E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 06-May-2016

Day Change Summary
	Previous	Current
	05-May-2016	06-May-2016	Change	Change %	Previous Week
Open	4,308.25	4,299.25	-9.00	-0.2%	4,337.00
High	4,342.50	4,333.75	-8.75	-0.2%	4,378.50
Low	4,292.50	4,271.00	-21.50	-0.5%	4,271.00
Close	4,300.25	4,328.25	28.00	0.7%	4,328.25
Range	50.00	62.75	12.75	25.5%	107.50
ATR	63.57	63.51	-0.06	-0.1%	0.00
Volume	221,674	262,686	41,012	18.5%	1,211,687

Daily Pivots for day following 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,499.25	4,476.50	4,362.75
R3	4,436.50	4,413.75	4,345.50
R2	4,373.75	4,373.75	4,339.75
R1	4,351.00	4,351.00	4,334.00	4,362.50
PP	4,311.00	4,311.00	4,311.00	4,316.75
S1	4,288.25	4,288.25	4,322.50	4,299.50
S2	4,248.25	4,248.25	4,316.75
S3	4,185.50	4,225.50	4,311.00
S4	4,122.75	4,162.75	4,293.75

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,648.50	4,595.75	4,387.50
R3	4,541.00	4,488.25	4,357.75
R2	4,433.50	4,433.50	4,348.00
R1	4,380.75	4,380.75	4,338.00	4,353.50
PP	4,326.00	4,326.00	4,326.00	4,312.25
S1	4,273.25	4,273.25	4,318.50	4,246.00
S2	4,218.50	4,218.50	4,308.50
S3	4,111.00	4,165.75	4,298.75
S4	4,003.50	4,058.25	4,269.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,378.50	4,271.00	107.50	2.5%	55.50	1.3%	53%	False	True	242,337
10	4,489.75	4,271.00	218.75	5.1%	64.25	1.5%	26%	False	True	261,250
20	4,584.50	4,271.00	313.50	7.2%	61.50	1.4%	18%	False	True	241,368
40	4,584.50	4,271.00	313.50	7.2%	58.75	1.4%	18%	False	True	229,975
60	4,584.50	3,856.50	728.00	16.8%	66.25	1.5%	65%	False	False	155,184
80	4,584.50	3,856.50	728.00	16.8%	82.25	1.9%	65%	False	False	116,447
100	4,691.00	3,856.50	834.50	19.3%	81.50	1.9%	57%	False	False	93,172
120	4,719.75	3,856.50	863.25	19.9%	75.75	1.8%	55%	False	False	77,644

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.90
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,600.50
2.618	4,498.00
1.618	4,435.25
1.000	4,396.50
0.618	4,372.50
HIGH	4,333.75
0.618	4,309.75
0.500	4,302.50
0.382	4,295.00
LOW	4,271.00
0.618	4,232.25
1.000	4,208.25
1.618	4,169.50
2.618	4,106.75
4.250	4,004.25

Fisher Pivots for day following 06-May-2016
Pivot	1 day	3 day
R1	4,319.50	4,321.00
PP	4,311.00	4,314.00
S1	4,302.50	4,306.75

Download as Excel Spreadsheet

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

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