E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 23-Nov-2015

NQM16 began trading on 11/03/2015 and has 15 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 04/26/2016.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.17)

Moving Averages

Strong Buy

+1.00

Oscillators

Strong Sell

-1.00

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 0.6%

20-Day Historical Volatility: —

Day Change Summary (OHLC)

	Previous	Current
Metric	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	4,678.75	4,664.75	-14.00	-0.3%	4,495.75
High	4,678.75	4,687.00	8.25	0.2%	4,678.75
Low	4,678.75	4,652.25	-26.50	-0.6%	4,455.75
Close	4,678.75	4,664.75	-14.00	-0.3%	4,678.75
Range	0.00	34.75	34.75	∞%	223.00
ATR(14)	29.75	30.11	0.36	1.2%	29.75
Volume

Multi-Period Performance

1-Month (21d)

—

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-0.7%

52-Week Range

52W Low: 4,455.75 (4.7%)

Position (83%)

52W High: 4,707.75 (0.9%)

Daily Pivots for day following 23-Nov-2015

Level	Classic	Woodie	Camarilla	DeMark
R4	4,772.25	4,753.25	4,683.75
R3	4,737.50	4,718.50	4,674.25
R2	4,702.75	4,702.75	4,671.00
R1	4,683.75	4,683.75	4,668.00	4,682.25
PP	4,668.00	4,668.00	4,668.00	4,667.25
S1	4,649.00	4,649.00	4,661.50	4,647.50
S2	4,633.25	4,633.25	4,658.50
S3	4,598.50	4,614.25	4,655.25
S4	4,563.75	4,579.50	4,645.75

Weekly Pivots for week ending 20-Nov-2015

Level	Classic	Woodie	Camarilla	DeMark
R4	5,273.50	5,199.00	4,801.50
R3	5,050.50	4,976.00	4,740.00
R2	4,827.50	4,827.50	4,719.75
R1	4,753.00	4,753.00	4,699.25	4,790.25
PP	4,604.50	4,604.50	4,604.50	4,623.00
S1	4,530.00	4,530.00	4,658.25	4,567.25
S2	4,381.50	4,381.50	4,637.75
S3	4,158.50	4,307.00	4,617.50
S4	3,935.50	4,084.00	4,556.00

Fisher Pivots for day following 23-Nov-2015

Pivot	1 Day	3 Day
R1	4,669.75	4,668.00
PP	4,668.00	4,667.00
S1	4,666.50	4,665.75

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	4,834.75
2.618	4,778.00
1.618	4,743.25
1.000	4,721.75
0.618	4,708.50
HIGH	4,687.00
0.618	4,673.75
0.500	4,669.75
0.382	4,665.50
LOW	4,652.25
0.618	4,630.75
1.000	4,617.50
1.618	4,596.00
2.618	4,561.25
4.250	4,504.50

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	4,648.25
38.2%	4,611.50
50.0%	4,581.75
61.8%	4,552.00
78.6%	4,509.75

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	4,638.25	26.50	0.6%	Above
10-Day SMA	4,605.25	59.50	1.3%	Above
20-Day SMA	Insufficient data
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

45.99

Neutral 30–70

Williams %R (14)

Bearish

-17.06

Range -100 to 0

ROC (12)

Bearish

-0.39%

12-period Rate of Change

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.00
Widest range in 3 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,687.00	4,550.50	136.50	2.9%	31.50	0.7%	84%	True	False	1
10	4,687.00	4,455.75	231.25	5.0%	40.75	0.9%	90%	True	False	3

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