E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 17-Jun-2016

Day Change Summary
	Previous	Current
	16-Jun-2016	17-Jun-2016	Change	Change %	Previous Week
Open	4,409.75	4,423.25	13.50	0.3%	4,458.75
High	4,429.00	4,440.00	11.00	0.2%	4,461.75
Low	4,361.00	4,410.00	49.00	1.1%	4,361.00
Close	4,424.75	4,422.13	-2.62	-0.1%	4,422.13
Range	68.00	30.00	-38.00	-55.9%	100.75
ATR	50.55	49.08	-1.47	-2.9%	0.00
Volume	49,749	4,765	-44,984	-90.4%	332,931

Daily Pivots for day following 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,514.00	4,498.00	4,438.75
R3	4,484.00	4,468.00	4,430.50
R2	4,454.00	4,454.00	4,427.75
R1	4,438.00	4,438.00	4,425.00	4,431.00
PP	4,424.00	4,424.00	4,424.00	4,420.50
S1	4,408.00	4,408.00	4,419.50	4,401.00
S2	4,394.00	4,394.00	4,416.75
S3	4,364.00	4,378.00	4,414.00
S4	4,334.00	4,348.00	4,405.75

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,717.25	4,670.50	4,477.50
R3	4,616.50	4,569.75	4,449.75
R2	4,515.75	4,515.75	4,440.50
R1	4,469.00	4,469.00	4,431.25	4,442.00
PP	4,415.00	4,415.00	4,415.00	4,401.50
S1	4,368.25	4,368.25	4,413.00	4,341.25
S2	4,314.25	4,314.25	4,403.75
S3	4,213.50	4,267.50	4,394.50
S4	4,112.75	4,166.75	4,366.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,461.75	4,361.00	100.75	2.3%	45.75	1.0%	61%	False	False	66,586
10	4,545.50	4,361.00	184.50	4.2%	42.00	0.9%	33%	False	False	120,340
20	4,545.50	4,314.50	231.00	5.2%	45.00	1.0%	47%	False	False	161,722
40	4,545.50	4,271.00	274.50	6.2%	55.00	1.2%	55%	False	False	207,410
60	4,584.50	4,271.00	313.50	7.1%	56.25	1.3%	48%	False	False	209,797
80	4,584.50	4,162.25	422.25	9.5%	58.25	1.3%	62%	False	False	183,812
100	4,584.50	3,856.50	728.00	16.5%	67.25	1.5%	78%	False	False	147,121
120	4,691.00	3,856.50	834.50	18.9%	75.75	1.7%	68%	False	False	122,627

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	11.08
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,567.50
2.618	4,518.50
1.618	4,488.50
1.000	4,470.00
0.618	4,458.50
HIGH	4,440.00
0.618	4,428.50
0.500	4,425.00
0.382	4,421.50
LOW	4,410.00
0.618	4,391.50
1.000	4,380.00
1.618	4,361.50
2.618	4,331.50
4.250	4,282.50

Fisher Pivots for day following 17-Jun-2016
Pivot	1 day	3 day
R1	4,425.00	4,415.50
PP	4,424.00	4,409.00
S1	4,423.00	4,402.50

Download as Excel Spreadsheet

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

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