E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	3,732.75	3,743.50	10.75	0.3%	3,679.00
High	3,749.25	3,782.00	32.75	0.9%	3,740.50
Low	3,714.00	3,734.00	20.00	0.5%	3,677.50
Close	3,743.25	3,776.25	33.00	0.9%	3,735.50
Range	35.25	48.00	12.75	36.2%	63.00
ATR	40.98	41.48	0.50	1.2%	0.00
Volume	188,803	283,290	94,487	50.0%	821,078

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,908.00	3,890.25	3,802.75
R3	3,860.00	3,842.25	3,789.50
R2	3,812.00	3,812.00	3,785.00
R1	3,794.25	3,794.25	3,780.75	3,803.00
PP	3,764.00	3,764.00	3,764.00	3,768.50
S1	3,746.25	3,746.25	3,771.75	3,755.00
S2	3,716.00	3,716.00	3,767.50
S3	3,668.00	3,698.25	3,763.00
S4	3,620.00	3,650.25	3,749.75

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	3,782.00	3,707.25	74.75	2.0%	33.00	0.9%	92%	True	False	219,210
10	3,782.00	3,631.25	150.75	4.0%	31.75	0.8%	96%	True	False	208,752
20	3,782.00	3,510.50	271.50	7.2%	39.25	1.0%	98%	True	False	248,429
40	3,782.00	3,404.75	377.25	10.0%	49.50	1.3%	98%	True	False	296,659
60	3,782.00	3,404.75	377.25	10.0%	53.75	1.4%	98%	True	False	309,424
80	3,782.00	3,404.75	377.25	10.0%	49.50	1.3%	98%	True	False	232,481
100	3,782.00	3,404.75	377.25	10.0%	49.50	1.3%	98%	True	False	186,054
120	3,782.00	3,404.75	377.25	10.0%	44.50	1.2%	98%	True	False	155,047

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.30
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3,986.00
2.618	3,907.75
1.618	3,859.75
1.000	3,830.00
0.618	3,811.75
HIGH	3,782.00
0.618	3,763.75
0.500	3,758.00
0.382	3,752.25
LOW	3,734.00
0.618	3,704.25
1.000	3,686.00
1.618	3,656.25
2.618	3,608.25
4.250	3,530.00

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	3,770.25	3,766.75
PP	3,764.00	3,757.50
S1	3,758.00	3,748.00

Download as Excel Spreadsheet

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

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