E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 17-May-2016

Day Change Summary
	Previous	Current
	16-May-2016	17-May-2016	Change	Change %	Previous Week
Open	4,316.00	4,372.75	56.75	1.3%	4,329.75
High	4,392.00	4,393.75	1.75	0.0%	4,403.00
Low	4,305.50	4,308.00	2.50	0.1%	4,303.75
Close	4,375.25	4,319.50	-55.75	-1.3%	4,324.00
Range	86.50	85.75	-0.75	-0.9%	99.25
ATR	64.21	65.75	1.54	2.4%	0.00
Volume	197,887	256,918	59,031	29.8%	1,131,129

Daily Pivots for day following 17-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,597.75	4,544.25	4,366.75
R3	4,512.00	4,458.50	4,343.00
R2	4,426.25	4,426.25	4,335.25
R1	4,372.75	4,372.75	4,327.25	4,356.50
PP	4,340.50	4,340.50	4,340.50	4,332.25
S1	4,287.00	4,287.00	4,311.75	4,271.00
S2	4,254.75	4,254.75	4,303.75
S3	4,169.00	4,201.25	4,296.00
S4	4,083.25	4,115.50	4,272.25

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,641.25	4,582.00	4,378.50
R3	4,542.00	4,482.75	4,351.25
R2	4,442.75	4,442.75	4,342.25
R1	4,383.50	4,383.50	4,333.00	4,363.50
PP	4,343.50	4,343.50	4,343.50	4,333.50
S1	4,284.25	4,284.25	4,315.00	4,264.25
S2	4,244.25	4,244.25	4,305.75
S3	4,145.00	4,185.00	4,296.75
S4	4,045.75	4,085.75	4,269.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,403.00	4,303.75	99.25	2.3%	71.50	1.7%	16%	False	False	234,951
10	4,403.00	4,271.00	132.00	3.1%	63.25	1.5%	37%	False	False	230,555
20	4,556.00	4,271.00	285.00	6.6%	64.75	1.5%	17%	False	False	245,835
40	4,584.50	4,271.00	313.50	7.3%	61.75	1.4%	15%	False	False	229,441
60	4,584.50	4,076.50	508.00	11.8%	64.00	1.5%	48%	False	False	181,575
80	4,584.50	3,856.50	728.00	16.9%	74.50	1.7%	64%	False	False	136,251
100	4,691.00	3,856.50	834.50	19.3%	81.25	1.9%	55%	False	False	109,029
120	4,719.75	3,856.50	863.25	20.0%	77.25	1.8%	54%	False	False	90,860

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	16.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,758.25
2.618	4,618.25
1.618	4,532.50
1.000	4,479.50
0.618	4,446.75
HIGH	4,393.75
0.618	4,361.00
0.500	4,351.00
0.382	4,340.75
LOW	4,308.00
0.618	4,255.00
1.000	4,222.25
1.618	4,169.25
2.618	4,083.50
4.250	3,943.50

Fisher Pivots for day following 17-May-2016
Pivot	1 day	3 day
R1	4,351.00	4,348.75
PP	4,340.50	4,339.00
S1	4,330.00	4,329.25

Download as Excel Spreadsheet

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

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