E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 4,473.50 4,494.00 20.50 0.5% 4,367.75
High 4,495.50 4,513.50 18.00 0.4% 4,513.50
Low 4,463.50 4,490.25 26.75 0.6% 4,341.75
Close 4,492.25 4,510.00 17.75 0.4% 4,510.00
Range 32.00 23.25 -8.75 -27.3% 171.75
ATR 62.04 59.27 -2.77 -4.5% 0.00
Volume 163,693 153,739 -9,954 -6.1% 977,971
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 4,574.25 4,565.50 4,522.75
R3 4,551.00 4,542.25 4,516.50
R2 4,527.75 4,527.75 4,514.25
R1 4,519.00 4,519.00 4,512.25 4,523.50
PP 4,504.50 4,504.50 4,504.50 4,506.75
S1 4,495.75 4,495.75 4,507.75 4,500.00
S2 4,481.25 4,481.25 4,505.75
S3 4,458.00 4,472.50 4,503.50
S4 4,434.75 4,449.25 4,497.25
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 4,970.25 4,912.00 4,604.50
R3 4,798.50 4,740.25 4,557.25
R2 4,626.75 4,626.75 4,541.50
R1 4,568.50 4,568.50 4,525.75 4,597.50
PP 4,455.00 4,455.00 4,455.00 4,469.75
S1 4,396.75 4,396.75 4,494.25 4,426.00
S2 4,283.25 4,283.25 4,478.50
S3 4,111.50 4,225.00 4,462.75
S4 3,939.75 4,053.25 4,415.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,513.50 4,341.75 171.75 3.8% 48.50 1.1% 98% True False 195,594
10 4,513.50 4,280.75 232.75 5.2% 59.75 1.3% 98% True False 225,500
20 4,513.50 4,271.00 242.50 5.4% 58.75 1.3% 99% True False 229,890
40 4,584.50 4,271.00 313.50 7.0% 61.00 1.3% 76% False False 233,935
60 4,584.50 4,220.25 364.25 8.1% 59.75 1.3% 80% False False 211,450
80 4,584.50 3,856.50 728.00 16.1% 68.75 1.5% 90% False False 158,734
100 4,584.50 3,856.50 728.00 16.1% 80.50 1.8% 90% False False 127,026
120 4,710.50 3,856.50 854.00 18.9% 78.25 1.7% 77% False False 105,861
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.68
Narrowest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 4,612.25
2.618 4,574.25
1.618 4,551.00
1.000 4,536.75
0.618 4,527.75
HIGH 4,513.50
0.618 4,504.50
0.500 4,502.00
0.382 4,499.25
LOW 4,490.25
0.618 4,476.00
1.000 4,467.00
1.618 4,452.75
2.618 4,429.50
4.250 4,391.50
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 4,507.25 4,499.50
PP 4,504.50 4,488.75
S1 4,502.00 4,478.25

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

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