E-mini NASDAQ-100 Future June 2022

Trading Metrics calculated at close of trading on 02-Jun-2022

Day Change Summary
	Previous	Current
	01-Jun-2022	02-Jun-2022	Change	Change %	Previous Week
Open	12,662.50	12,549.75	-112.75	-0.9%	11,866.00
High	12,823.50	12,903.75	80.25	0.6%	12,720.25
Low	12,454.75	12,442.50	-12.25	-0.1%	11,576.25
Close	12,551.00	12,893.75	342.75	2.7%	12,677.75
Range	368.75	461.25	92.50	25.1%	1,144.00
ATR	454.28	454.77	0.50	0.1%	0.00
Volume	682,211	620,008	-62,203	-9.1%	3,276,614

Daily Pivots for day following 02-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,130.50	13,973.25	13,147.50
R3	13,669.25	13,512.00	13,020.50
R2	13,208.00	13,208.00	12,978.25
R1	13,050.75	13,050.75	12,936.00	13,129.50
PP	12,746.75	12,746.75	12,746.75	12,786.00
S1	12,589.50	12,589.50	12,851.50	12,668.00
S2	12,285.50	12,285.50	12,809.25
S3	11,824.25	12,128.25	12,767.00
S4	11,363.00	11,667.00	12,640.00

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,756.75	15,361.25	13,307.00
R3	14,612.75	14,217.25	12,992.25
R2	13,468.75	13,468.75	12,887.50
R1	13,073.25	13,073.25	12,782.50	13,271.00
PP	12,324.75	12,324.75	12,324.75	12,423.50
S1	11,929.25	11,929.25	12,573.00	12,127.00
S2	11,180.75	11,180.75	12,468.00
S3	10,036.75	10,785.25	12,363.25
S4	8,892.75	9,641.25	12,048.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,903.75	11,848.25	1,055.50	8.2%	445.25	3.5%	99%	True	False	672,496
10	12,903.75	11,491.25	1,412.50	11.0%	420.25	3.3%	99%	True	False	704,574
20	13,548.00	11,491.25	2,056.75	16.0%	469.25	3.6%	68%	False	False	743,281
40	14,861.25	11,491.25	3,370.00	26.1%	452.25	3.5%	42%	False	False	707,428
60	15,268.75	11,491.25	3,777.50	29.3%	430.50	3.3%	37%	False	False	634,243
80	15,268.75	11,491.25	3,777.50	29.3%	440.25	3.4%	37%	False	False	476,620
100	16,007.50	11,491.25	4,516.25	35.0%	449.75	3.5%	31%	False	False	381,696
120	16,654.00	11,491.25	5,162.75	40.0%	427.75	3.3%	27%	False	False	318,203

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	110.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,864.00
2.618	14,111.25
1.618	13,650.00
1.000	13,365.00
0.618	13,188.75
HIGH	12,903.75
0.618	12,727.50
0.500	12,673.00
0.382	12,618.75
LOW	12,442.50
0.618	12,157.50
1.000	11,981.25
1.618	11,696.25
2.618	11,235.00
4.250	10,482.25

Fisher Pivots for day following 02-Jun-2022
Pivot	1 day	3 day
R1	12,820.25	12,820.25
PP	12,746.75	12,746.75
S1	12,673.00	12,673.00

Download as Excel Spreadsheet

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

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