E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 4,310.75 4,359.75 49.00 1.1% 4,302.00
High 4,370.00 4,372.75 2.75 0.1% 4,385.50
Low 4,307.25 4,341.25 34.00 0.8% 4,273.50
Close 4,354.50 4,344.50 -10.00 -0.2% 4,354.50
Range 62.75 31.50 -31.25 -49.8% 112.00
ATR 62.11 59.92 -2.19 -3.5% 0.00
Volume 323 96 -227 -70.3% 1,412
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 4,447.25 4,427.50 4,361.75
R3 4,415.75 4,396.00 4,353.25
R2 4,384.25 4,384.25 4,350.25
R1 4,364.50 4,364.50 4,347.50 4,358.50
PP 4,352.75 4,352.75 4,352.75 4,350.00
S1 4,333.00 4,333.00 4,341.50 4,327.00
S2 4,321.25 4,321.25 4,338.75
S3 4,289.75 4,301.50 4,335.75
S4 4,258.25 4,270.00 4,327.25
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 4,673.75 4,626.25 4,416.00
R3 4,561.75 4,514.25 4,385.25
R2 4,449.75 4,449.75 4,375.00
R1 4,402.25 4,402.25 4,364.75 4,426.00
PP 4,337.75 4,337.75 4,337.75 4,349.75
S1 4,290.25 4,290.25 4,344.25 4,314.00
S2 4,225.75 4,225.75 4,334.00
S3 4,113.75 4,178.25 4,323.75
S4 4,001.75 4,066.25 4,293.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,385.50 4,273.50 112.00 2.6% 58.75 1.3% 63% False False 261
10 4,394.50 4,273.50 121.00 2.8% 63.25 1.5% 59% False False 199
20 4,479.25 4,265.00 214.25 4.9% 62.25 1.4% 37% False False 167
40 4,576.50 4,265.00 311.50 7.2% 59.75 1.4% 26% False False 132
60 4,576.50 4,181.00 395.50 9.1% 53.25 1.2% 41% False False 98
80 4,576.50 3,902.00 674.50 15.5% 47.25 1.1% 66% False False 74
100 4,637.25 3,902.00 735.25 16.9% 50.75 1.2% 60% False False 59
120 4,699.50 3,902.00 797.50 18.4% 46.25 1.1% 55% False False 49
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.08
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4,506.50
2.618 4,455.25
1.618 4,423.75
1.000 4,404.25
0.618 4,392.25
HIGH 4,372.75
0.618 4,360.75
0.500 4,357.00
0.382 4,353.25
LOW 4,341.25
0.618 4,321.75
1.000 4,309.75
1.618 4,290.25
2.618 4,258.75
4.250 4,207.50
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 4,357.00 4,337.50
PP 4,352.75 4,330.25
S1 4,348.75 4,323.00

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

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