E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 18-Jun-2014

Day Change Summary
	Previous	Current
	17-Jun-2014	18-Jun-2014	Change	Change %	Previous Week
Open	3,780.25	3,781.50	1.25	0.0%	3,800.00
High	3,792.25	3,807.50	15.25	0.4%	3,806.50
Low	3,769.75	3,763.00	-6.75	-0.2%	3,751.50
Close	3,779.50	3,803.50	24.00	0.6%	3,775.75
Range	22.50	44.50	22.00	97.8%	55.00
ATR	35.67	36.30	0.63	1.8%	0.00
Volume	111,338	77,778	-33,560	-30.1%	961,632

Daily Pivots for day following 18-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,924.75	3,908.75	3,828.00
R3	3,880.25	3,864.25	3,815.75
R2	3,835.75	3,835.75	3,811.75
R1	3,819.75	3,819.75	3,807.50	3,827.75
PP	3,791.25	3,791.25	3,791.25	3,795.50
S1	3,775.25	3,775.25	3,799.50	3,783.25
S2	3,746.75	3,746.75	3,795.25
S3	3,702.25	3,730.75	3,791.25
S4	3,657.75	3,686.25	3,779.00

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,943.00	3,914.25	3,806.00
R3	3,888.00	3,859.25	3,791.00
R2	3,833.00	3,833.00	3,785.75
R1	3,804.25	3,804.25	3,780.75	3,791.00
PP	3,778.00	3,778.00	3,778.00	3,771.25
S1	3,749.25	3,749.25	3,770.75	3,736.00
S2	3,723.00	3,723.00	3,765.75
S3	3,668.00	3,694.25	3,760.50
S4	3,613.00	3,639.25	3,745.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,807.50	3,751.50	56.00	1.5%	36.25	1.0%	93%	True	False	152,653
10	3,807.50	3,734.00	73.50	1.9%	31.75	0.8%	95%	True	False	175,416
20	3,807.50	3,593.25	214.25	5.6%	31.50	0.8%	98%	True	False	190,779
40	3,807.50	3,480.50	327.00	8.6%	41.50	1.1%	99%	True	False	248,144
60	3,807.50	3,404.75	402.75	10.6%	49.00	1.3%	99%	True	False	290,210
80	3,807.50	3,404.75	402.75	10.6%	49.25	1.3%	99%	True	False	250,787
100	3,807.50	3,404.75	402.75	10.6%	48.50	1.3%	99%	True	False	200,757
120	3,807.50	3,404.75	402.75	10.6%	45.25	1.2%	99%	True	False	167,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,996.50
2.618	3,924.00
1.618	3,879.50
1.000	3,852.00
0.618	3,835.00
HIGH	3,807.50
0.618	3,790.50
0.500	3,785.25
0.382	3,780.00
LOW	3,763.00
0.618	3,735.50
1.000	3,718.50
1.618	3,691.00
2.618	3,646.50
4.250	3,574.00

Fisher Pivots for day following 18-Jun-2014
Pivot	1 day	3 day
R1	3,797.50	3,796.50
PP	3,791.25	3,789.25
S1	3,785.25	3,782.25

Download as Excel Spreadsheet

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

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