E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 4,512.50 4,518.25 5.75 0.1% 4,518.25
High 4,530.25 4,522.50 -7.75 -0.2% 4,538.75
Low 4,504.00 4,493.50 -10.50 -0.2% 4,478.75
Close 4,519.00 4,512.00 -7.00 -0.2% 4,509.00
Range 26.25 29.00 2.75 10.5% 60.00
ATR 50.46 48.93 -1.53 -3.0% 0.00
Volume 172,285 236,706 64,421 37.4% 808,821
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,596.25 4,583.25 4,528.00
R3 4,567.25 4,554.25 4,520.00
R2 4,538.25 4,538.25 4,517.25
R1 4,525.25 4,525.25 4,514.75 4,517.25
PP 4,509.25 4,509.25 4,509.25 4,505.50
S1 4,496.25 4,496.25 4,509.25 4,488.25
S2 4,480.25 4,480.25 4,506.75
S3 4,451.25 4,467.25 4,504.00
S4 4,422.25 4,438.25 4,496.00
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 4,545.50 4,478.75 66.75 1.5% 36.50 0.8% 50% False False 190,920
10 4,545.50 4,463.50 82.00 1.8% 35.00 0.8% 59% False False 185,539
20 4,545.50 4,280.75 264.75 5.9% 51.25 1.1% 87% False False 215,244
40 4,584.50 4,271.00 313.50 6.9% 55.50 1.2% 77% False False 225,682
60 4,584.50 4,271.00 313.50 6.9% 56.50 1.3% 77% False False 224,652
80 4,584.50 4,060.00 524.50 11.6% 61.50 1.4% 86% False False 177,931
100 4,584.50 3,856.50 728.00 16.1% 72.00 1.6% 90% False False 142,394
120 4,691.00 3,856.50 834.50 18.5% 76.25 1.7% 79% False False 118,677
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,645.75
2.618 4,598.50
1.618 4,569.50
1.000 4,551.50
0.618 4,540.50
HIGH 4,522.50
0.618 4,511.50
0.500 4,508.00
0.382 4,504.50
LOW 4,493.50
0.618 4,475.50
1.000 4,464.50
1.618 4,446.50
2.618 4,417.50
4.250 4,370.25
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 4,510.75 4,519.50
PP 4,509.25 4,517.00
S1 4,508.00 4,514.50

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

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