E-mini NASDAQ-100 Future June 2016

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

Day Change Summary
	Previous	Current
	28-Apr-2016	29-Apr-2016	Change	Change %	Previous Week
Open	4,432.00	4,383.50	-48.50	-1.1%	4,477.00
High	4,442.25	4,391.25	-51.00	-1.1%	4,489.75
Low	4,346.25	4,296.75	-49.50	-1.1%	4,296.75
Close	4,382.00	4,331.50	-50.50	-1.2%	4,331.50
Range	96.00	94.50	-1.50	-1.6%	193.00
ATR	64.94	67.05	2.11	3.3%	0.00
Volume	306,766	402,426	95,660	31.2%	1,400,820

Daily Pivots for day following 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,623.25	4,572.00	4,383.50
R3	4,528.75	4,477.50	4,357.50
R2	4,434.25	4,434.25	4,348.75
R1	4,383.00	4,383.00	4,340.25	4,361.50
PP	4,339.75	4,339.75	4,339.75	4,329.00
S1	4,288.50	4,288.50	4,322.75	4,267.00
S2	4,245.25	4,245.25	4,314.25
S3	4,150.75	4,194.00	4,305.50
S4	4,056.25	4,099.50	4,279.50

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,951.75	4,834.50	4,437.75
R3	4,758.75	4,641.50	4,384.50
R2	4,565.75	4,565.75	4,367.00
R1	4,448.50	4,448.50	4,349.25	4,410.50
PP	4,372.75	4,372.75	4,372.75	4,353.75
S1	4,255.50	4,255.50	4,313.75	4,217.50
S2	4,179.75	4,179.75	4,296.00
S3	3,986.75	4,062.50	4,278.50
S4	3,793.75	3,869.50	4,225.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,489.75	4,296.75	193.00	4.5%	73.00	1.7%	18%	False	True	280,164
10	4,584.50	4,296.75	287.75	6.6%	68.50	1.6%	12%	False	True	255,584
20	4,584.50	4,296.75	287.75	6.6%	63.00	1.5%	12%	False	True	237,979
40	4,584.50	4,220.25	364.25	8.4%	60.25	1.4%	31%	False	False	202,229
60	4,584.50	3,856.50	728.00	16.8%	72.25	1.7%	65%	False	False	135,015
80	4,584.50	3,856.50	728.00	16.8%	85.75	2.0%	65%	False	False	101,310
100	4,710.50	3,856.50	854.00	19.7%	82.00	1.9%	56%	False	False	81,056
120	4,719.75	3,856.50	863.25	19.9%	75.00	1.7%	55%	False	False	67,547

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	17.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,793.00
2.618	4,638.75
1.618	4,544.25
1.000	4,485.75
0.618	4,449.75
HIGH	4,391.25
0.618	4,355.25
0.500	4,344.00
0.382	4,332.75
LOW	4,296.75
0.618	4,238.25
1.000	4,202.25
1.618	4,143.75
2.618	4,049.25
4.250	3,895.00

Fisher Pivots for day following 29-Apr-2016
Pivot	1 day	3 day
R1	4,344.00	4,369.50
PP	4,339.75	4,356.75
S1	4,335.75	4,344.25

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