E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 06-Apr-2016

Day Change Summary
	Previous	Current
	05-Apr-2016	06-Apr-2016	Change	Change %	Previous Week
Open	4,499.75	4,476.00	-23.75	-0.5%	4,401.50
High	4,501.50	4,537.75	36.25	0.8%	4,529.50
Low	4,456.50	4,467.25	10.75	0.2%	4,374.00
Close	4,469.50	4,535.00	65.50	1.5%	4,528.50
Range	45.00	70.50	25.50	56.7%	155.50
ATR	63.21	63.73	0.52	0.8%	0.00
Volume	218,944	241,958	23,014	10.5%	1,022,179

Daily Pivots for day following 06-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,724.75	4,700.50	4,573.75
R3	4,654.25	4,630.00	4,554.50
R2	4,583.75	4,583.75	4,548.00
R1	4,559.50	4,559.50	4,541.50	4,571.50
PP	4,513.25	4,513.25	4,513.25	4,519.50
S1	4,489.00	4,489.00	4,528.50	4,501.00
S2	4,442.75	4,442.75	4,522.00
S3	4,372.25	4,418.50	4,515.50
S4	4,301.75	4,348.00	4,496.25

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	4,543.75	4,441.50	102.25	2.3%	57.00	1.3%	91%	False	False	217,395
10	4,543.75	4,365.00	178.75	3.9%	56.75	1.2%	95%	False	False	208,076
20	4,543.75	4,220.25	323.50	7.1%	57.00	1.3%	97%	False	False	198,299
40	4,543.75	3,856.50	687.25	15.2%	70.50	1.6%	99%	False	False	99,771
60	4,543.75	3,856.50	687.25	15.2%	89.75	2.0%	99%	False	False	66,588
80	4,691.00	3,856.50	834.50	18.4%	86.50	1.9%	81%	False	False	49,956
100	4,719.75	3,856.50	863.25	19.0%	78.25	1.7%	79%	False	False	39,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	13.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,837.50
2.618	4,722.25
1.618	4,651.75
1.000	4,608.25
0.618	4,581.25
HIGH	4,537.75
0.618	4,510.75
0.500	4,502.50
0.382	4,494.25
LOW	4,467.25
0.618	4,423.75
1.000	4,396.75
1.618	4,353.25
2.618	4,282.75
4.250	4,167.50

Fisher Pivots for day following 06-Apr-2016
Pivot	1 day	3 day
R1	4,524.25	4,523.50
PP	4,513.25	4,511.75
S1	4,502.50	4,500.00

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