E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 4,214.50 4,243.00 28.50 0.7% 4,155.25
High 4,247.75 4,230.00 -17.75 -0.4% 4,247.75
Low 4,170.25 4,230.00 59.75 1.4% 4,084.75
Close 4,244.25 4,230.00 -14.25 -0.3% 4,230.00
Range 77.50 0.00 -77.50 -100.0% 163.00
ATR 105.70 99.16 -6.53 -6.2% 0.00
Volume 265,546 272,803 7,257 2.7% 1,292,386
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,230.00 4,230.00 4,230.00
R3 4,230.00 4,230.00 4,230.00
R2 4,230.00 4,230.00 4,230.00
R1 4,230.00 4,230.00 4,230.00 4,230.00
PP 4,230.00 4,230.00 4,230.00 4,230.00
S1 4,230.00 4,230.00 4,230.00 4,230.00
S2 4,230.00 4,230.00 4,230.00
S3 4,230.00 4,230.00 4,230.00
S4 4,230.00 4,230.00 4,230.00
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,676.50 4,616.25 4,319.75
R3 4,513.50 4,453.25 4,274.75
R2 4,350.50 4,350.50 4,260.00
R1 4,290.25 4,290.25 4,245.00 4,320.50
PP 4,187.50 4,187.50 4,187.50 4,202.50
S1 4,127.25 4,127.25 4,215.00 4,157.50
S2 4,024.50 4,024.50 4,200.00
S3 3,861.50 3,964.25 4,185.25
S4 3,698.50 3,801.25 4,140.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,247.75 4,084.75 163.00 3.9% 72.25 1.7% 89% False False 258,477
10 4,247.75 3,953.00 294.75 7.0% 79.00 1.9% 94% False False 269,556
20 4,309.25 3,862.25 447.00 10.6% 101.50 2.4% 82% False False 344,370
40 4,695.00 3,862.25 832.75 19.7% 114.50 2.7% 44% False False 376,409
60 4,734.75 3,862.25 872.50 20.6% 102.75 2.4% 42% False False 301,017
80 4,734.75 3,862.25 872.50 20.6% 91.25 2.2% 42% False False 225,858
100 4,734.75 3,862.25 872.50 20.6% 84.25 2.0% 42% False False 180,741
120 4,734.75 3,862.25 872.50 20.6% 83.00 2.0% 42% False False 150,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 17.00
Narrowest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 4,230.00
2.618 4,230.00
1.618 4,230.00
1.000 4,230.00
0.618 4,230.00
HIGH 4,230.00
0.618 4,230.00
0.500 4,230.00
0.382 4,230.00
LOW 4,230.00
0.618 4,230.00
1.000 4,230.00
1.618 4,230.00
2.618 4,230.00
4.250 4,230.00
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 4,230.00 4,208.75
PP 4,230.00 4,187.50
S1 4,230.00 4,166.25

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

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