E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 16-Jun-2015

Day Change Summary
	Previous	Current
	15-Jun-2015	16-Jun-2015	Change	Change %	Previous Week
Open	4,443.50	4,432.50	-11.00	-0.2%	4,479.50
High	4,444.75	4,463.50	18.75	0.4%	4,512.25
Low	4,394.25	4,403.00	8.75	0.2%	4,390.25
Close	4,435.50	4,459.00	23.50	0.5%	4,454.75
Range	50.50	60.50	10.00	19.8%	122.00
ATR	52.70	53.26	0.56	1.1%	0.00
Volume	145,112	108,589	-36,523	-25.2%	1,043,053

Daily Pivots for day following 16-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,623.25	4,601.75	4,492.25
R3	4,562.75	4,541.25	4,475.75
R2	4,502.25	4,502.25	4,470.00
R1	4,480.75	4,480.75	4,464.50	4,491.50
PP	4,441.75	4,441.75	4,441.75	4,447.25
S1	4,420.25	4,420.25	4,453.50	4,431.00
S2	4,381.25	4,381.25	4,448.00
S3	4,320.75	4,359.75	4,442.25
S4	4,260.25	4,299.25	4,425.75

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,818.50	4,758.50	4,521.75
R3	4,696.50	4,636.50	4,488.25
R2	4,574.50	4,574.50	4,477.00
R1	4,514.50	4,514.50	4,466.00	4,483.50
PP	4,452.50	4,452.50	4,452.50	4,437.00
S1	4,392.50	4,392.50	4,443.50	4,361.50
S2	4,330.50	4,330.50	4,432.50
S3	4,208.50	4,270.50	4,421.25
S4	4,086.50	4,148.50	4,387.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,512.25	4,394.25	118.00	2.6%	51.00	1.1%	55%	False	False	166,652
10	4,540.75	4,390.25	150.50	3.4%	51.75	1.2%	46%	False	False	200,505
20	4,551.00	4,390.25	160.75	3.6%	50.50	1.1%	43%	False	False	187,168
40	4,555.50	4,332.50	223.00	5.0%	55.00	1.2%	57%	False	False	207,990
60	4,555.50	4,259.00	296.50	6.6%	54.75	1.2%	67%	False	False	209,544
80	4,555.50	4,259.00	296.50	6.6%	52.00	1.2%	67%	False	False	178,801
100	4,555.50	4,084.25	471.25	10.6%	52.00	1.2%	80%	False	False	143,058
120	4,555.50	4,039.00	516.50	11.6%	52.25	1.2%	81%	False	False	119,218

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	6.43
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,720.50
2.618	4,622.00
1.618	4,561.50
1.000	4,524.00
0.618	4,501.00
HIGH	4,463.50
0.618	4,440.50
0.500	4,433.25
0.382	4,426.00
LOW	4,403.00
0.618	4,365.50
1.000	4,342.50
1.618	4,305.00
2.618	4,244.50
4.250	4,146.00

Fisher Pivots for day following 16-Jun-2015
Pivot	1 day	3 day
R1	4,450.50	4,453.50
PP	4,441.75	4,448.25
S1	4,433.25	4,442.75

Download as Excel Spreadsheet

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

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