E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	13-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	4,458.75	4,419.25	-39.50	-0.9%	4,511.00
High	4,461.75	4,440.50	-21.25	-0.5%	4,545.50
Low	4,419.25	4,391.75	-27.50	-0.6%	4,446.25
Close	4,426.25	4,425.25	-1.00	0.0%	4,465.75
Range	42.50	48.75	6.25	14.7%	99.25
ATR	50.02	49.93	-0.09	-0.2%	0.00
Volume	115,256	94,710	-20,546	-17.8%	870,477

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,565.50	4,544.00	4,452.00
R3	4,516.75	4,495.25	4,438.75
R2	4,468.00	4,468.00	4,434.25
R1	4,446.50	4,446.50	4,429.75	4,457.25
PP	4,419.25	4,419.25	4,419.25	4,424.50
S1	4,397.75	4,397.75	4,420.75	4,408.50
S2	4,370.50	4,370.50	4,416.25
S3	4,321.75	4,349.00	4,411.75
S4	4,273.00	4,300.25	4,398.50

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,783.50	4,724.00	4,520.25
R3	4,684.25	4,624.75	4,493.00
R2	4,585.00	4,585.00	4,484.00
R1	4,525.50	4,525.50	4,474.75	4,505.50
PP	4,485.75	4,485.75	4,485.75	4,476.00
S1	4,426.25	4,426.25	4,456.75	4,406.50
S2	4,386.50	4,386.50	4,447.50
S3	4,287.25	4,327.00	4,438.50
S4	4,188.00	4,227.75	4,411.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,530.25	4,391.75	138.50	3.1%	43.00	1.0%	24%	False	True	152,058
10	4,545.50	4,391.75	153.75	3.5%	42.25	1.0%	22%	False	True	167,965
20	4,545.50	4,280.75	264.75	6.0%	48.25	1.1%	55%	False	False	197,319
40	4,584.50	4,271.00	313.50	7.1%	56.25	1.3%	49%	False	False	221,576
60	4,584.50	4,271.00	313.50	7.1%	56.50	1.3%	49%	False	False	217,280
80	4,584.50	4,076.50	508.00	11.5%	60.00	1.4%	69%	False	False	182,302
100	4,584.50	3,856.50	728.00	16.5%	69.75	1.6%	78%	False	False	145,899
120	4,691.00	3,856.50	834.50	18.9%	75.50	1.7%	68%	False	False	121,603

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,647.75
2.618	4,568.25
1.618	4,519.50
1.000	4,489.25
0.618	4,470.75
HIGH	4,440.50
0.618	4,422.00
0.500	4,416.00
0.382	4,410.25
LOW	4,391.75
0.618	4,361.50
1.000	4,343.00
1.618	4,312.75
2.618	4,264.00
4.250	4,184.50

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	4,422.25	4,453.00
PP	4,419.25	4,443.75
S1	4,416.00	4,434.50

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