E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 4,291.00 4,261.25 -29.75 -0.7% 4,214.50
High 4,299.00 4,289.75 -9.25 -0.2% 4,348.25
Low 4,243.25 4,248.25 5.00 0.1% 4,171.25
Close 4,261.25 4,285.50 24.25 0.6% 4,313.50
Range 55.75 41.50 -14.25 -25.6% 177.00
ATR 87.97 84.65 -3.32 -3.8% 0.00
Volume 8,081 10,719 2,638 32.6% 4,361
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,399.00 4,383.75 4,308.25
R3 4,357.50 4,342.25 4,297.00
R2 4,316.00 4,316.00 4,293.00
R1 4,300.75 4,300.75 4,289.25 4,308.50
PP 4,274.50 4,274.50 4,274.50 4,278.25
S1 4,259.25 4,259.25 4,281.75 4,267.00
S2 4,233.00 4,233.00 4,278.00
S3 4,191.50 4,217.75 4,274.00
S4 4,150.00 4,176.25 4,262.75
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,808.75 4,738.00 4,410.75
R3 4,631.75 4,561.00 4,362.25
R2 4,454.75 4,454.75 4,346.00
R1 4,384.00 4,384.00 4,329.75 4,419.50
PP 4,277.75 4,277.75 4,277.75 4,295.25
S1 4,207.00 4,207.00 4,297.25 4,242.50
S2 4,100.75 4,100.75 4,281.00
S3 3,923.75 4,030.00 4,264.75
S4 3,746.75 3,853.00 4,216.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,345.75 4,243.25 102.50 2.4% 52.75 1.2% 41% False False 5,111
10 4,348.25 4,162.25 186.00 4.3% 69.75 1.6% 66% False False 3,065
20 4,348.25 3,856.50 491.75 11.5% 81.25 1.9% 87% False False 1,774
40 4,356.50 3,856.50 500.00 11.7% 105.00 2.5% 86% False False 997
60 4,691.00 3,856.50 834.50 19.5% 96.50 2.3% 51% False False 687
80 4,719.75 3,856.50 863.25 20.1% 83.50 2.0% 50% False False 516
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 20.68
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 4,466.00
2.618 4,398.50
1.618 4,357.00
1.000 4,331.25
0.618 4,315.50
HIGH 4,289.75
0.618 4,274.00
0.500 4,269.00
0.382 4,264.00
LOW 4,248.25
0.618 4,222.50
1.000 4,206.75
1.618 4,181.00
2.618 4,139.50
4.250 4,072.00
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 4,280.00 4,284.50
PP 4,274.50 4,283.25
S1 4,269.00 4,282.00

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

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