E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 4,686.00 4,645.25 -40.75 -0.9% 4,508.00
High 4,686.00 4,652.75 -33.25 -0.7% 4,623.75
Low 4,640.75 4,578.00 -62.75 -1.4% 4,507.25
Close 4,640.75 4,584.00 -56.75 -1.2% 4,605.75
Range 45.25 74.75 29.50 65.2% 116.50
ATR 59.12 60.24 1.12 1.9% 0.00
Volume 27 50 23 85.2% 172
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,829.25 4,781.25 4,625.00
R3 4,754.50 4,706.50 4,604.50
R2 4,679.75 4,679.75 4,597.75
R1 4,631.75 4,631.75 4,590.75 4,618.50
PP 4,605.00 4,605.00 4,605.00 4,598.25
S1 4,557.00 4,557.00 4,577.25 4,543.50
S2 4,530.25 4,530.25 4,570.25
S3 4,455.50 4,482.25 4,563.50
S4 4,380.75 4,407.50 4,543.00
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,928.50 4,883.50 4,669.75
R3 4,812.00 4,767.00 4,637.75
R2 4,695.50 4,695.50 4,627.00
R1 4,650.50 4,650.50 4,616.50 4,673.00
PP 4,579.00 4,579.00 4,579.00 4,590.00
S1 4,534.00 4,534.00 4,595.00 4,556.50
S2 4,462.50 4,462.50 4,584.50
S3 4,346.00 4,417.50 4,573.75
S4 4,229.50 4,301.00 4,541.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,691.00 4,567.25 123.75 2.7% 50.00 1.1% 14% False False 37
10 4,691.00 4,499.50 191.50 4.2% 58.00 1.3% 44% False False 45
20 4,710.50 4,473.00 237.50 5.2% 63.50 1.4% 47% False False 26
40 4,719.75 4,455.75 264.00 5.8% 48.75 1.1% 49% False False 14
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 7.55
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,970.50
2.618 4,848.50
1.618 4,773.75
1.000 4,727.50
0.618 4,699.00
HIGH 4,652.75
0.618 4,624.25
0.500 4,615.50
0.382 4,606.50
LOW 4,578.00
0.618 4,531.75
1.000 4,503.25
1.618 4,457.00
2.618 4,382.25
4.250 4,260.25
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 4,615.50 4,634.50
PP 4,605.00 4,617.75
S1 4,594.50 4,600.75

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

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