E-mini NASDAQ-100 Future June 2021

Trading Metrics calculated at close of trading on 03-Jun-2021

Day Change Summary
	Previous	Current
	02-Jun-2021	03-Jun-2021	Change	Change %	Previous Week
Open	13,653.25	13,679.50	26.25	0.2%	13,383.25
High	13,712.75	13,707.75	-5.00	0.0%	13,763.50
Low	13,603.25	13,462.25	-141.00	-1.0%	13,356.50
Close	13,673.75	13,529.25	-144.50	-1.1%	13,686.50
Range	109.50	245.50	136.00	124.2%	407.00
ATR	216.82	218.87	2.05	0.9%	0.00
Volume	371,449	552,987	181,538	48.9%	1,902,658

Daily Pivots for day following 03-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,303.00	14,161.50	13,664.25
R3	14,057.50	13,916.00	13,596.75
R2	13,812.00	13,812.00	13,574.25
R1	13,670.50	13,670.50	13,551.75	13,618.50
PP	13,566.50	13,566.50	13,566.50	13,540.50
S1	13,425.00	13,425.00	13,506.75	13,373.00
S2	13,321.00	13,321.00	13,484.25
S3	13,075.50	13,179.50	13,461.75
S4	12,830.00	12,934.00	13,394.25

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,823.25	14,661.75	13,910.25
R3	14,416.25	14,254.75	13,798.50
R2	14,009.25	14,009.25	13,761.00
R1	13,847.75	13,847.75	13,723.75	13,928.50
PP	13,602.25	13,602.25	13,602.25	13,642.50
S1	13,440.75	13,440.75	13,649.25	13,521.50
S2	13,195.25	13,195.25	13,612.00
S3	12,788.25	13,033.75	13,574.50
S4	12,381.25	12,626.75	13,462.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,773.00	13,462.25	310.75	2.3%	147.50	1.1%	22%	False	True	425,451
10	13,773.00	13,150.75	622.25	4.6%	181.75	1.3%	61%	False	False	419,861
20	13,818.00	12,915.00	903.00	6.7%	244.50	1.8%	68%	False	False	513,240
40	14,064.00	12,915.00	1,149.00	8.5%	223.75	1.7%	53%	False	False	518,940
60	14,064.00	12,609.75	1,454.25	10.7%	241.25	1.8%	63%	False	False	507,115
80	14,064.00	12,200.00	1,864.00	13.8%	269.00	2.0%	71%	False	False	381,248
100	14,064.00	12,200.00	1,864.00	13.8%	268.25	2.0%	71%	False	False	305,150
120	14,064.00	12,200.00	1,864.00	13.8%	254.50	1.9%	71%	False	False	254,355

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44.05
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	14,751.00
2.618	14,350.50
1.618	14,105.00
1.000	13,953.25
0.618	13,859.50
HIGH	13,707.75
0.618	13,614.00
0.500	13,585.00
0.382	13,556.00
LOW	13,462.25
0.618	13,310.50
1.000	13,216.75
1.618	13,065.00
2.618	12,819.50
4.250	12,419.00

Fisher Pivots for day following 03-Jun-2021
Pivot	1 day	3 day
R1	13,585.00	13,617.50
PP	13,566.50	13,588.25
S1	13,547.75	13,558.75

Download as Excel Spreadsheet

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

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