E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 4,383.00 4,398.50 15.50 0.4% 4,446.75
High 4,436.75 4,415.75 -21.00 -0.5% 4,454.25
Low 4,383.00 4,388.25 5.25 0.1% 4,352.50
Close 4,390.00 4,400.25 10.25 0.2% 4,359.50
Range 53.75 27.50 -26.25 -48.8% 101.75
ATR 53.41 51.56 -1.85 -3.5% 0.00
Volume 195,423 194,521 -902 -0.5% 1,454,060
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,484.00 4,469.50 4,415.50
R3 4,456.50 4,442.00 4,407.75
R2 4,429.00 4,429.00 4,405.25
R1 4,414.50 4,414.50 4,402.75 4,421.75
PP 4,401.50 4,401.50 4,401.50 4,405.00
S1 4,387.00 4,387.00 4,397.75 4,394.25
S2 4,374.00 4,374.00 4,395.25
S3 4,346.50 4,359.50 4,392.75
S4 4,319.00 4,332.00 4,385.00
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,694.00 4,628.50 4,415.50
R3 4,592.25 4,526.75 4,387.50
R2 4,490.50 4,490.50 4,378.25
R1 4,425.00 4,425.00 4,368.75 4,407.00
PP 4,388.75 4,388.75 4,388.75 4,379.75
S1 4,323.25 4,323.25 4,350.25 4,305.00
S2 4,287.00 4,287.00 4,340.75
S3 4,185.25 4,221.50 4,331.50
S4 4,083.50 4,119.75 4,303.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,436.75 4,352.50 84.25 1.9% 53.50 1.2% 57% False False 240,491
10 4,522.25 4,352.50 169.75 3.9% 48.00 1.1% 28% False False 217,141
20 4,537.25 4,334.75 202.50 4.6% 46.00 1.0% 32% False False 109,379
40 4,537.25 4,265.00 272.25 6.2% 54.00 1.2% 50% False False 54,773
60 4,576.50 4,265.00 311.50 7.1% 55.25 1.3% 43% False False 36,548
80 4,576.50 4,181.00 395.50 9.0% 51.50 1.2% 55% False False 27,418
100 4,576.50 3,902.00 674.50 15.3% 47.00 1.1% 74% False False 21,935
120 4,637.25 3,902.00 735.25 16.7% 50.00 1.1% 68% False False 18,279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.38
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,532.50
2.618 4,487.75
1.618 4,460.25
1.000 4,443.25
0.618 4,432.75
HIGH 4,415.75
0.618 4,405.25
0.500 4,402.00
0.382 4,398.75
LOW 4,388.25
0.618 4,371.25
1.000 4,360.75
1.618 4,343.75
2.618 4,316.25
4.250 4,271.50
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 4,402.00 4,398.50
PP 4,401.50 4,396.75
S1 4,400.75 4,395.00

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

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