E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 4,139.00 4,030.75 -108.25 -2.6% 4,265.00
High 4,162.75 4,038.50 -124.25 -3.0% 4,300.75
Low 3,994.75 3,877.25 -117.50 -2.9% 3,994.75
Close 4,015.25 3,957.75 -57.50 -1.4% 4,015.25
Range 168.00 161.25 -6.75 -4.0% 306.00
ATR 113.25 116.67 3.43 3.0% 0.00
Volume 380 417 37 9.7% 882
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,441.50 4,361.00 4,046.50
R3 4,280.25 4,199.75 4,002.00
R2 4,119.00 4,119.00 3,987.25
R1 4,038.50 4,038.50 3,972.50 3,998.00
PP 3,957.75 3,957.75 3,957.75 3,937.75
S1 3,877.25 3,877.25 3,943.00 3,837.00
S2 3,796.50 3,796.50 3,928.25
S3 3,635.25 3,716.00 3,913.50
S4 3,474.00 3,554.75 3,869.00
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 5,021.50 4,824.50 4,183.50
R3 4,715.50 4,518.50 4,099.50
R2 4,409.50 4,409.50 4,071.25
R1 4,212.50 4,212.50 4,043.25 4,158.00
PP 4,103.50 4,103.50 4,103.50 4,076.50
S1 3,906.50 3,906.50 3,987.25 3,852.00
S2 3,797.50 3,797.50 3,959.25
S3 3,491.50 3,600.50 3,931.00
S4 3,185.50 3,294.50 3,847.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,268.00 3,877.25 390.75 9.9% 126.50 3.2% 21% False True 244
10 4,300.75 3,877.25 423.50 10.7% 115.00 2.9% 19% False True 225
20 4,356.50 3,877.25 479.25 12.1% 128.25 3.2% 17% False True 220
40 4,691.00 3,877.25 813.75 20.6% 102.50 2.6% 10% False True 141
60 4,719.75 3,877.25 842.50 21.3% 83.25 2.1% 10% False True 95
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 25.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,723.75
2.618 4,460.75
1.618 4,299.50
1.000 4,199.75
0.618 4,138.25
HIGH 4,038.50
0.618 3,977.00
0.500 3,958.00
0.382 3,938.75
LOW 3,877.25
0.618 3,777.50
1.000 3,716.00
1.618 3,616.25
2.618 3,455.00
4.250 3,192.00
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 3,958.00 4,036.25
PP 3,957.75 4,010.00
S1 3,957.75 3,984.00

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

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