E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 4,334.75 4,394.25 59.50 1.4% 4,337.00
High 4,398.75 4,403.00 4.25 0.1% 4,378.50
Low 4,323.75 4,350.75 27.00 0.6% 4,271.00
Close 4,392.00 4,351.50 -40.50 -0.9% 4,328.25
Range 75.00 52.25 -22.75 -30.3% 107.50
ATR 62.67 61.93 -0.74 -1.2% 0.00
Volume 204,247 208,025 3,778 1.8% 1,211,687
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 4,525.25 4,490.50 4,380.25
R3 4,473.00 4,438.25 4,365.75
R2 4,420.75 4,420.75 4,361.00
R1 4,386.00 4,386.00 4,356.25 4,377.25
PP 4,368.50 4,368.50 4,368.50 4,364.00
S1 4,333.75 4,333.75 4,346.75 4,325.00
S2 4,316.25 4,316.25 4,342.00
S3 4,264.00 4,281.50 4,337.25
S4 4,211.75 4,229.25 4,322.75
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 4,648.50 4,595.75 4,387.50
R3 4,541.00 4,488.25 4,357.75
R2 4,433.50 4,433.50 4,348.00
R1 4,380.75 4,380.75 4,338.00 4,353.50
PP 4,326.00 4,326.00 4,326.00 4,312.25
S1 4,273.25 4,273.25 4,318.50 4,246.00
S2 4,218.50 4,218.50 4,308.50
S3 4,111.00 4,165.75 4,298.75
S4 4,003.50 4,058.25 4,269.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,403.00 4,271.00 132.00 3.0% 55.75 1.3% 61% True False 220,712
10 4,442.25 4,271.00 171.25 3.9% 63.50 1.5% 47% False False 254,008
20 4,584.50 4,271.00 313.50 7.2% 59.75 1.4% 26% False False 236,119
40 4,584.50 4,271.00 313.50 7.2% 59.00 1.4% 26% False False 229,357
60 4,584.50 4,060.00 524.50 12.1% 64.75 1.5% 56% False False 165,493
80 4,584.50 3,856.50 728.00 16.7% 77.25 1.8% 68% False False 124,181
100 4,691.00 3,856.50 834.50 19.2% 81.25 1.9% 59% False False 99,364
120 4,719.75 3,856.50 863.25 19.8% 75.75 1.7% 57% False False 82,804
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 12.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,625.00
2.618 4,539.75
1.618 4,487.50
1.000 4,455.25
0.618 4,435.25
HIGH 4,403.00
0.618 4,383.00
0.500 4,377.00
0.382 4,370.75
LOW 4,350.75
0.618 4,318.50
1.000 4,298.50
1.618 4,266.25
2.618 4,214.00
4.250 4,128.75
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 4,377.00 4,360.50
PP 4,368.50 4,357.50
S1 4,360.00 4,354.50

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

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