E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 4,376.75 4,324.25 -52.50 -1.2% 4,466.00
High 4,383.00 4,370.50 -12.50 -0.3% 4,479.25
Low 4,290.00 4,311.75 21.75 0.5% 4,290.00
Close 4,324.25 4,361.75 37.50 0.9% 4,324.25
Range 93.00 58.75 -34.25 -36.8% 189.25
ATR 61.99 61.76 -0.23 -0.4% 0.00
Volume 104 94 -10 -9.6% 535
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 4,524.25 4,501.75 4,394.00
R3 4,465.50 4,443.00 4,378.00
R2 4,406.75 4,406.75 4,372.50
R1 4,384.25 4,384.25 4,367.25 4,395.50
PP 4,348.00 4,348.00 4,348.00 4,353.50
S1 4,325.50 4,325.50 4,356.25 4,336.75
S2 4,289.25 4,289.25 4,351.00
S3 4,230.50 4,266.75 4,345.50
S4 4,171.75 4,208.00 4,329.50
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,932.25 4,817.50 4,428.25
R3 4,743.00 4,628.25 4,376.25
R2 4,553.75 4,553.75 4,359.00
R1 4,439.00 4,439.00 4,341.50 4,401.75
PP 4,364.50 4,364.50 4,364.50 4,346.00
S1 4,249.75 4,249.75 4,307.00 4,212.50
S2 4,175.25 4,175.25 4,289.50
S3 3,986.00 4,060.50 4,272.25
S4 3,796.75 3,871.25 4,220.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,479.25 4,290.00 189.25 4.3% 72.75 1.7% 38% False False 111
10 4,576.50 4,290.00 286.50 6.6% 65.25 1.5% 25% False False 106
20 4,576.50 4,290.00 286.50 6.6% 60.75 1.4% 25% False False 80
40 4,576.50 4,230.00 346.50 7.9% 52.00 1.2% 38% False False 75
60 4,576.50 3,902.00 674.50 15.5% 45.50 1.0% 68% False False 52
80 4,576.50 3,902.00 674.50 15.5% 49.50 1.1% 68% False False 39
100 4,688.00 3,902.00 786.00 18.0% 46.75 1.1% 58% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,620.25
2.618 4,524.25
1.618 4,465.50
1.000 4,429.25
0.618 4,406.75
HIGH 4,370.50
0.618 4,348.00
0.500 4,341.00
0.382 4,334.25
LOW 4,311.75
0.618 4,275.50
1.000 4,253.00
1.618 4,216.75
2.618 4,158.00
4.250 4,062.00
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 4,355.00 4,361.50
PP 4,348.00 4,361.25
S1 4,341.00 4,361.00

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

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