E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 26-Apr-2016

Day Change Summary
	Previous	Current
	25-Apr-2016	26-Apr-2016	Change	Change %	Previous Week
Open	4,477.00	4,472.25	-4.75	-0.1%	4,518.75
High	4,479.75	4,489.75	10.00	0.2%	4,584.50
Low	4,436.00	4,420.25	-15.75	-0.4%	4,431.00
Close	4,472.25	4,452.50	-19.75	-0.4%	4,465.75
Range	43.75	69.50	25.75	58.9%	153.50
ATR	60.55	61.19	0.64	1.1%	0.00
Volume	172,474	212,776	40,302	23.4%	1,155,028

Daily Pivots for day following 26-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,662.75	4,627.00	4,490.75
R3	4,593.25	4,557.50	4,471.50
R2	4,523.75	4,523.75	4,465.25
R1	4,488.00	4,488.00	4,458.75	4,471.00
PP	4,454.25	4,454.25	4,454.25	4,445.75
S1	4,418.50	4,418.50	4,446.25	4,401.50
S2	4,384.75	4,384.75	4,439.75
S3	4,315.25	4,349.00	4,433.50
S4	4,245.75	4,279.50	4,414.25

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,954.25	4,863.50	4,550.25
R3	4,800.75	4,710.00	4,508.00
R2	4,647.25	4,647.25	4,494.00
R1	4,556.50	4,556.50	4,479.75	4,525.00
PP	4,493.75	4,493.75	4,493.75	4,478.00
S1	4,403.00	4,403.00	4,451.75	4,371.50
S2	4,340.25	4,340.25	4,437.50
S3	4,186.75	4,249.50	4,423.50
S4	4,033.25	4,096.00	4,381.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,556.00	4,420.25	135.75	3.0%	59.00	1.3%	24%	False	True	220,703
10	4,584.50	4,420.25	164.25	3.7%	56.50	1.3%	20%	False	True	210,431
20	4,584.50	4,420.25	164.25	3.7%	59.25	1.3%	20%	False	True	220,147
40	4,584.50	4,171.25	413.25	9.3%	60.50	1.4%	68%	False	False	176,905
60	4,584.50	3,856.50	728.00	16.4%	73.00	1.6%	82%	False	False	118,094
80	4,652.75	3,856.50	796.25	17.9%	86.50	1.9%	75%	False	False	88,619
100	4,719.75	3,856.50	863.25	19.4%	81.50	1.8%	69%	False	False	70,900

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,785.00
2.618	4,671.75
1.618	4,602.25
1.000	4,559.25
0.618	4,532.75
HIGH	4,489.75
0.618	4,463.25
0.500	4,455.00
0.382	4,446.75
LOW	4,420.25
0.618	4,377.25
1.000	4,350.75
1.618	4,307.75
2.618	4,238.25
4.250	4,125.00

Fisher Pivots for day following 26-Apr-2016
Pivot	1 day	3 day
R1	4,455.00	4,461.00
PP	4,454.25	4,458.25
S1	4,453.25	4,455.25

Download as Excel Spreadsheet

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

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