E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 4,293.25 4,247.00 -46.25 -1.1% 4,593.75
High 4,362.00 4,296.00 -66.00 -1.5% 4,601.00
Low 4,252.25 4,208.25 -44.00 -1.0% 4,252.25
Close 4,256.25 4,267.50 11.25 0.3% 4,256.25
Range 109.75 87.75 -22.00 -20.0% 348.75
ATR 79.60 80.19 0.58 0.7% 0.00
Volume 172 128 -44 -25.6% 730
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,520.50 4,481.75 4,315.75
R3 4,432.75 4,394.00 4,291.75
R2 4,345.00 4,345.00 4,283.50
R1 4,306.25 4,306.25 4,275.50 4,325.50
PP 4,257.25 4,257.25 4,257.25 4,267.00
S1 4,218.50 4,218.50 4,259.50 4,238.00
S2 4,169.50 4,169.50 4,251.50
S3 4,081.75 4,130.75 4,243.25
S4 3,994.00 4,043.00 4,219.25
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,416.00 5,185.00 4,448.00
R3 5,067.25 4,836.25 4,352.25
R2 4,718.50 4,718.50 4,320.25
R1 4,487.50 4,487.50 4,288.25 4,428.50
PP 4,369.75 4,369.75 4,369.75 4,340.50
S1 4,138.75 4,138.75 4,224.25 4,080.00
S2 4,021.00 4,021.00 4,192.25
S3 3,672.25 3,790.00 4,160.25
S4 3,323.50 3,441.25 4,064.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,517.50 4,208.25 309.25 7.2% 106.00 2.5% 19% False True 140
10 4,691.00 4,208.25 482.75 11.3% 93.25 2.2% 12% False True 103
20 4,691.00 4,208.25 482.75 11.3% 79.00 1.9% 12% False True 67
40 4,719.75 4,208.25 511.50 12.0% 62.00 1.5% 12% False True 35
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 14.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,669.00
2.618 4,525.75
1.618 4,438.00
1.000 4,383.75
0.618 4,350.25
HIGH 4,296.00
0.618 4,262.50
0.500 4,252.00
0.382 4,241.75
LOW 4,208.25
0.618 4,154.00
1.000 4,120.50
1.618 4,066.25
2.618 3,978.50
4.250 3,835.25
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 4,262.50 4,330.50
PP 4,257.25 4,309.50
S1 4,252.00 4,288.50

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

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