E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 5,670.00 5,689.50 19.50 0.3% 5,658.25
High 5,689.75 5,706.50 16.75 0.3% 5,689.75
Low 5,656.50 5,682.50 26.00 0.5% 5,634.50
Close 5,689.00 5,701.25 12.25 0.2% 5,689.00
Range 33.25 24.00 -9.25 -27.8% 55.25
ATR 39.69 38.57 -1.12 -2.8% 0.00
Volume 186,832 180,918 -5,914 -3.2% 958,072
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 5,768.75 5,759.00 5,714.50
R3 5,744.75 5,735.00 5,707.75
R2 5,720.75 5,720.75 5,705.75
R1 5,711.00 5,711.00 5,703.50 5,716.00
PP 5,696.75 5,696.75 5,696.75 5,699.25
S1 5,687.00 5,687.00 5,699.00 5,692.00
S2 5,672.75 5,672.75 5,696.75
S3 5,648.75 5,663.00 5,694.75
S4 5,624.75 5,639.00 5,688.00
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 5,836.75 5,818.25 5,719.50
R3 5,781.50 5,763.00 5,704.25
R2 5,726.25 5,726.25 5,699.25
R1 5,707.75 5,707.75 5,694.00 5,717.00
PP 5,671.00 5,671.00 5,671.00 5,675.75
S1 5,652.50 5,652.50 5,684.00 5,661.75
S2 5,615.75 5,615.75 5,678.75
S3 5,560.50 5,597.25 5,673.75
S4 5,505.25 5,542.00 5,658.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,706.50 5,636.25 70.25 1.2% 31.25 0.5% 93% True False 194,927
10 5,706.50 5,603.75 102.75 1.8% 29.25 0.5% 95% True False 190,419
20 5,706.50 5,375.50 331.00 5.8% 36.75 0.6% 98% True False 197,148
40 5,706.50 5,315.00 391.50 6.9% 44.00 0.8% 99% True False 223,228
60 5,706.50 5,287.00 419.50 7.4% 41.50 0.7% 99% True False 171,017
80 5,706.50 5,028.00 678.50 11.9% 40.25 0.7% 99% True False 128,363
100 5,706.50 4,850.25 856.25 15.0% 40.00 0.7% 99% True False 102,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 6.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,808.50
2.618 5,769.25
1.618 5,745.25
1.000 5,730.50
0.618 5,721.25
HIGH 5,706.50
0.618 5,697.25
0.500 5,694.50
0.382 5,691.75
LOW 5,682.50
0.618 5,667.75
1.000 5,658.50
1.618 5,643.75
2.618 5,619.75
4.250 5,580.50
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 5,699.00 5,691.25
PP 5,696.75 5,681.25
S1 5,694.50 5,671.50

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

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