E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 19-Apr-2016

Day Change Summary
	Previous	Current
	18-Apr-2016	19-Apr-2016	Change	Change %	Previous Week
Open	4,518.75	4,545.50	26.75	0.6%	4,470.00
High	4,561.25	4,584.50	23.25	0.5%	4,563.25
Low	4,501.00	4,506.75	5.75	0.1%	4,426.50
Close	4,546.50	4,526.75	-19.75	-0.4%	4,538.50
Range	60.25	77.75	17.50	29.0%	136.75
ATR	60.82	62.03	1.21	2.0%	0.00
Volume	179,869	256,892	77,023	42.8%	1,059,825

Daily Pivots for day following 19-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,772.50	4,727.50	4,569.50
R3	4,694.75	4,649.75	4,548.25
R2	4,617.00	4,617.00	4,541.00
R1	4,572.00	4,572.00	4,534.00	4,555.50
PP	4,539.25	4,539.25	4,539.25	4,531.25
S1	4,494.25	4,494.25	4,519.50	4,478.00
S2	4,461.50	4,461.50	4,512.50
S3	4,383.75	4,416.50	4,505.25
S4	4,306.00	4,338.75	4,484.00

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,919.75	4,865.75	4,613.75
R3	4,783.00	4,729.00	4,576.00
R2	4,646.25	4,646.25	4,563.50
R1	4,592.25	4,592.25	4,551.00	4,619.25
PP	4,509.50	4,509.50	4,509.50	4,523.00
S1	4,455.50	4,455.50	4,526.00	4,482.50
S2	4,372.75	4,372.75	4,513.50
S3	4,236.00	4,318.75	4,501.00
S4	4,099.25	4,182.00	4,463.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,584.50	4,486.75	97.75	2.2%	53.75	1.2%	41%	True	False	200,160
10	4,584.50	4,426.50	158.00	3.5%	62.25	1.4%	63%	True	False	223,192
20	4,584.50	4,365.00	219.50	4.8%	58.75	1.3%	74%	True	False	213,047
40	4,584.50	4,076.50	508.00	11.2%	63.50	1.4%	89%	True	False	149,445
60	4,584.50	3,856.50	728.00	16.1%	77.75	1.7%	92%	True	False	99,723
80	4,691.00	3,856.50	834.50	18.4%	85.50	1.9%	80%	False	False	74,827
100	4,719.75	3,856.50	863.25	19.1%	79.75	1.8%	78%	False	False	59,865

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	15.58
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4,915.00
2.618	4,788.00
1.618	4,710.25
1.000	4,662.25
0.618	4,632.50
HIGH	4,584.50
0.618	4,554.75
0.500	4,545.50
0.382	4,536.50
LOW	4,506.75
0.618	4,458.75
1.000	4,429.00
1.618	4,381.00
2.618	4,303.25
4.250	4,176.25

Fisher Pivots for day following 19-Apr-2016
Pivot	1 day	3 day
R1	4,545.50	4,542.75
PP	4,539.25	4,537.50
S1	4,533.00	4,532.00

Download as Excel Spreadsheet

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

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