E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 4,405.00 4,432.00 27.00 0.6% 4,518.75
High 4,433.75 4,442.25 8.50 0.2% 4,584.50
Low 4,372.25 4,346.25 -26.00 -0.6% 4,431.00
Close 4,423.75 4,382.00 -41.75 -0.9% 4,465.75
Range 61.50 96.00 34.50 56.1% 153.50
ATR 62.55 64.94 2.39 3.8% 0.00
Volume 306,378 306,766 388 0.1% 1,155,028
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,678.25 4,626.00 4,434.75
R3 4,582.25 4,530.00 4,408.50
R2 4,486.25 4,486.25 4,399.50
R1 4,434.00 4,434.00 4,390.75 4,412.00
PP 4,390.25 4,390.25 4,390.25 4,379.25
S1 4,338.00 4,338.00 4,373.25 4,316.00
S2 4,294.25 4,294.25 4,364.50
S3 4,198.25 4,242.00 4,355.50
S4 4,102.25 4,146.00 4,329.25
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,954.25 4,863.50 4,550.25
R3 4,800.75 4,710.00 4,508.00
R2 4,647.25 4,647.25 4,494.00
R1 4,556.50 4,556.50 4,479.75 4,525.00
PP 4,493.75 4,493.75 4,493.75 4,478.00
S1 4,403.00 4,403.00 4,451.75 4,371.50
S2 4,340.25 4,340.25 4,437.50
S3 4,186.75 4,249.50 4,423.50
S4 4,033.25 4,096.00 4,381.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,501.75 4,346.25 155.50 3.5% 68.25 1.6% 23% False True 256,787
10 4,584.50 4,346.25 238.25 5.4% 62.25 1.4% 15% False True 232,523
20 4,584.50 4,346.25 238.25 5.4% 62.75 1.4% 15% False True 230,154
40 4,584.50 4,220.25 364.25 8.3% 59.00 1.3% 44% False False 192,186
60 4,584.50 3,856.50 728.00 16.6% 72.50 1.7% 72% False False 128,310
80 4,584.50 3,856.50 728.00 16.6% 85.50 1.9% 72% False False 96,281
100 4,710.50 3,856.50 854.00 19.5% 81.50 1.9% 62% False False 77,031
120 4,719.75 3,856.50 863.25 19.7% 74.50 1.7% 61% False False 64,193
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 17.28
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4,850.25
2.618 4,693.50
1.618 4,597.50
1.000 4,538.25
0.618 4,501.50
HIGH 4,442.25
0.618 4,405.50
0.500 4,394.25
0.382 4,383.00
LOW 4,346.25
0.618 4,287.00
1.000 4,250.25
1.618 4,191.00
2.618 4,095.00
4.250 3,938.25
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 4,394.25 4,418.00
PP 4,390.25 4,406.00
S1 4,386.00 4,394.00

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

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