E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	4,726.50	4,745.00	18.50	0.4%	4,737.50
High	4,747.00	4,797.75	50.75	1.1%	4,797.75
Low	4,715.00	4,742.50	27.50	0.6%	4,681.75
Close	4,743.75	4,783.00	39.25	0.8%	4,783.00
Range	32.00	55.25	23.25	72.7%	116.00
ATR	49.38	49.80	0.42	0.8%	0.00
Volume	167,881	180,947	13,066	7.8%	980,203

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,940.25	4,916.75	4,813.50
R3	4,885.00	4,861.50	4,798.25
R2	4,829.75	4,829.75	4,793.25
R1	4,806.25	4,806.25	4,788.00	4,818.00
PP	4,774.50	4,774.50	4,774.50	4,780.25
S1	4,751.00	4,751.00	4,778.00	4,762.75
S2	4,719.25	4,719.25	4,772.75
S3	4,664.00	4,695.75	4,767.75
S4	4,608.75	4,640.50	4,752.50

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,102.25	5,058.50	4,846.75
R3	4,986.25	4,942.50	4,815.00
R2	4,870.25	4,870.25	4,804.25
R1	4,826.50	4,826.50	4,793.75	4,848.50
PP	4,754.25	4,754.25	4,754.25	4,765.00
S1	4,710.50	4,710.50	4,772.25	4,732.50
S2	4,638.25	4,638.25	4,761.75
S3	4,522.25	4,594.50	4,751.00
S4	4,406.25	4,478.50	4,719.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,797.75	4,681.75	116.00	2.4%	47.00	1.0%	87%	True	False	196,040
10	4,797.75	4,641.00	156.75	3.3%	41.50	0.9%	91%	True	False	199,389
20	4,797.75	4,515.75	282.00	5.9%	42.00	0.9%	95%	True	False	189,285
40	4,797.75	4,167.75	630.00	13.2%	59.00	1.2%	98%	True	False	224,673
60	4,797.75	4,167.75	630.00	13.2%	56.00	1.2%	98%	True	False	151,382
80	4,797.75	4,167.75	630.00	13.2%	56.25	1.2%	98%	True	False	113,565
100	4,797.75	4,167.75	630.00	13.2%	56.00	1.2%	98%	True	False	90,868
120	4,797.75	4,101.75	696.00	14.6%	52.50	1.1%	98%	True	False	75,726

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	12.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,032.50
2.618	4,942.50
1.618	4,887.25
1.000	4,853.00
0.618	4,832.00
HIGH	4,797.75
0.618	4,776.75
0.500	4,770.00
0.382	4,763.50
LOW	4,742.50
0.618	4,708.25
1.000	4,687.25
1.618	4,653.00
2.618	4,597.75
4.250	4,507.75

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	4,778.75	4,771.25
PP	4,774.50	4,759.50
S1	4,770.00	4,748.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols