E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 4,372.00 4,335.50 -36.50 -0.8% 4,477.00
High 4,374.50 4,342.00 -32.50 -0.7% 4,489.75
Low 4,319.50 4,292.25 -27.25 -0.6% 4,296.75
Close 4,334.50 4,309.75 -24.75 -0.6% 4,331.50
Range 55.00 49.75 -5.25 -9.5% 193.00
ATR 65.76 64.61 -1.14 -1.7% 0.00
Volume 270,601 235,256 -35,345 -13.1% 1,400,820
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 4,464.00 4,436.50 4,337.00
R3 4,414.25 4,386.75 4,323.50
R2 4,364.50 4,364.50 4,318.75
R1 4,337.00 4,337.00 4,314.25 4,326.00
PP 4,314.75 4,314.75 4,314.75 4,309.00
S1 4,287.25 4,287.25 4,305.25 4,276.00
S2 4,265.00 4,265.00 4,300.75
S3 4,215.25 4,237.50 4,296.00
S4 4,165.50 4,187.75 4,282.50
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,951.75 4,834.50 4,437.75
R3 4,758.75 4,641.50 4,384.50
R2 4,565.75 4,565.75 4,367.00
R1 4,448.50 4,448.50 4,349.25 4,410.50
PP 4,372.75 4,372.75 4,372.75 4,353.75
S1 4,255.50 4,255.50 4,313.75 4,217.50
S2 4,179.75 4,179.75 4,296.00
S3 3,986.75 4,062.50 4,278.50
S4 3,793.75 3,869.50 4,225.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,442.25 4,292.25 150.00 3.5% 71.25 1.7% 12% False True 287,303
10 4,551.75 4,292.25 259.50 6.0% 66.50 1.5% 7% False True 265,334
20 4,584.50 4,292.25 292.25 6.8% 63.25 1.5% 6% False True 241,819
40 4,584.50 4,220.25 364.25 8.5% 60.00 1.4% 25% False False 220,059
60 4,584.50 3,856.50 728.00 16.9% 68.00 1.6% 62% False False 147,120
80 4,584.50 3,856.50 728.00 16.9% 83.25 1.9% 62% False False 110,395
100 4,691.00 3,856.50 834.50 19.4% 81.75 1.9% 54% False False 88,329
120 4,719.75 3,856.50 863.25 20.0% 75.75 1.8% 53% False False 73,608
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 12.70
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,553.50
2.618 4,472.25
1.618 4,422.50
1.000 4,391.75
0.618 4,372.75
HIGH 4,342.00
0.618 4,323.00
0.500 4,317.00
0.382 4,311.25
LOW 4,292.25
0.618 4,261.50
1.000 4,242.50
1.618 4,211.75
2.618 4,162.00
4.250 4,080.75
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 4,317.00 4,335.50
PP 4,314.75 4,326.75
S1 4,312.25 4,318.25

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

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