E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	4,438.75	4,406.00	-32.75	-0.7%	4,250.00
High	4,451.50	4,440.50	-11.00	-0.2%	4,446.25
Low	4,377.50	4,365.75	-11.75	-0.3%	4,167.75
Close	4,404.00	4,439.50	35.50	0.8%	4,433.25
Range	74.00	74.75	0.75	1.0%	278.50
ATR	74.43	74.45	0.02	0.0%	0.00
Volume	200,656	253,791	53,135	26.5%	1,351,151

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,639.50	4,614.25	4,480.50
R3	4,564.75	4,539.50	4,460.00
R2	4,490.00	4,490.00	4,453.25
R1	4,464.75	4,464.75	4,446.25	4,477.50
PP	4,415.25	4,415.25	4,415.25	4,421.50
S1	4,390.00	4,390.00	4,432.75	4,402.50
S2	4,340.50	4,340.50	4,425.75
S3	4,265.75	4,315.25	4,419.00
S4	4,191.00	4,240.50	4,398.50

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,184.50	5,087.50	4,586.50
R3	4,906.00	4,809.00	4,509.75
R2	4,627.50	4,627.50	4,484.25
R1	4,530.50	4,530.50	4,458.75	4,579.00
PP	4,349.00	4,349.00	4,349.00	4,373.50
S1	4,252.00	4,252.00	4,407.75	4,300.50
S2	4,070.50	4,070.50	4,382.25
S3	3,792.00	3,973.50	4,356.75
S4	3,513.50	3,695.00	4,280.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,451.50	4,268.25	183.25	4.1%	78.50	1.8%	93%	False	False	226,816
10	4,494.00	4,167.75	326.25	7.3%	97.50	2.2%	83%	False	False	268,840
20	4,522.25	4,167.75	354.50	8.0%	72.75	1.6%	77%	False	False	242,991
40	4,537.25	4,167.75	369.50	8.3%	63.25	1.4%	74%	False	False	121,949
60	4,576.50	4,167.75	408.75	9.2%	61.25	1.4%	66%	False	False	81,336
80	4,576.50	4,167.75	408.75	9.2%	58.50	1.3%	66%	False	False	61,021
100	4,576.50	3,995.00	581.50	13.1%	53.50	1.2%	76%	False	False	48,819
120	4,576.50	3,902.00	674.50	15.2%	52.75	1.2%	80%	False	False	40,682

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	14.38
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,758.25
2.618	4,636.25
1.618	4,561.50
1.000	4,515.25
0.618	4,486.75
HIGH	4,440.50
0.618	4,412.00
0.500	4,403.00
0.382	4,394.25
LOW	4,365.75
0.618	4,319.50
1.000	4,291.00
1.618	4,244.75
2.618	4,170.00
4.250	4,048.00

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	4,427.50	4,429.25
PP	4,415.25	4,419.00
S1	4,403.00	4,408.50

Download as Excel Spreadsheet

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

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