E-mini NASDAQ-100 Future June 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	12,549.75	12,896.00	346.25	2.8%	12,705.25
High	12,903.75	12,945.25	41.50	0.3%	12,945.25
Low	12,442.50	12,503.00	60.50	0.5%	12,442.50
Close	12,893.75	12,551.00	-342.75	-2.7%	12,551.00
Range	461.25	442.25	-19.00	-4.1%	502.75
ATR	454.77	453.88	-0.89	-0.2%	0.00
Volume	620,008	652,955	32,947	5.3%	2,787,562

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,993.25	13,714.25	12,794.25
R3	13,551.00	13,272.00	12,672.50
R2	13,108.75	13,108.75	12,632.00
R1	12,829.75	12,829.75	12,591.50	12,748.00
PP	12,666.50	12,666.50	12,666.50	12,625.50
S1	12,387.50	12,387.50	12,510.50	12,306.00
S2	12,224.25	12,224.25	12,470.00
S3	11,782.00	11,945.25	12,429.50
S4	11,339.75	11,503.00	12,307.75

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,154.50	13,855.50	12,827.50
R3	13,651.75	13,352.75	12,689.25
R2	13,149.00	13,149.00	12,643.25
R1	12,850.00	12,850.00	12,597.00	12,748.00
PP	12,646.25	12,646.25	12,646.25	12,595.25
S1	12,347.25	12,347.25	12,505.00	12,245.50
S2	12,143.50	12,143.50	12,458.75
S3	11,640.75	11,844.50	12,412.75
S4	11,138.00	11,341.75	12,274.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,945.25	12,222.00	723.25	5.8%	434.75	3.5%	45%	True	False	680,710
10	12,945.25	11,491.25	1,454.00	11.6%	427.00	3.4%	73%	True	False	687,095
20	12,945.25	11,491.25	1,454.00	11.6%	449.25	3.6%	73%	True	False	732,039
40	14,642.25	11,491.25	3,151.00	25.1%	451.75	3.6%	34%	False	False	704,171
60	15,268.75	11,491.25	3,777.50	30.1%	427.25	3.4%	28%	False	False	644,843
80	15,268.75	11,491.25	3,777.50	30.1%	442.00	3.5%	28%	False	False	484,772
100	16,007.50	11,491.25	4,516.25	36.0%	449.25	3.6%	23%	False	False	388,190
120	16,654.00	11,491.25	5,162.75	41.1%	429.75	3.4%	21%	False	False	323,644

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	98.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,824.75
2.618	14,103.00
1.618	13,660.75
1.000	13,387.50
0.618	13,218.50
HIGH	12,945.25
0.618	12,776.25
0.500	12,724.00
0.382	12,672.00
LOW	12,503.00
0.618	12,229.75
1.000	12,060.75
1.618	11,787.50
2.618	11,345.25
4.250	10,623.50

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	12,724.00	12,694.00
PP	12,666.50	12,646.25
S1	12,608.75	12,598.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols