E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 4,247.00 4,276.00 29.00 0.7% 4,593.75
High 4,296.00 4,338.00 42.00 1.0% 4,601.00
Low 4,208.25 4,236.00 27.75 0.7% 4,252.25
Close 4,267.50 4,307.50 40.00 0.9% 4,256.25
Range 87.75 102.00 14.25 16.2% 348.75
ATR 80.19 81.74 1.56 1.9% 0.00
Volume 128 90 -38 -29.7% 730
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,599.75 4,555.75 4,363.50
R3 4,497.75 4,453.75 4,335.50
R2 4,395.75 4,395.75 4,326.25
R1 4,351.75 4,351.75 4,316.75 4,373.75
PP 4,293.75 4,293.75 4,293.75 4,305.00
S1 4,249.75 4,249.75 4,298.25 4,271.75
S2 4,191.75 4,191.75 4,288.75
S3 4,089.75 4,147.75 4,279.50
S4 3,987.75 4,045.75 4,251.50
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,416.00 5,185.00 4,448.00
R3 5,067.25 4,836.25 4,352.25
R2 4,718.50 4,718.50 4,320.25
R1 4,487.50 4,487.50 4,288.25 4,428.50
PP 4,369.75 4,369.75 4,369.75 4,340.50
S1 4,138.75 4,138.75 4,224.25 4,080.00
S2 4,021.00 4,021.00 4,192.25
S3 3,672.25 3,790.00 4,160.25
S4 3,323.50 3,441.25 4,064.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,482.00 4,208.25 273.75 6.4% 113.75 2.6% 36% False False 137
10 4,691.00 4,208.25 482.75 11.2% 98.75 2.3% 21% False False 109
20 4,691.00 4,208.25 482.75 11.2% 78.75 1.8% 21% False False 71
40 4,719.75 4,208.25 511.50 11.9% 63.25 1.5% 19% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 18.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,771.50
2.618 4,605.00
1.618 4,503.00
1.000 4,440.00
0.618 4,401.00
HIGH 4,338.00
0.618 4,299.00
0.500 4,287.00
0.382 4,275.00
LOW 4,236.00
0.618 4,173.00
1.000 4,134.00
1.618 4,071.00
2.618 3,969.00
4.250 3,802.50
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 4,300.75 4,300.00
PP 4,293.75 4,292.50
S1 4,287.00 4,285.00

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

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