E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 13-Apr-2016

Day Change Summary
	Previous	Current
	12-Apr-2016	13-Apr-2016	Change	Change %	Previous Week
Open	4,447.00	4,489.00	42.00	0.9%	4,526.75
High	4,497.50	4,553.75	56.25	1.3%	4,543.75
Low	4,426.50	4,486.75	60.25	1.4%	4,450.75
Close	4,490.00	4,547.75	57.75	1.3%	4,467.25
Range	71.00	67.00	-4.00	-5.6%	93.00
ATR	65.35	65.46	0.12	0.2%	0.00
Volume	252,487	228,380	-24,107	-9.5%	1,143,919

Daily Pivots for day following 13-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,730.50	4,706.00	4,584.50
R3	4,663.50	4,639.00	4,566.25
R2	4,596.50	4,596.50	4,560.00
R1	4,572.00	4,572.00	4,554.00	4,584.25
PP	4,529.50	4,529.50	4,529.50	4,535.50
S1	4,505.00	4,505.00	4,541.50	4,517.25
S2	4,462.50	4,462.50	4,535.50
S3	4,395.50	4,438.00	4,529.25
S4	4,328.50	4,371.00	4,511.00

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,766.25	4,709.75	4,518.50
R3	4,673.25	4,616.75	4,492.75
R2	4,580.25	4,580.25	4,484.25
R1	4,523.75	4,523.75	4,475.75	4,505.50
PP	4,487.25	4,487.25	4,487.25	4,478.00
S1	4,430.75	4,430.75	4,458.75	4,412.50
S2	4,394.25	4,394.25	4,450.25
S3	4,301.25	4,337.75	4,441.75
S4	4,208.25	4,244.75	4,416.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,553.75	4,426.50	127.25	2.8%	69.75	1.5%	95%	True	False	243,509
10	4,553.75	4,426.50	127.25	2.8%	63.50	1.4%	95%	True	False	230,452
20	4,553.75	4,340.50	213.25	4.7%	58.50	1.3%	97%	True	False	222,594
40	4,553.75	4,060.00	493.75	10.9%	67.50	1.5%	99%	True	False	130,180
60	4,553.75	3,856.50	697.25	15.3%	83.25	1.8%	99%	True	False	86,869
80	4,691.00	3,856.50	834.50	18.3%	86.75	1.9%	83%	False	False	65,175
100	4,719.75	3,856.50	863.25	19.0%	79.00	1.7%	80%	False	False	52,141

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	14.78
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,838.50
2.618	4,729.25
1.618	4,662.25
1.000	4,620.75
0.618	4,595.25
HIGH	4,553.75
0.618	4,528.25
0.500	4,520.25
0.382	4,512.25
LOW	4,486.75
0.618	4,445.25
1.000	4,419.75
1.618	4,378.25
2.618	4,311.25
4.250	4,202.00

Fisher Pivots for day following 13-Apr-2016
Pivot	1 day	3 day
R1	4,538.50	4,528.50
PP	4,529.50	4,509.25
S1	4,520.25	4,490.00

Download as Excel Spreadsheet

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

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