E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	28-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	4,401.50	4,389.75	-11.75	-0.3%	4,394.75
High	4,425.75	4,463.50	37.75	0.9%	4,441.25
Low	4,381.50	4,374.00	-7.50	-0.2%	4,365.00
Close	4,389.50	4,458.25	68.75	1.6%	4,397.25
Range	44.25	89.50	45.25	102.3%	76.25
ATR	65.82	67.51	1.69	2.6%	0.00
Volume	133,720	229,527	95,807	71.6%	767,996

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,700.50	4,668.75	4,507.50
R3	4,611.00	4,579.25	4,482.75
R2	4,521.50	4,521.50	4,474.75
R1	4,489.75	4,489.75	4,466.50	4,505.50
PP	4,432.00	4,432.00	4,432.00	4,439.75
S1	4,400.25	4,400.25	4,450.00	4,416.00
S2	4,342.50	4,342.50	4,441.75
S3	4,253.00	4,310.75	4,433.75
S4	4,163.50	4,221.25	4,409.00

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,630.00	4,589.75	4,439.25
R3	4,553.75	4,513.50	4,418.25
R2	4,477.50	4,477.50	4,411.25
R1	4,437.25	4,437.25	4,404.25	4,457.50
PP	4,401.25	4,401.25	4,401.25	4,411.25
S1	4,361.00	4,361.00	4,390.25	4,381.00
S2	4,325.00	4,325.00	4,383.25
S3	4,248.75	4,284.75	4,376.25
S4	4,172.50	4,208.50	4,355.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,463.50	4,365.00	98.50	2.2%	57.00	1.3%	95%	True	False	192,303
10	4,463.50	4,329.50	134.00	3.0%	52.00	1.2%	96%	True	False	215,089
20	4,463.50	4,171.25	292.25	6.6%	61.75	1.4%	98%	True	False	133,663
40	4,463.50	3,856.50	607.00	13.6%	79.75	1.8%	99%	True	False	67,067
60	4,652.75	3,856.50	796.25	17.9%	95.75	2.1%	76%	False	False	44,776
80	4,719.75	3,856.50	863.25	19.4%	87.25	2.0%	70%	False	False	33,588

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.88
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4,844.00
2.618	4,697.75
1.618	4,608.25
1.000	4,553.00
0.618	4,518.75
HIGH	4,463.50
0.618	4,429.25
0.500	4,418.75
0.382	4,408.25
LOW	4,374.00
0.618	4,318.75
1.000	4,284.50
1.618	4,229.25
2.618	4,139.75
4.250	3,993.50

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	4,445.00	4,443.50
PP	4,432.00	4,429.00
S1	4,418.75	4,414.25

Download as Excel Spreadsheet

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

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