E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 20-Apr-2016

Day Change Summary
	Previous	Current
	19-Apr-2016	20-Apr-2016	Change	Change %	Previous Week
Open	4,545.50	4,528.25	-17.25	-0.4%	4,470.00
High	4,584.50	4,556.00	-28.50	-0.6%	4,563.25
Low	4,506.75	4,509.00	2.25	0.0%	4,426.50
Close	4,526.75	4,535.75	9.00	0.2%	4,538.50
Range	77.75	47.00	-30.75	-39.5%	136.75
ATR	62.03	60.96	-1.07	-1.7%	0.00
Volume	256,892	193,071	-63,821	-24.8%	1,059,825

Daily Pivots for day following 20-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,674.50	4,652.25	4,561.50
R3	4,627.50	4,605.25	4,548.75
R2	4,580.50	4,580.50	4,544.25
R1	4,558.25	4,558.25	4,540.00	4,569.50
PP	4,533.50	4,533.50	4,533.50	4,539.25
S1	4,511.25	4,511.25	4,531.50	4,522.50
S2	4,486.50	4,486.50	4,527.25
S3	4,439.50	4,464.25	4,522.75
S4	4,392.50	4,417.25	4,510.00

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	4,501.00	83.50	1.8%	49.75	1.1%	42%	False	False	193,098
10	4,584.50	4,426.50	158.00	3.5%	59.75	1.3%	69%	False	False	218,303
20	4,584.50	4,365.00	219.50	4.8%	58.25	1.3%	78%	False	False	213,190
40	4,584.50	4,076.50	508.00	11.2%	63.00	1.4%	90%	False	False	154,250
60	4,584.50	3,856.50	728.00	16.1%	76.25	1.7%	93%	False	False	102,936
80	4,691.00	3,856.50	834.50	18.4%	85.50	1.9%	81%	False	False	77,240
100	4,719.75	3,856.50	863.25	19.0%	79.75	1.8%	79%	False	False	61,795

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.63
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,755.75
2.618	4,679.00
1.618	4,632.00
1.000	4,603.00
0.618	4,585.00
HIGH	4,556.00
0.618	4,538.00
0.500	4,532.50
0.382	4,527.00
LOW	4,509.00
0.618	4,480.00
1.000	4,462.00
1.618	4,433.00
2.618	4,386.00
4.250	4,309.25

Fisher Pivots for day following 20-Apr-2016
Pivot	1 day	3 day
R1	4,534.75	4,542.75
PP	4,533.50	4,540.50
S1	4,532.50	4,538.00

Download as Excel Spreadsheet

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

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