E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 13,679.50 13,531.75 -147.75 -1.1% 13,699.00
High 13,707.75 13,783.75 76.00 0.6% 13,783.75
Low 13,462.25 13,467.75 5.50 0.0% 13,462.25
Close 13,529.25 13,766.75 237.50 1.8% 13,766.75
Range 245.50 316.00 70.50 28.7% 321.50
ATR 218.87 225.81 6.94 3.2% 0.00
Volume 552,987 446,994 -105,993 -19.2% 1,819,430
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 14,620.75 14,509.75 13,940.50
R3 14,304.75 14,193.75 13,853.75
R2 13,988.75 13,988.75 13,824.75
R1 13,877.75 13,877.75 13,795.75 13,933.25
PP 13,672.75 13,672.75 13,672.75 13,700.50
S1 13,561.75 13,561.75 13,737.75 13,617.25
S2 13,356.75 13,356.75 13,708.75
S3 13,040.75 13,245.75 13,679.75
S4 12,724.75 12,929.75 13,593.00
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 14,635.50 14,522.50 13,943.50
R3 14,314.00 14,201.00 13,855.25
R2 13,992.50 13,992.50 13,825.75
R1 13,879.50 13,879.50 13,796.25 13,936.00
PP 13,671.00 13,671.00 13,671.00 13,699.00
S1 13,558.00 13,558.00 13,737.25 13,614.50
S2 13,349.50 13,349.50 13,707.75
S3 13,028.00 13,236.50 13,678.25
S4 12,706.50 12,915.00 13,590.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,783.75 13,462.25 321.50 2.3% 190.50 1.4% 95% True False 437,129
10 13,783.75 13,356.50 427.25 3.1% 176.00 1.3% 96% True False 417,982
20 13,818.00 12,915.00 903.00 6.6% 249.25 1.8% 94% False False 507,218
40 14,064.00 12,915.00 1,149.00 8.3% 227.25 1.7% 74% False False 519,238
60 14,064.00 12,609.75 1,454.25 10.6% 241.75 1.8% 80% False False 514,323
80 14,064.00 12,200.00 1,864.00 13.5% 271.75 2.0% 84% False False 386,827
100 14,064.00 12,200.00 1,864.00 13.5% 269.25 2.0% 84% False False 309,614
120 14,064.00 12,200.00 1,864.00 13.5% 255.25 1.9% 84% False False 258,080
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 True
Bear Hook False
Bull Hook False
Stretch 43.48
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 15,126.75
2.618 14,611.00
1.618 14,295.00
1.000 14,099.75
0.618 13,979.00
HIGH 13,783.75
0.618 13,663.00
0.500 13,625.75
0.382 13,588.50
LOW 13,467.75
0.618 13,272.50
1.000 13,151.75
1.618 12,956.50
2.618 12,640.50
4.250 12,124.75
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 13,719.75 13,718.75
PP 13,672.75 13,671.00
S1 13,625.75 13,623.00

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

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