E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 4,394.25 4,352.50 -41.75 -1.0% 4,337.00
High 4,403.00 4,381.75 -21.25 -0.5% 4,378.50
Low 4,350.75 4,305.75 -45.00 -1.0% 4,271.00
Close 4,351.50 4,334.75 -16.75 -0.4% 4,328.25
Range 52.25 76.00 23.75 45.5% 107.50
ATR 61.93 62.93 1.01 1.6% 0.00
Volume 208,025 262,049 54,024 26.0% 1,211,687
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 4,568.75 4,527.75 4,376.50
R3 4,492.75 4,451.75 4,355.75
R2 4,416.75 4,416.75 4,348.75
R1 4,375.75 4,375.75 4,341.75 4,358.25
PP 4,340.75 4,340.75 4,340.75 4,332.00
S1 4,299.75 4,299.75 4,327.75 4,282.25
S2 4,264.75 4,264.75 4,320.75
S3 4,188.75 4,223.75 4,313.75
S4 4,112.75 4,147.75 4,293.00
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 4,648.50 4,595.75 4,387.50
R3 4,541.00 4,488.25 4,357.75
R2 4,433.50 4,433.50 4,348.00
R1 4,380.75 4,380.75 4,338.00 4,353.50
PP 4,326.00 4,326.00 4,326.00 4,312.25
S1 4,273.25 4,273.25 4,318.50 4,246.00
S2 4,218.50 4,218.50 4,308.50
S3 4,111.00 4,165.75 4,298.75
S4 4,003.50 4,058.25 4,269.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,403.00 4,271.00 132.00 3.0% 61.00 1.4% 48% False False 228,787
10 4,403.00 4,271.00 132.00 3.0% 61.50 1.4% 48% False False 249,536
20 4,584.50 4,271.00 313.50 7.2% 61.75 1.4% 20% False False 241,029
40 4,584.50 4,271.00 313.50 7.2% 59.25 1.4% 20% False False 228,824
60 4,584.50 4,076.50 508.00 11.7% 63.75 1.5% 51% False False 169,852
80 4,584.50 3,856.50 728.00 16.8% 76.75 1.8% 66% False False 127,455
100 4,691.00 3,856.50 834.50 19.3% 80.75 1.9% 57% False False 101,984
120 4,719.75 3,856.50 863.25 19.9% 75.75 1.7% 55% False False 84,987
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 14.05
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,704.75
2.618 4,580.75
1.618 4,504.75
1.000 4,457.75
0.618 4,428.75
HIGH 4,381.75
0.618 4,352.75
0.500 4,343.75
0.382 4,334.75
LOW 4,305.75
0.618 4,258.75
1.000 4,229.75
1.618 4,182.75
2.618 4,106.75
4.250 3,982.75
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 4,343.75 4,354.50
PP 4,340.75 4,347.75
S1 4,337.75 4,341.25

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

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