E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 5,804.75 5,823.75 19.00 0.3% 5,793.00
High 5,824.00 5,886.75 62.75 1.1% 5,886.75
Low 5,780.50 5,822.00 41.50 0.7% 5,763.75
Close 5,822.00 5,886.00 64.00 1.1% 5,886.00
Range 43.50 64.75 21.25 48.9% 123.00
ATR 45.95 47.30 1.34 2.9% 0.00
Volume 266,069 298,205 32,136 12.1% 1,094,636
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,059.25 6,037.25 5,921.50
R3 5,994.50 5,972.50 5,903.75
R2 5,929.75 5,929.75 5,897.75
R1 5,907.75 5,907.75 5,892.00 5,918.75
PP 5,865.00 5,865.00 5,865.00 5,870.50
S1 5,843.00 5,843.00 5,880.00 5,854.00
S2 5,800.25 5,800.25 5,874.25
S3 5,735.50 5,778.25 5,868.25
S4 5,670.75 5,713.50 5,850.50
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,214.50 6,173.25 5,953.75
R3 6,091.50 6,050.25 5,919.75
R2 5,968.50 5,968.50 5,908.50
R1 5,927.25 5,927.25 5,897.25 5,948.00
PP 5,845.50 5,845.50 5,845.50 5,855.75
S1 5,804.25 5,804.25 5,874.75 5,825.00
S2 5,722.50 5,722.50 5,863.50
S3 5,599.50 5,681.25 5,852.25
S4 5,476.50 5,558.25 5,818.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,886.75 5,763.75 123.00 2.1% 42.50 0.7% 99% True False 251,608
10 5,886.75 5,622.00 264.75 4.5% 44.50 0.8% 100% True False 239,890
20 5,886.75 5,550.50 336.25 5.7% 47.25 0.8% 100% True False 245,836
40 5,886.75 5,347.50 539.25 9.2% 45.50 0.8% 100% True False 232,357
60 5,886.75 5,315.00 571.75 9.7% 45.25 0.8% 100% True False 230,666
80 5,886.75 5,163.00 723.75 12.3% 43.00 0.7% 100% True False 173,451
100 5,886.75 4,990.25 896.50 15.2% 42.00 0.7% 100% True False 138,824
120 5,886.75 4,839.25 1,047.50 17.8% 42.50 0.7% 100% True False 115,698
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 9.78
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,162.00
2.618 6,056.25
1.618 5,991.50
1.000 5,951.50
0.618 5,926.75
HIGH 5,886.75
0.618 5,862.00
0.500 5,854.50
0.382 5,846.75
LOW 5,822.00
0.618 5,782.00
1.000 5,757.25
1.618 5,717.25
2.618 5,652.50
4.250 5,546.75
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 5,875.50 5,865.75
PP 5,865.00 5,845.50
S1 5,854.50 5,825.25

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

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