E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	4,514.00	4,503.00	-11.00	-0.2%	4,509.75
High	4,537.25	4,522.25	-15.00	-0.3%	4,529.75
Low	4,503.25	4,496.00	-7.25	-0.2%	4,471.50
Close	4,506.00	4,511.00	5.00	0.1%	4,501.25
Range	34.00	26.25	-7.75	-22.8%	58.25
ATR	50.66	48.92	-1.74	-3.4%	0.00
Volume	3,514	16,503	12,989	369.6%	6,078

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,588.50	4,576.00	4,525.50
R3	4,562.25	4,549.75	4,518.25
R2	4,536.00	4,536.00	4,515.75
R1	4,523.50	4,523.50	4,513.50	4,529.75
PP	4,509.75	4,509.75	4,509.75	4,513.00
S1	4,497.25	4,497.25	4,508.50	4,503.50
S2	4,483.50	4,483.50	4,506.25
S3	4,457.25	4,471.00	4,503.75
S4	4,431.00	4,444.75	4,496.50

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,675.50	4,646.75	4,533.25
R3	4,617.25	4,588.50	4,517.25
R2	4,559.00	4,559.00	4,512.00
R1	4,530.25	4,530.25	4,506.50	4,515.50
PP	4,500.75	4,500.75	4,500.75	4,493.50
S1	4,472.00	4,472.00	4,496.00	4,457.25
S2	4,442.50	4,442.50	4,490.50
S3	4,384.25	4,413.75	4,485.25
S4	4,326.00	4,355.50	4,469.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,537.25	4,471.50	65.75	1.5%	39.50	0.9%	60%	False	False	5,494
10	4,537.25	4,435.75	101.50	2.3%	36.00	0.8%	74%	False	False	3,196
20	4,537.25	4,273.50	263.75	5.8%	51.25	1.1%	90%	False	False	1,726
40	4,576.50	4,265.00	311.50	6.9%	54.50	1.2%	79%	False	False	919
60	4,576.50	4,265.00	311.50	6.9%	53.75	1.2%	79%	False	False	639
80	4,576.50	4,081.25	495.25	11.0%	49.00	1.1%	87%	False	False	482
100	4,576.50	3,902.00	674.50	15.0%	47.75	1.1%	90%	False	False	386
120	4,681.75	3,902.00	779.75	17.3%	48.75	1.1%	78%	False	False	322

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	True
Bull Hook	False
Stretch	8.50
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,633.75
2.618	4,591.00
1.618	4,564.75
1.000	4,548.50
0.618	4,538.50
HIGH	4,522.25
0.618	4,512.25
0.500	4,509.00
0.382	4,506.00
LOW	4,496.00
0.618	4,479.75
1.000	4,469.75
1.618	4,453.50
2.618	4,427.25
4.250	4,384.50

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	4,510.50	4,516.50
PP	4,509.75	4,514.75
S1	4,509.00	4,513.00

Download as Excel Spreadsheet

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

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