E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 4,415.25 4,383.00 -32.25 -0.7% 4,446.75
High 4,432.50 4,436.75 4.25 0.1% 4,454.25
Low 4,353.50 4,383.00 29.50 0.7% 4,352.50
Close 4,359.50 4,390.00 30.50 0.7% 4,359.50
Range 79.00 53.75 -25.25 -32.0% 101.75
ATR 51.58 53.41 1.83 3.6% 0.00
Volume 250,757 195,423 -55,334 -22.1% 1,454,060
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,564.50 4,531.00 4,419.50
R3 4,510.75 4,477.25 4,404.75
R2 4,457.00 4,457.00 4,399.75
R1 4,423.50 4,423.50 4,395.00 4,440.25
PP 4,403.25 4,403.25 4,403.25 4,411.50
S1 4,369.75 4,369.75 4,385.00 4,386.50
S2 4,349.50 4,349.50 4,380.25
S3 4,295.75 4,316.00 4,375.25
S4 4,242.00 4,262.25 4,360.50
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,694.00 4,628.50 4,415.50
R3 4,592.25 4,526.75 4,387.50
R2 4,490.50 4,490.50 4,378.25
R1 4,425.00 4,425.00 4,368.75 4,407.00
PP 4,388.75 4,388.75 4,388.75 4,379.75
S1 4,323.25 4,323.25 4,350.25 4,305.00
S2 4,287.00 4,287.00 4,340.75
S3 4,185.25 4,221.50 4,331.50
S4 4,083.50 4,119.75 4,303.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,436.75 4,352.50 84.25 1.9% 57.75 1.3% 45% True False 266,224
10 4,537.25 4,352.50 184.75 4.2% 48.75 1.1% 20% False False 198,041
20 4,537.25 4,334.75 202.50 4.6% 46.25 1.1% 27% False False 99,658
40 4,537.25 4,265.00 272.25 6.2% 54.50 1.2% 46% False False 49,912
60 4,576.50 4,265.00 311.50 7.1% 55.25 1.3% 40% False False 33,306
80 4,576.50 4,181.00 395.50 9.0% 51.75 1.2% 53% False False 24,987
100 4,576.50 3,902.00 674.50 15.4% 47.25 1.1% 72% False False 19,990
120 4,681.75 3,902.00 779.75 17.8% 49.75 1.1% 63% False False 16,658
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 10.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,665.25
2.618 4,577.50
1.618 4,523.75
1.000 4,490.50
0.618 4,470.00
HIGH 4,436.75
0.618 4,416.25
0.500 4,410.00
0.382 4,403.50
LOW 4,383.00
0.618 4,349.75
1.000 4,329.25
1.618 4,296.00
2.618 4,242.25
4.250 4,154.50
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 4,410.00 4,394.50
PP 4,403.25 4,393.00
S1 4,396.50 4,391.50

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

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