E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 5,740.50 5,713.25 -27.25 -0.5% 5,878.25
High 5,746.50 5,760.25 13.75 0.2% 5,898.75
Low 5,634.50 5,706.75 72.25 1.3% 5,660.25
Close 5,711.00 5,751.25 40.25 0.7% 5,740.50
Range 112.00 53.50 -58.50 -52.2% 238.50
ATR 62.38 61.75 -0.63 -1.0% 0.00
Volume 260,181 144,808 -115,373 -44.3% 1,401,196
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 5,900.00 5,879.00 5,780.75
R3 5,846.50 5,825.50 5,766.00
R2 5,793.00 5,793.00 5,761.00
R1 5,772.00 5,772.00 5,756.25 5,782.50
PP 5,739.50 5,739.50 5,739.50 5,744.50
S1 5,718.50 5,718.50 5,746.25 5,729.00
S2 5,686.00 5,686.00 5,741.50
S3 5,632.50 5,665.00 5,736.50
S4 5,579.00 5,611.50 5,721.75
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 6,482.00 6,349.75 5,871.75
R3 6,243.50 6,111.25 5,806.00
R2 6,005.00 6,005.00 5,784.25
R1 5,872.75 5,872.75 5,762.25 5,819.50
PP 5,766.50 5,766.50 5,766.50 5,740.00
S1 5,634.25 5,634.25 5,718.75 5,581.00
S2 5,528.00 5,528.00 5,696.75
S3 5,289.50 5,395.75 5,675.00
S4 5,051.00 5,157.25 5,609.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,898.75 5,634.50 264.25 4.6% 97.50 1.7% 44% False False 274,336
10 5,898.75 5,634.50 264.25 4.6% 71.50 1.2% 44% False False 270,310
20 5,898.75 5,550.50 348.25 6.1% 63.75 1.1% 58% False False 270,882
40 5,898.75 5,375.50 523.25 9.1% 50.25 0.9% 72% False False 234,015
60 5,898.75 5,315.00 583.75 10.1% 50.50 0.9% 75% False False 239,112
80 5,898.75 5,287.00 611.75 10.6% 47.00 0.8% 76% False False 195,984
100 5,898.75 5,028.00 870.75 15.1% 45.00 0.8% 83% False False 156,867
120 5,898.75 4,850.25 1,048.50 18.2% 44.00 0.8% 86% False False 130,745
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 14.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,987.50
2.618 5,900.25
1.618 5,846.75
1.000 5,813.75
0.618 5,793.25
HIGH 5,760.25
0.618 5,739.75
0.500 5,733.50
0.382 5,727.25
LOW 5,706.75
0.618 5,673.75
1.000 5,653.25
1.618 5,620.25
2.618 5,566.75
4.250 5,479.50
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 5,745.25 5,766.50
PP 5,739.50 5,761.50
S1 5,733.50 5,756.50

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

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