E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 23-May-2017
Day Change Summary
Previous Current
22-May-2017 23-May-2017 Change Change % Previous Week
Open 5,652.75 5,701.50 48.75 0.9% 5,689.50
High 5,704.25 5,718.50 14.25 0.2% 5,727.25
Low 5,648.75 5,688.50 39.75 0.7% 5,550.50
Close 5,702.00 5,711.50 9.50 0.2% 5,653.25
Range 55.50 30.00 -25.50 -45.9% 176.75
ATR 50.44 48.98 -1.46 -2.9% 0.00
Volume 198,203 219,010 20,807 10.5% 1,685,681
Daily Pivots for day following 23-May-2017
Classic Woodie Camarilla DeMark
R4 5,796.25 5,783.75 5,728.00
R3 5,766.25 5,753.75 5,719.75
R2 5,736.25 5,736.25 5,717.00
R1 5,723.75 5,723.75 5,714.25 5,730.00
PP 5,706.25 5,706.25 5,706.25 5,709.25
S1 5,693.75 5,693.75 5,708.75 5,700.00
S2 5,676.25 5,676.25 5,706.00
S3 5,646.25 5,663.75 5,703.25
S4 5,616.25 5,633.75 5,695.00
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 6,174.00 6,090.25 5,750.50
R3 5,997.25 5,913.50 5,701.75
R2 5,820.50 5,820.50 5,685.75
R1 5,736.75 5,736.75 5,669.50 5,690.25
PP 5,643.75 5,643.75 5,643.75 5,620.50
S1 5,560.00 5,560.00 5,637.00 5,513.50
S2 5,467.00 5,467.00 5,620.75
S3 5,290.25 5,383.25 5,604.75
S4 5,113.50 5,206.50 5,556.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,724.00 5,550.50 173.50 3.0% 77.50 1.4% 93% False False 347,710
10 5,727.25 5,550.50 176.75 3.1% 53.75 0.9% 91% False False 270,261
20 5,727.25 5,534.25 193.00 3.4% 44.75 0.8% 92% False False 229,731
40 5,727.25 5,347.50 379.75 6.6% 45.75 0.8% 96% False False 227,863
60 5,727.25 5,315.00 412.25 7.2% 45.00 0.8% 96% False False 202,995
80 5,727.25 5,083.75 643.50 11.3% 42.75 0.7% 98% False False 152,367
100 5,727.25 4,850.25 877.00 15.4% 42.25 0.7% 98% False False 121,936
120 5,727.25 4,711.00 1,016.25 17.8% 42.75 0.7% 98% False False 101,619
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8.40
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,846.00
2.618 5,797.00
1.618 5,767.00
1.000 5,748.50
0.618 5,737.00
HIGH 5,718.50
0.618 5,707.00
0.500 5,703.50
0.382 5,700.00
LOW 5,688.50
0.618 5,670.00
1.000 5,658.50
1.618 5,640.00
2.618 5,610.00
4.250 5,561.00
Fisher Pivots for day following 23-May-2017
Pivot 1 day 3 day
R1 5,708.75 5,697.75
PP 5,706.25 5,684.00
S1 5,703.50 5,670.25

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

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