E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 24-Jun-2016

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	4,409.75	4,482.75	73.00	1.7%	4,383.00
High	4,479.25	4,494.00	14.75	0.3%	4,494.00
Low	4,408.00	4,234.50	-173.50	-3.9%	4,234.50
Close	4,462.50	4,262.25	-200.25	-4.5%	4,262.25
Range	71.25	259.50	188.25	264.2%	259.50
ATR	53.36	68.09	14.72	27.6%	0.00
Volume	194,791	497,350	302,559	155.3%	1,272,750

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,108.75	4,945.00	4,405.00
R3	4,849.25	4,685.50	4,333.50
R2	4,589.75	4,589.75	4,309.75
R1	4,426.00	4,426.00	4,286.00	4,378.00
PP	4,330.25	4,330.25	4,330.25	4,306.25
S1	4,166.50	4,166.50	4,238.50	4,118.50
S2	4,070.75	4,070.75	4,214.75
S3	3,811.25	3,907.00	4,191.00
S4	3,551.75	3,647.50	4,119.50

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,108.75	4,945.00	4,405.00
R3	4,849.25	4,685.50	4,333.50
R2	4,589.75	4,589.75	4,309.75
R1	4,426.00	4,426.00	4,286.00	4,378.00
PP	4,330.25	4,330.25	4,330.25	4,306.25
S1	4,166.50	4,166.50	4,238.50	4,118.50
S2	4,070.75	4,070.75	4,214.75
S3	3,811.25	3,907.00	4,191.00
S4	3,551.75	3,647.50	4,119.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,494.00	4,234.50	259.50	6.1%	91.00	2.1%	11%	True	True	254,550
10	4,494.00	4,234.50	259.50	6.1%	73.25	1.7%	11%	True	True	272,681
20	4,537.25	4,234.50	302.75	7.1%	55.50	1.3%	9%	False	True	153,424
40	4,537.25	4,234.50	302.75	7.1%	58.25	1.4%	9%	False	True	76,834
60	4,576.50	4,234.50	342.00	8.0%	58.75	1.4%	8%	False	True	51,252
80	4,576.50	4,230.00	346.50	8.1%	54.00	1.3%	9%	False	False	38,452
100	4,576.50	3,902.00	674.50	15.8%	50.00	1.2%	53%	False	False	30,763
120	4,576.50	3,902.00	674.50	15.8%	51.75	1.2%	53%	False	False	25,636

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	11.10
Widest range in 144 trading days

Fibonacci Retracements and Extensions
4.250	5,597.00
2.618	5,173.25
1.618	4,913.75
1.000	4,753.50
0.618	4,654.25
HIGH	4,494.00
0.618	4,394.75
0.500	4,364.25
0.382	4,333.75
LOW	4,234.50
0.618	4,074.25
1.000	3,975.00
1.618	3,814.75
2.618	3,555.25
4.250	3,131.50

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	4,364.25	4,364.25
PP	4,330.25	4,330.25
S1	4,296.25	4,296.25

Download as Excel Spreadsheet

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

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