E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	3,735.00	3,728.00	-7.00	-0.2%	3,679.00
High	3,741.50	3,735.75	-5.75	-0.2%	3,740.50
Low	3,707.25	3,714.00	6.75	0.2%	3,677.50
Close	3,727.50	3,730.75	3.25	0.1%	3,735.50
Range	34.25	21.75	-12.50	-36.5%	63.00
ATR	42.93	41.42	-1.51	-3.5%	0.00
Volume	225,591	183,988	-41,603	-18.4%	821,078

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,792.00	3,783.25	3,742.75
R3	3,770.25	3,761.50	3,736.75
R2	3,748.50	3,748.50	3,734.75
R1	3,739.75	3,739.75	3,732.75	3,744.00
PP	3,726.75	3,726.75	3,726.75	3,729.00
S1	3,718.00	3,718.00	3,728.75	3,722.50
S2	3,705.00	3,705.00	3,726.75
S3	3,683.25	3,696.25	3,724.75
S4	3,661.50	3,674.50	3,718.75

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,906.75	3,884.25	3,770.25
R3	3,843.75	3,821.25	3,752.75
R2	3,780.75	3,780.75	3,747.00
R1	3,758.25	3,758.25	3,741.25	3,769.50
PP	3,717.75	3,717.75	3,717.75	3,723.50
S1	3,695.25	3,695.25	3,729.75	3,706.50
S2	3,654.75	3,654.75	3,724.00
S3	3,591.75	3,632.25	3,718.25
S4	3,528.75	3,569.25	3,700.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,741.50	3,707.25	34.25	0.9%	25.50	0.7%	69%	False	False	205,418
10	3,741.50	3,584.50	157.00	4.2%	31.50	0.8%	93%	False	False	217,042
20	3,741.50	3,497.50	244.00	6.5%	41.25	1.1%	96%	False	False	260,235
40	3,741.50	3,404.75	336.75	9.0%	50.50	1.4%	97%	False	False	307,659
60	3,741.50	3,404.75	336.75	9.0%	53.50	1.4%	97%	False	False	301,754
80	3,741.50	3,404.75	336.75	9.0%	50.00	1.3%	97%	False	False	226,592
100	3,741.50	3,404.75	336.75	9.0%	49.25	1.3%	97%	False	False	181,334
120	3,741.50	3,404.75	336.75	9.0%	43.75	1.2%	97%	False	False	151,113

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.53
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3,828.25
2.618	3,792.75
1.618	3,771.00
1.000	3,757.50
0.618	3,749.25
HIGH	3,735.75
0.618	3,727.50
0.500	3,725.00
0.382	3,722.25
LOW	3,714.00
0.618	3,700.50
1.000	3,692.25
1.618	3,678.75
2.618	3,657.00
4.250	3,621.50

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	3,728.75	3,728.50
PP	3,726.75	3,726.50
S1	3,725.00	3,724.50

Download as Excel Spreadsheet

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

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