E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 17-Jun-2016

NQZ16 began trading on 02/29/2016 and has 78 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 08/17/2016.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.29)

Moving Averages

Strong Sell

-1.00

Oscillators

Neutral

0.00

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): 7.02x

ATR(14) %: 0.9%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	16-Jun-2016	17-Jun-2016	Change	Change %	Previous Week
Open	4,399.50	4,420.00	20.50	0.5%	4,429.25
High	4,412.50	4,423.50	11.00	0.2%	4,446.00
Low	4,350.75	4,350.00	-0.75	-0.0%	4,350.00
Close	4,409.75	4,354.00	-55.75	-1.3%	4,354.00
Range	61.75	73.50	11.75	19.0%	96.00
ATR(14)	37.40	39.98	2.58	6.9%	39.98
Volume	94	99	5	5.3%	235

Multi-Period Performance

1-Month (21d)

0.8%

3-Month (63d)

-0.8%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

4.0%

52-Week Range

52W Low: 4,186.25 (4.0%)

Position (45%)

52W High: 4,555.00 (4.4%)

Daily Pivots for day following 17-Jun-2016

Level	Classic	Woodie	Camarilla	DeMark
R4	4,596.25	4,548.75	4,394.50
R3	4,522.75	4,475.25	4,374.25
R2	4,449.25	4,449.25	4,367.50
R1	4,401.75	4,401.75	4,360.75	4,388.75
PP	4,375.75	4,375.75	4,375.75	4,369.50
S1	4,328.25	4,328.25	4,347.25	4,315.25
S2	4,302.25	4,302.25	4,340.50
S3	4,228.75	4,254.75	4,333.75
S4	4,155.25	4,181.25	4,313.50

Weekly Pivots for week ending 17-Jun-2016

Level	Classic	Woodie	Camarilla	DeMark
R4	4,671.25	4,608.75	4,406.75
R3	4,575.25	4,512.75	4,380.50
R2	4,479.25	4,479.25	4,371.50
R1	4,416.75	4,416.75	4,362.75	4,400.00
PP	4,383.25	4,383.25	4,383.25	4,375.00
S1	4,320.75	4,320.75	4,345.25	4,304.00
S2	4,287.25	4,287.25	4,336.50
S3	4,191.25	4,224.75	4,327.50
S4	4,095.25	4,128.75	4,301.25

Fisher Pivots for day following 17-Jun-2016

Pivot	1 Day	3 Day
R1	4,386.75	4,387.50
PP	4,375.75	4,376.25
S1	4,365.00	4,365.25

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	4,736.00
2.618	4,616.00
1.618	4,542.50
1.000	4,497.00
0.618	4,469.00
HIGH	4,423.50
0.618	4,395.50
0.500	4,386.75
0.382	4,378.00
LOW	4,350.00
0.618	4,304.50
1.000	4,276.50
1.618	4,231.00
2.618	4,157.50
4.250	4,037.75

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	4,468.00
38.2%	4,414.25
50.0%	4,370.75
61.8%	4,327.00
78.6%	4,265.25

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	4,398.25	-44.25	-1.0%	Below
10-Day SMA	4,446.50	-92.50	-2.1%	Below
20-Day SMA	4,454.00	-100.00	-2.2%	Below
50-Day SMA	4,423.50	-69.50	-1.6%	Below
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 4,570.75

Middle: 4,454.00

Lower: 4,337.25

Bandwidth: 5.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 4,434.00

Kijun-sen: 4,401.75

Span A: 4,417.75

Span B: 4,413.75

Chikou Span: 4,341.25

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

38.02

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

0.13

Signal: 15.71 · Hist: -15.58

Stochastic (14, 3)

Neutral

%K: 2.33

%D: 17.07

StochRSI (14)

Bullish

%K: 2.64

%D: 1.76

ADX (14) & Trend

Neutral

21.76

+DI: 21.00 · -DI: 32.98

CCI (20)

Neutral

-101.78

Range -100 to +100

Williams %R (14)

Neutral

-97.67

Range -100 to 0

Ultimate Oscillator

Neutral

46.04

Periods: 7, 14, 28

ROC (12)

Bearish

-3.48%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

-7.05

Bull: -7.05 · Bear: -80.55

Crabel Price Patterns

Pattern	Signal / Value
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	8.25
Widest range in 54 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,446.00	4,350.00	96.00	2.2%	49.25	1.1%	4%	False	True	47
10	4,519.00	4,350.00	169.00	3.9%	35.50	0.8%	2%	False	True	28
20	4,521.50	4,341.50	180.00	4.1%	26.50	0.6%	7%	False	False	14
40	4,521.50	4,272.25	249.25	5.7%	26.25	0.6%	33%	False	False	7
60	4,555.00	4,272.25	282.75	6.5%	26.50	0.6%	29%	False	False	5

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