	7,188.50
R1	7,198.75	7,198.75	7,183.75	7,208.50
PP	7,168.00	7,168.00	7,168.00	7,173.00
S1	7,148.75	7,148.75	7,174.75	7,158.50
S2	7,118.00	7,118.00	7,170.00
S3	7,068.00	7,098.75	7,165.50
S4	7,018.00	7,048.75	7,151.75

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,621.25	7,552.25	7,193.00
R3	7,421.25	7,352.25	7,138.00
R2	7,221.25	7,221.25	7,119.75
R1	7,152.25	7,152.25	7,101.25	7,186.75
PP	7,021.25	7,021.25	7,021.25	7,038.50
S1	6,952.25	6,952.25	7,064.75	6,986.75
S2	6,821.25	6,821.25	7,046.25
S3	6,621.25	6,752.25	7,028.00
S4	6,421.25	6,552.25	6,973.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,187.50	6,918.50	269.00	3.7%	77.00	1.1%	97%	True	False	306,400
10	7,187.50	6,829.75	357.75	5.0%	84.75	1.2%	98%	True	False	337,736
20	7,187.50	6,771.00	416.50	5.8%	81.75	1.1%	98%	True	False	325,824
40	7,187.50	6,429.25	758.25	10.6%	108.00	1.5%	99%	True	False	372,970
60	7,214.50	6,306.75	907.75	12.6%	128.50	1.8%	96%	False	False	439,233
80	7,214.50	6,187.50	1,027.00	14.3%	131.75	1.8%	97%	False	False	334,630
100	7,214.50	6,187.50	1,027.00	14.3%	133.00	1.9%	97%	False	False	267,926
120	7,214.50	6,187.50	1,027.00	14.3%	120.00	1.7%	97%	False	False	223,335

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	20.18
Narrowest range in 95 trading days

Fibonacci Retracements and Extensions
4.250	7,400.00
2.618	7,318.50
1.618	7,268.50
1.000	7,237.50
0.618	7,218.50
HIGH	7,187.50
0.618	7,168.50
0.500	7,162.50
0.382	7,156.50
LOW	7,137.50
0.618	7,106.50
1.000	7,087.50
1.618	7,056.50
2.618	7,006.50
4.250	6,925.00

Fisher Pivots for day following 05-Jun-2018
Pivot	1 day	3 day
R1	7,173.75	7,147.00
PP	7,168.00	7,114.75
S1	7,162.50	7,082.50

Download as Excel Spreadsheet

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

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