E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	4,518.25	4,522.00	3.75	0.1%	4,367.75
High	4,528.25	4,537.50	9.25	0.2%	4,513.50
Low	4,497.50	4,502.75	5.25	0.1%	4,341.75
Close	4,524.25	4,521.50	-2.75	-0.1%	4,510.00
Range	30.75	34.75	4.00	13.0%	171.75
ATR	57.23	55.62	-1.61	-2.8%	0.00
Volume	209,605	194,470	-15,135	-7.2%	977,971

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,624.75	4,608.00	4,540.50
R3	4,590.00	4,573.25	4,531.00
R2	4,555.25	4,555.25	4,527.75
R1	4,538.50	4,538.50	4,524.75	4,529.50
PP	4,520.50	4,520.50	4,520.50	4,516.00
S1	4,503.75	4,503.75	4,518.25	4,494.75
S2	4,485.75	4,485.75	4,515.25
S3	4,451.00	4,469.00	4,512.00
S4	4,416.25	4,434.25	4,502.50

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	4,537.50	4,443.00	94.50	2.1%	33.50	0.7%	83%	True	False	195,046
10	4,537.50	4,280.75	256.75	5.7%	49.00	1.1%	94%	True	False	220,427
20	4,537.50	4,271.00	266.50	5.9%	56.25	1.2%	94%	True	False	225,491
40	4,584.50	4,271.00	313.50	6.9%	60.25	1.3%	80%	False	False	233,822
60	4,584.50	4,220.25	364.25	8.1%	58.75	1.3%	83%	False	False	218,083
80	4,584.50	3,856.50	728.00	16.1%	66.50	1.5%	91%	False	False	163,778
100	4,584.50	3,856.50	728.00	16.1%	78.25	1.7%	91%	False	False	131,064
120	4,691.00	3,856.50	834.50	18.5%	78.00	1.7%	80%	False	False	109,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,685.25
2.618	4,628.50
1.618	4,593.75
1.000	4,572.25
0.618	4,559.00
HIGH	4,537.50
0.618	4,524.25
0.500	4,520.00
0.382	4,516.00
LOW	4,502.75
0.618	4,481.25
1.000	4,468.00
1.618	4,446.50
2.618	4,411.75
4.250	4,355.00

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	4,521.00	4,519.00
PP	4,520.50	4,516.50
S1	4,520.00	4,514.00

Download as Excel Spreadsheet

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

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