E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	4,522.00	4,520.50	-1.50	0.0%	4,367.75
High	4,537.50	4,533.00	-4.50	-0.1%	4,513.50
Low	4,502.75	4,486.25	-16.50	-0.4%	4,341.75
Close	4,521.50	4,532.25	10.75	0.2%	4,510.00
Range	34.75	46.75	12.00	34.5%	171.75
ATR	55.62	54.99	-0.63	-1.1%	0.00
Volume	194,470	179,288	-15,182	-7.8%	977,971

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,657.50	4,641.50	4,558.00
R3	4,610.75	4,594.75	4,545.00
R2	4,564.00	4,564.00	4,540.75
R1	4,548.00	4,548.00	4,536.50	4,556.00
PP	4,517.25	4,517.25	4,517.25	4,521.00
S1	4,501.25	4,501.25	4,528.00	4,509.25
S2	4,470.50	4,470.50	4,523.75
S3	4,423.75	4,454.50	4,519.50
S4	4,377.00	4,407.75	4,506.50

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	4,463.50	74.00	1.6%	33.50	0.7%	93%	False	False	180,159
10	4,537.50	4,280.75	256.75	5.7%	48.00	1.1%	98%	False	False	207,827
20	4,537.50	4,271.00	266.50	5.9%	56.00	1.2%	98%	False	False	222,692
40	4,584.50	4,271.00	313.50	6.9%	59.50	1.3%	83%	False	False	232,255
60	4,584.50	4,220.25	364.25	8.0%	58.75	1.3%	86%	False	False	220,937
80	4,584.50	3,856.50	728.00	16.1%	65.00	1.4%	93%	False	False	166,013
100	4,584.50	3,856.50	728.00	16.1%	77.75	1.7%	93%	False	False	132,855
120	4,691.00	3,856.50	834.50	18.4%	77.50	1.7%	81%	False	False	110,723

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.33
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,731.75
2.618	4,655.50
1.618	4,608.75
1.000	4,579.75
0.618	4,562.00
HIGH	4,533.00
0.618	4,515.25
0.500	4,509.50
0.382	4,504.00
LOW	4,486.25
0.618	4,457.25
1.000	4,439.50
1.618	4,410.50
2.618	4,363.75
4.250	4,287.50

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	4,524.75	4,525.50
PP	4,517.25	4,518.75
S1	4,509.50	4,512.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols