E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	14,289.50	14,494.00	204.50	1.4%	14,437.50
High	14,528.25	14,627.75	99.50	0.7%	14,627.75
Low	14,248.25	14,468.25	220.00	1.5%	14,248.25
Close	14,472.25	14,575.25	103.00	0.7%	14,575.25
Range	280.00	159.50	-120.50	-43.0%	379.50
ATR	232.64	227.41	-5.22	-2.2%	0.00
Volume	622,329	623,290	961	0.2%	2,808,246

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,035.50	14,965.00	14,663.00
R3	14,876.00	14,805.50	14,619.00
R2	14,716.50	14,716.50	14,604.50
R1	14,646.00	14,646.00	14,589.75	14,681.25
PP	14,557.00	14,557.00	14,557.00	14,574.75
S1	14,486.50	14,486.50	14,560.75	14,521.75
S2	14,397.50	14,397.50	14,546.00
S3	14,238.00	14,327.00	14,531.50
S4	14,078.50	14,167.50	14,487.50

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,622.25	15,478.25	14,784.00
R3	15,242.75	15,098.75	14,679.50
R2	14,863.25	14,863.25	14,644.75
R1	14,719.25	14,719.25	14,610.00	14,791.25
PP	14,483.75	14,483.75	14,483.75	14,519.75
S1	14,339.75	14,339.75	14,540.50	14,411.75
S2	14,104.25	14,104.25	14,505.75
S3	13,724.75	13,960.25	14,471.00
S4	13,345.25	13,580.75	14,366.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,627.75	13,924.50	703.25	4.8%	259.00	1.8%	93%	True	False	707,458
10	14,627.75	13,566.50	1,061.25	7.3%	237.00	1.6%	95%	True	False	691,794
20	14,627.75	13,055.75	1,572.00	10.8%	208.00	1.4%	97%	True	False	654,954
40	14,627.75	12,800.00	1,827.75	12.5%	206.25	1.4%	97%	True	False	637,007
60	14,627.75	11,806.25	2,821.50	19.4%	228.50	1.6%	98%	True	False	629,765
80	14,627.75	11,806.25	2,821.50	19.4%	232.75	1.6%	98%	True	False	473,266
100	14,627.75	11,216.50	3,411.25	23.4%	242.25	1.7%	98%	True	False	378,813
120	14,627.75	10,870.00	3,757.75	25.8%	249.75	1.7%	99%	True	False	315,774

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	57.25
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	15,305.50
2.618	15,045.25
1.618	14,885.75
1.000	14,787.25
0.618	14,726.25
HIGH	14,627.75
0.618	14,566.75
0.500	14,548.00
0.382	14,529.25
LOW	14,468.25
0.618	14,369.75
1.000	14,308.75
1.618	14,210.25
2.618	14,050.75
4.250	13,790.50

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	14,566.25	14,529.50
PP	14,557.00	14,483.75
S1	14,548.00	14,438.00

Download as Excel Spreadsheet

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

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