E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 3,933.00 3,958.00 25.00 0.6% 4,030.75
High 3,977.50 4,008.75 31.25 0.8% 4,038.50
Low 3,856.50 3,947.25 90.75 2.4% 3,856.50
Close 3,953.75 3,998.50 44.75 1.1% 3,998.50
Range 121.00 61.50 -59.50 -49.2% 182.00
ATR 116.03 112.14 -3.90 -3.4% 0.00
Volume 111 283 172 155.0% 1,338
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,169.25 4,145.50 4,032.25
R3 4,107.75 4,084.00 4,015.50
R2 4,046.25 4,046.25 4,009.75
R1 4,022.50 4,022.50 4,004.25 4,034.50
PP 3,984.75 3,984.75 3,984.75 3,990.75
S1 3,961.00 3,961.00 3,992.75 3,973.00
S2 3,923.25 3,923.25 3,987.25
S3 3,861.75 3,899.50 3,981.50
S4 3,800.25 3,838.00 3,964.75
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,510.50 4,436.50 4,098.50
R3 4,328.50 4,254.50 4,048.50
R2 4,146.50 4,146.50 4,031.75
R1 4,072.50 4,072.50 4,015.25 4,018.50
PP 3,964.50 3,964.50 3,964.50 3,937.50
S1 3,890.50 3,890.50 3,981.75 3,836.50
S2 3,782.50 3,782.50 3,965.25
S3 3,600.50 3,708.50 3,948.50
S4 3,418.50 3,526.50 3,898.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,038.50 3,856.50 182.00 4.6% 112.25 2.8% 78% False False 267
10 4,300.75 3,856.50 444.25 11.1% 110.75 2.8% 32% False False 222
20 4,300.75 3,856.50 444.25 11.1% 120.75 3.0% 32% False False 240
40 4,691.00 3,856.50 834.50 20.9% 105.50 2.6% 17% False False 163
60 4,719.75 3,856.50 863.25 21.6% 86.00 2.2% 16% False False 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23.95
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 4,270.00
2.618 4,169.75
1.618 4,108.25
1.000 4,070.25
0.618 4,046.75
HIGH 4,008.75
0.618 3,985.25
0.500 3,978.00
0.382 3,970.75
LOW 3,947.25
0.618 3,909.25
1.000 3,885.75
1.618 3,847.75
2.618 3,786.25
4.250 3,686.00
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 3,991.75 3,980.50
PP 3,984.75 3,962.75
S1 3,978.00 3,944.75

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

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