E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 01-Jun-2017
Day Change Summary
Previous Current
31-May-2017 01-Jun-2017 Change Change % Previous Week
Open 5,792.50 5,804.75 12.25 0.2% 5,652.75
High 5,819.25 5,824.00 4.75 0.1% 5,796.50
Low 5,763.75 5,780.50 16.75 0.3% 5,648.75
Close 5,793.25 5,822.00 28.75 0.5% 5,792.25
Range 55.50 43.50 -12.00 -21.6% 147.75
ATR 46.14 45.95 -0.19 -0.4% 0.00
Volume 332,645 266,069 -66,576 -20.0% 1,012,071
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 5,939.25 5,924.25 5,846.00
R3 5,895.75 5,880.75 5,834.00
R2 5,852.25 5,852.25 5,830.00
R1 5,837.25 5,837.25 5,826.00 5,844.75
PP 5,808.75 5,808.75 5,808.75 5,812.50
S1 5,793.75 5,793.75 5,818.00 5,801.25
S2 5,765.25 5,765.25 5,814.00
S3 5,721.75 5,750.25 5,810.00
S4 5,678.25 5,706.75 5,798.00
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 6,189.00 6,138.50 5,873.50
R3 6,041.25 5,990.75 5,833.00
R2 5,893.50 5,893.50 5,819.25
R1 5,843.00 5,843.00 5,805.75 5,868.25
PP 5,745.75 5,745.75 5,745.75 5,758.50
S1 5,695.25 5,695.25 5,778.75 5,720.50
S2 5,598.00 5,598.00 5,765.25
S3 5,450.25 5,547.50 5,751.50
S4 5,302.50 5,399.75 5,711.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,824.00 5,731.25 92.75 1.6% 42.50 0.7% 98% True False 239,955
10 5,824.00 5,550.50 273.50 4.7% 48.00 0.8% 99% True False 262,296
20 5,824.00 5,550.50 273.50 4.7% 45.50 0.8% 99% True False 242,099
40 5,824.00 5,347.50 476.50 8.2% 45.50 0.8% 100% True False 232,430
60 5,824.00 5,315.00 509.00 8.7% 45.00 0.8% 100% True False 225,925
80 5,824.00 5,154.25 669.75 11.5% 42.75 0.7% 100% True False 169,729
100 5,824.00 4,990.25 833.75 14.3% 41.50 0.7% 100% True False 135,842
120 5,824.00 4,839.25 984.75 16.9% 42.25 0.7% 100% True False 113,213
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 12.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,009.00
2.618 5,938.00
1.618 5,894.50
1.000 5,867.50
0.618 5,851.00
HIGH 5,824.00
0.618 5,807.50
0.500 5,802.25
0.382 5,797.00
LOW 5,780.50
0.618 5,753.50
1.000 5,737.00
1.618 5,710.00
2.618 5,666.50
4.250 5,595.50
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 5,815.50 5,812.50
PP 5,808.75 5,803.25
S1 5,802.25 5,794.00

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

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