E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	4,435.75	4,431.50	-4.25	-0.1%	4,514.00
High	4,441.25	4,498.25	57.00	1.3%	4,540.75
Low	4,390.25	4,430.50	40.25	0.9%	4,449.25
Close	4,431.50	4,488.75	57.25	1.3%	4,481.50
Range	51.00	67.75	16.75	32.8%	91.50
ATR	53.25	54.29	1.04	1.9%	0.00
Volume	226,086	238,886	12,800	5.7%	1,147,068

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,675.75	4,650.00	4,526.00
R3	4,608.00	4,582.25	4,507.50
R2	4,540.25	4,540.25	4,501.25
R1	4,514.50	4,514.50	4,495.00	4,527.50
PP	4,472.50	4,472.50	4,472.50	4,479.00
S1	4,446.75	4,446.75	4,482.50	4,459.50
S2	4,404.75	4,404.75	4,476.25
S3	4,337.00	4,379.00	4,470.00
S4	4,269.25	4,311.25	4,451.50

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,765.00	4,714.75	4,531.75
R3	4,673.50	4,623.25	4,506.75
R2	4,582.00	4,582.00	4,498.25
R1	4,531.75	4,531.75	4,490.00	4,511.00
PP	4,490.50	4,490.50	4,490.50	4,480.25
S1	4,440.25	4,440.25	4,473.00	4,419.50
S2	4,399.00	4,399.00	4,464.75
S3	4,307.50	4,348.75	4,456.25
S4	4,216.00	4,257.25	4,431.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,527.25	4,390.25	137.00	3.1%	58.25	1.3%	72%	False	False	244,071
10	4,547.50	4,390.25	157.25	3.5%	50.75	1.1%	63%	False	False	219,920
20	4,551.00	4,390.25	160.75	3.6%	51.00	1.1%	61%	False	False	190,179
40	4,555.50	4,324.00	231.50	5.2%	56.00	1.2%	71%	False	False	214,474
60	4,555.50	4,259.00	296.50	6.6%	55.25	1.2%	77%	False	False	216,569
80	4,555.50	4,259.00	296.50	6.6%	51.25	1.1%	77%	False	False	171,383
100	4,555.50	4,039.00	516.50	11.5%	52.75	1.2%	87%	False	False	137,115
120	4,555.50	4,039.00	516.50	11.5%	52.25	1.2%	87%	False	False	114,267

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.50
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,786.25
2.618	4,675.50
1.618	4,607.75
1.000	4,566.00
0.618	4,540.00
HIGH	4,498.25
0.618	4,472.25
0.500	4,464.50
0.382	4,456.50
LOW	4,430.50
0.618	4,388.75
1.000	4,362.75
1.618	4,321.00
2.618	4,253.25
4.250	4,142.50

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	4,480.50	4,474.00
PP	4,472.50	4,459.00
S1	4,464.50	4,444.25

Download as Excel Spreadsheet

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

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