E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 4,445.50 4,473.50 28.00 0.6% 4,316.00
High 4,489.50 4,495.50 6.00 0.1% 4,393.75
Low 4,443.00 4,463.50 20.50 0.5% 4,280.75
Close 4,474.75 4,492.25 17.50 0.4% 4,362.25
Range 46.50 32.00 -14.50 -31.2% 113.00
ATR 64.35 62.04 -2.31 -3.6% 0.00
Volume 253,726 163,693 -90,033 -35.5% 1,277,032
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 4,579.75 4,568.00 4,509.75
R3 4,547.75 4,536.00 4,501.00
R2 4,515.75 4,515.75 4,498.00
R1 4,504.00 4,504.00 4,495.25 4,510.00
PP 4,483.75 4,483.75 4,483.75 4,486.75
S1 4,472.00 4,472.00 4,489.25 4,478.00
S2 4,451.75 4,451.75 4,486.50
S3 4,419.75 4,440.00 4,483.50
S4 4,387.75 4,408.00 4,474.75
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 4,495.50 4,314.50 181.00 4.0% 56.75 1.3% 98% True False 213,695
10 4,495.50 4,280.75 214.75 4.8% 63.00 1.4% 98% True False 235,114
20 4,495.50 4,271.00 224.50 5.0% 62.25 1.4% 99% True False 242,325
40 4,584.50 4,271.00 313.50 7.0% 62.50 1.4% 71% False False 236,239
60 4,584.50 4,220.25 364.25 8.1% 60.00 1.3% 75% False False 208,899
80 4,584.50 3,856.50 728.00 16.2% 70.00 1.6% 87% False False 156,814
100 4,584.50 3,856.50 728.00 16.2% 80.75 1.8% 87% False False 125,490
120 4,710.50 3,856.50 854.00 19.0% 78.25 1.7% 74% False False 104,580
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 11.63
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4,631.50
2.618 4,579.25
1.618 4,547.25
1.000 4,527.50
0.618 4,515.25
HIGH 4,495.50
0.618 4,483.25
0.500 4,479.50
0.382 4,475.75
LOW 4,463.50
0.618 4,443.75
1.000 4,431.50
1.618 4,411.75
2.618 4,379.75
4.250 4,327.50
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 4,488.00 4,467.75
PP 4,483.75 4,443.25
S1 4,479.50 4,418.50

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

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