E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 4,337.75 4,317.00 -20.75 -0.5% 4,316.00
High 4,340.75 4,379.00 38.25 0.9% 4,393.75
Low 4,280.75 4,314.50 33.75 0.8% 4,280.75
Close 4,317.25 4,362.25 45.00 1.0% 4,362.25
Range 60.00 64.50 4.50 7.5% 113.00
ATR 64.82 64.80 -0.02 0.0% 0.00
Volume 272,694 244,244 -28,450 -10.4% 1,277,032
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 4,545.50 4,518.25 4,397.75
R3 4,481.00 4,453.75 4,380.00
R2 4,416.50 4,416.50 4,374.00
R1 4,389.25 4,389.25 4,368.25 4,403.00
PP 4,352.00 4,352.00 4,352.00 4,358.75
S1 4,324.75 4,324.75 4,356.25 4,338.50
S2 4,287.50 4,287.50 4,350.50
S3 4,223.00 4,260.25 4,344.50
S4 4,158.50 4,195.75 4,326.75
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 4,684.50 4,636.50 4,424.50
R3 4,571.50 4,523.50 4,393.25
R2 4,458.50 4,458.50 4,383.00
R1 4,410.50 4,410.50 4,372.50 4,434.50
PP 4,345.50 4,345.50 4,345.50 4,357.50
S1 4,297.50 4,297.50 4,352.00 4,321.50
S2 4,232.50 4,232.50 4,341.50
S3 4,119.50 4,184.50 4,331.25
S4 4,006.50 4,071.50 4,300.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,393.75 4,280.75 113.00 2.6% 71.00 1.6% 72% False False 255,406
10 4,403.00 4,280.75 122.25 2.8% 65.25 1.5% 67% False False 240,816
20 4,489.75 4,271.00 218.75 5.0% 64.75 1.5% 42% False False 251,033
40 4,584.50 4,271.00 313.50 7.2% 62.50 1.4% 29% False False 235,040
60 4,584.50 4,171.25 413.25 9.5% 62.50 1.4% 46% False False 195,210
80 4,584.50 3,856.50 728.00 16.7% 72.25 1.7% 69% False False 146,517
100 4,691.00 3,856.50 834.50 19.1% 82.25 1.9% 61% False False 117,250
120 4,719.75 3,856.50 863.25 19.8% 78.25 1.8% 59% False False 97,712
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 14.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,653.00
2.618 4,547.75
1.618 4,483.25
1.000 4,443.50
0.618 4,418.75
HIGH 4,379.00
0.618 4,354.25
0.500 4,346.75
0.382 4,339.25
LOW 4,314.50
0.618 4,274.75
1.000 4,250.00
1.618 4,210.25
2.618 4,145.75
4.250 4,040.50
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 4,357.00 4,351.50
PP 4,352.00 4,340.75
S1 4,346.75 4,330.00

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

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