E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 4,480.25 4,477.75 -2.50 -0.1% 4,401.50
High 4,495.50 4,529.50 34.00 0.8% 4,529.50
Low 4,462.25 4,441.50 -20.75 -0.5% 4,374.00
Close 4,476.25 4,528.50 52.25 1.2% 4,528.50
Range 33.25 88.00 54.75 164.7% 155.50
ATR 64.15 65.85 1.70 2.7% 0.00
Volume 190,526 245,916 55,390 29.1% 1,022,179
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,763.75 4,734.25 4,577.00
R3 4,675.75 4,646.25 4,552.75
R2 4,587.75 4,587.75 4,544.75
R1 4,558.25 4,558.25 4,536.50 4,573.00
PP 4,499.75 4,499.75 4,499.75 4,507.25
S1 4,470.25 4,470.25 4,520.50 4,485.00
S2 4,411.75 4,411.75 4,512.25
S3 4,323.75 4,382.25 4,504.25
S4 4,235.75 4,294.25 4,480.00
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,943.75 4,891.75 4,614.00
R3 4,788.25 4,736.25 4,571.25
R2 4,632.75 4,632.75 4,557.00
R1 4,580.75 4,580.75 4,542.75 4,606.75
PP 4,477.25 4,477.25 4,477.25 4,490.50
S1 4,425.25 4,425.25 4,514.25 4,451.25
S2 4,321.75 4,321.75 4,500.00
S3 4,166.25 4,269.75 4,485.75
S4 4,010.75 4,114.25 4,443.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,529.50 4,374.00 155.50 3.4% 61.75 1.4% 99% True False 204,435
10 4,529.50 4,365.00 164.50 3.6% 54.00 1.2% 99% True False 203,062
20 4,529.50 4,220.25 309.25 6.8% 57.25 1.3% 100% True False 166,479
40 4,529.50 3,856.50 673.00 14.9% 76.75 1.7% 100% True False 83,532
60 4,529.50 3,856.50 673.00 14.9% 93.50 2.1% 100% True False 55,753
80 4,710.50 3,856.50 854.00 18.9% 87.00 1.9% 79% False False 41,825
100 4,719.75 3,856.50 863.25 19.1% 77.25 1.7% 78% False False 33,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,903.50
2.618 4,760.00
1.618 4,672.00
1.000 4,617.50
0.618 4,584.00
HIGH 4,529.50
0.618 4,496.00
0.500 4,485.50
0.382 4,475.00
LOW 4,441.50
0.618 4,387.00
1.000 4,353.50
1.618 4,299.00
2.618 4,211.00
4.250 4,067.50
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 4,514.25 4,514.25
PP 4,499.75 4,499.75
S1 4,485.50 4,485.50

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

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