E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 03-Jun-2016

Day Change Summary
	Previous	Current
	02-Jun-2016	03-Jun-2016	Change	Change %	Previous Week
Open	4,520.50	4,530.25	9.75	0.2%	4,518.25
High	4,533.00	4,538.75	5.75	0.1%	4,538.75
Low	4,486.25	4,478.75	-7.50	-0.2%	4,478.75
Close	4,532.25	4,509.00	-23.25	-0.5%	4,509.00
Range	46.75	60.00	13.25	28.3%	60.00
ATR	54.99	55.35	0.36	0.7%	0.00
Volume	179,288	225,458	46,170	25.8%	808,821

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,688.75	4,659.00	4,542.00
R3	4,628.75	4,599.00	4,525.50
R2	4,568.75	4,568.75	4,520.00
R1	4,539.00	4,539.00	4,514.50	4,524.00
PP	4,508.75	4,508.75	4,508.75	4,501.25
S1	4,479.00	4,479.00	4,503.50	4,464.00
S2	4,448.75	4,448.75	4,498.00
S3	4,388.75	4,419.00	4,492.50
S4	4,328.75	4,359.00	4,476.00

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,688.75	4,659.00	4,542.00
R3	4,628.75	4,599.00	4,525.50
R2	4,568.75	4,568.75	4,520.00
R1	4,539.00	4,539.00	4,514.50	4,524.00
PP	4,508.75	4,508.75	4,508.75	4,501.25
S1	4,479.00	4,479.00	4,503.50	4,464.00
S2	4,448.75	4,448.75	4,498.00
S3	4,388.75	4,419.00	4,492.50
S4	4,328.75	4,359.00	4,476.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,538.75	4,478.75	60.00	1.3%	39.00	0.9%	50%	True	True	192,512
10	4,538.75	4,314.50	224.25	5.0%	48.00	1.1%	87%	True	False	203,103
20	4,538.75	4,271.00	267.75	5.9%	56.50	1.3%	89%	True	False	222,881
40	4,584.50	4,271.00	313.50	7.0%	58.75	1.3%	76%	False	False	231,371
60	4,584.50	4,220.25	364.25	8.1%	59.00	1.3%	79%	False	False	224,516
80	4,584.50	3,856.50	728.00	16.1%	64.50	1.4%	90%	False	False	168,830
100	4,584.50	3,856.50	728.00	16.1%	77.50	1.7%	90%	False	False	135,108
120	4,691.00	3,856.50	834.50	18.5%	77.75	1.7%	78%	False	False	112,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.88
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,793.75
2.618	4,695.75
1.618	4,635.75
1.000	4,598.75
0.618	4,575.75
HIGH	4,538.75
0.618	4,515.75
0.500	4,508.75
0.382	4,501.75
LOW	4,478.75
0.618	4,441.75
1.000	4,418.75
1.618	4,381.75
2.618	4,321.75
4.250	4,223.75

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	4,509.00	4,509.00
PP	4,508.75	4,508.75
S1	4,508.75	4,508.75

Download as Excel Spreadsheet

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

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