E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 4,509.75 4,515.00 5.25 0.1% 4,359.75
High 4,520.00 4,528.75 8.75 0.2% 4,505.25
Low 4,490.00 4,495.50 5.50 0.1% 4,334.75
Close 4,516.50 4,513.75 -2.75 -0.1% 4,502.00
Range 30.00 33.25 3.25 10.8% 170.50
ATR 55.14 53.58 -1.56 -2.8% 0.00
Volume 1,187 1,752 565 47.6% 2,354
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,612.50 4,596.25 4,532.00
R3 4,579.25 4,563.00 4,523.00
R2 4,546.00 4,546.00 4,519.75
R1 4,529.75 4,529.75 4,516.75 4,521.25
PP 4,512.75 4,512.75 4,512.75 4,508.50
S1 4,496.50 4,496.50 4,510.75 4,488.00
S2 4,479.50 4,479.50 4,507.75
S3 4,446.25 4,463.25 4,504.50
S4 4,413.00 4,430.00 4,495.50
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 4,958.75 4,901.00 4,595.75
R3 4,788.25 4,730.50 4,549.00
R2 4,617.75 4,617.75 4,533.25
R1 4,560.00 4,560.00 4,517.75 4,589.00
PP 4,447.25 4,447.25 4,447.25 4,461.75
S1 4,389.50 4,389.50 4,486.25 4,418.50
S2 4,276.75 4,276.75 4,470.75
S3 4,106.25 4,219.00 4,455.00
S4 3,935.75 4,048.50 4,408.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,528.75 4,435.75 93.00 2.1% 32.50 0.7% 84% True False 898
10 4,528.75 4,273.50 255.25 5.7% 47.75 1.1% 94% True False 627
20 4,528.75 4,265.00 263.75 5.8% 54.75 1.2% 94% True False 392
40 4,576.50 4,265.00 311.50 6.9% 58.00 1.3% 80% False False 239
60 4,576.50 4,230.00 346.50 7.7% 53.50 1.2% 82% False False 183
80 4,576.50 3,902.00 674.50 14.9% 48.25 1.1% 91% False False 139
100 4,576.50 3,902.00 674.50 14.9% 51.00 1.1% 91% False False 111
120 4,681.75 3,902.00 779.75 17.3% 48.25 1.1% 78% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,670.00
2.618 4,615.75
1.618 4,582.50
1.000 4,562.00
0.618 4,549.25
HIGH 4,528.75
0.618 4,516.00
0.500 4,512.00
0.382 4,508.25
LOW 4,495.50
0.618 4,475.00
1.000 4,462.25
1.618 4,441.75
2.618 4,408.50
4.250 4,354.25
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 4,513.25 4,511.00
PP 4,512.75 4,508.50
S1 4,512.00 4,505.75

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

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