E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	14,582.00	14,594.50	12.50	0.1%	14,437.50
High	14,623.75	14,675.00	51.25	0.4%	14,627.75
Low	14,504.50	14,305.50	-199.00	-1.4%	14,248.25
Close	14,586.50	14,331.50	-255.00	-1.7%	14,575.25
Range	119.25	369.50	250.25	209.9%	379.50
ATR	216.67	227.59	10.92	5.0%	0.00
Volume	572,806	770,555	197,749	34.5%	2,808,246

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,545.75	15,308.25	14,534.75
R3	15,176.25	14,938.75	14,433.00
R2	14,806.75	14,806.75	14,399.25
R1	14,569.25	14,569.25	14,365.25	14,503.25
PP	14,437.25	14,437.25	14,437.25	14,404.50
S1	14,199.75	14,199.75	14,297.75	14,133.75
S2	14,067.75	14,067.75	14,263.75
S3	13,698.25	13,830.25	14,230.00
S4	13,328.75	13,460.75	14,128.25

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	14,694.75	14,248.25	446.50	3.1%	222.00	1.5%	19%	False	False	641,613
10	14,694.75	13,566.50	1,128.25	7.9%	247.25	1.7%	68%	False	False	702,369
20	14,694.75	13,202.75	1,492.00	10.4%	215.75	1.5%	76%	False	False	671,496
40	14,694.75	12,800.00	1,894.75	13.2%	207.25	1.4%	81%	False	False	643,562
60	14,694.75	12,032.25	2,662.50	18.6%	221.00	1.5%	86%	False	False	642,870
80	14,694.75	11,806.25	2,888.50	20.2%	230.50	1.6%	87%	False	False	497,767
100	14,694.75	11,429.75	3,265.00	22.8%	242.00	1.7%	89%	False	False	398,419
120	14,694.75	10,870.00	3,824.75	26.7%	248.00	1.7%	91%	False	False	332,126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	63.00
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	16,245.50
2.618	15,642.25
1.618	15,272.75
1.000	15,044.50
0.618	14,903.25
HIGH	14,675.00
0.618	14,533.75
0.500	14,490.25
0.382	14,446.75
LOW	14,305.50
0.618	14,077.25
1.000	13,936.00
1.618	13,707.75
2.618	13,338.25
4.250	12,735.00

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	14,490.25	14,500.00
PP	14,437.25	14,444.00
S1	14,384.50	14,387.75

Download as Excel Spreadsheet

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

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