E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 4,511.00 4,524.50 13.50 0.3% 4,518.25
High 4,536.50 4,545.50 9.00 0.2% 4,538.75
Low 4,504.00 4,511.25 7.25 0.2% 4,478.75
Close 4,525.50 4,514.25 -11.25 -0.2% 4,509.00
Range 32.50 34.25 1.75 5.4% 60.00
ATR 53.72 52.33 -1.39 -2.6% 0.00
Volume 164,530 155,623 -8,907 -5.4% 808,821
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,626.50 4,604.50 4,533.00
R3 4,592.25 4,570.25 4,523.75
R2 4,558.00 4,558.00 4,520.50
R1 4,536.00 4,536.00 4,517.50 4,530.00
PP 4,523.75 4,523.75 4,523.75 4,520.50
S1 4,501.75 4,501.75 4,511.00 4,495.50
S2 4,489.50 4,489.50 4,508.00
S3 4,455.25 4,467.50 4,504.75
S4 4,421.00 4,433.25 4,495.50
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,688.75 4,659.00 4,542.00
R3 4,628.75 4,599.00 4,525.50
R2 4,568.75 4,568.75 4,520.00
R1 4,539.00 4,539.00 4,514.50 4,524.00
PP 4,508.75 4,508.75 4,508.75 4,501.25
S1 4,479.00 4,479.00 4,503.50 4,464.00
S2 4,448.75 4,448.75 4,498.00
S3 4,388.75 4,419.00 4,492.50
S4 4,328.75 4,359.00 4,476.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,545.50 4,478.75 66.75 1.5% 41.75 0.9% 53% True False 183,873
10 4,545.50 4,341.75 203.75 4.5% 44.75 1.0% 85% True False 193,976
20 4,545.50 4,280.75 264.75 5.9% 54.75 1.2% 88% True False 215,408
40 4,584.50 4,271.00 313.50 6.9% 57.50 1.3% 78% False False 227,479
60 4,584.50 4,271.00 313.50 6.9% 56.75 1.3% 78% False False 224,998
80 4,584.50 3,947.25 637.25 14.1% 62.50 1.4% 89% False False 172,826
100 4,584.50 3,856.50 728.00 16.1% 75.25 1.7% 90% False False 138,307
120 4,691.00 3,856.50 834.50 18.5% 76.50 1.7% 79% False False 115,269
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 True
Bear Hook False
Bull Hook False
Stretch 9.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,691.00
2.618 4,635.25
1.618 4,601.00
1.000 4,579.75
0.618 4,566.75
HIGH 4,545.50
0.618 4,532.50
0.500 4,528.50
0.382 4,524.25
LOW 4,511.25
0.618 4,490.00
1.000 4,477.00
1.618 4,455.75
2.618 4,421.50
4.250 4,365.75
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 4,528.50 4,513.50
PP 4,523.75 4,512.75
S1 4,519.00 4,512.00

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

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