E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	4,494.00	4,518.25	24.25	0.5%	4,367.75
High	4,513.50	4,528.25	14.75	0.3%	4,513.50
Low	4,490.25	4,497.50	7.25	0.2%	4,341.75
Close	4,510.00	4,524.25	14.25	0.3%	4,510.00
Range	23.25	30.75	7.50	32.3%	171.75
ATR	59.27	57.23	-2.04	-3.4%	0.00
Volume	153,739	209,605	55,866	36.3%	977,971

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,609.00	4,597.25	4,541.25
R3	4,578.25	4,566.50	4,532.75
R2	4,547.50	4,547.50	4,530.00
R1	4,535.75	4,535.75	4,527.00	4,541.50
PP	4,516.75	4,516.75	4,516.75	4,519.50
S1	4,505.00	4,505.00	4,521.50	4,511.00
S2	4,486.00	4,486.00	4,518.50
S3	4,455.25	4,474.25	4,515.75
S4	4,424.50	4,443.50	4,507.25

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,970.25	4,912.00	4,604.50
R3	4,798.50	4,740.25	4,557.25
R2	4,626.75	4,626.75	4,541.50
R1	4,568.50	4,568.50	4,525.75	4,597.50
PP	4,455.00	4,455.00	4,455.00	4,469.75
S1	4,396.75	4,396.75	4,494.25	4,426.00
S2	4,283.25	4,283.25	4,478.50
S3	4,111.50	4,225.00	4,462.75
S4	3,939.75	4,053.25	4,415.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,528.25	4,341.75	186.50	4.1%	48.00	1.1%	98%	True	False	204,079
10	4,528.25	4,280.75	247.50	5.5%	54.00	1.2%	98%	True	False	226,672
20	4,528.25	4,271.00	257.25	5.7%	57.25	1.3%	98%	True	False	229,297
40	4,584.50	4,271.00	313.50	6.9%	60.50	1.3%	81%	False	False	234,434
60	4,584.50	4,220.25	364.25	8.1%	59.25	1.3%	83%	False	False	214,922
80	4,584.50	3,856.50	728.00	16.1%	68.25	1.5%	92%	False	False	161,351
100	4,584.50	3,856.50	728.00	16.1%	79.75	1.8%	92%	False	False	129,121
120	4,692.25	3,856.50	835.75	18.5%	78.00	1.7%	80%	False	False	107,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,659.00
2.618	4,608.75
1.618	4,578.00
1.000	4,559.00
0.618	4,547.25
HIGH	4,528.25
0.618	4,516.50
0.500	4,513.00
0.382	4,509.25
LOW	4,497.50
0.618	4,478.50
1.000	4,466.75
1.618	4,447.75
2.618	4,417.00
4.250	4,366.75

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	4,520.50	4,514.75
PP	4,516.75	4,505.25
S1	4,513.00	4,496.00

Download as Excel Spreadsheet

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

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