E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 22-Jun-2016
Day Change Summary
Previous Current
21-Jun-2016 22-Jun-2016 Change Change % Previous Week
Open 4,398.50 4,397.25 -1.25 0.0% 4,446.75
High 4,415.75 4,434.00 18.25 0.4% 4,454.25
Low 4,388.25 4,391.00 2.75 0.1% 4,352.50
Close 4,400.25 4,394.50 -5.75 -0.1% 4,359.50
Range 27.50 43.00 15.50 56.4% 101.75
ATR 51.56 50.95 -0.61 -1.2% 0.00
Volume 194,521 190,665 -3,856 -2.0% 1,454,060
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,535.50 4,508.00 4,418.25
R3 4,492.50 4,465.00 4,406.25
R2 4,449.50 4,449.50 4,402.50
R1 4,422.00 4,422.00 4,398.50 4,414.25
PP 4,406.50 4,406.50 4,406.50 4,402.50
S1 4,379.00 4,379.00 4,390.50 4,371.25
S2 4,363.50 4,363.50 4,386.50
S3 4,320.50 4,336.00 4,382.75
S4 4,277.50 4,293.00 4,370.75
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% 54.25 1.2% 50% False False 229,512
10 4,514.25 4,352.50 161.75 3.7% 49.75 1.1% 26% False False 234,558
20 4,537.25 4,352.50 184.75 4.2% 42.75 1.0% 23% False False 118,877
40 4,537.25 4,265.00 272.25 6.2% 53.75 1.2% 48% False False 59,539
60 4,576.50 4,265.00 311.50 7.1% 54.50 1.2% 42% False False 39,724
80 4,576.50 4,221.00 355.50 8.1% 51.25 1.2% 49% False False 29,801
100 4,576.50 3,902.00 674.50 15.3% 47.00 1.1% 73% False False 23,841
120 4,585.75 3,902.00 683.75 15.6% 50.25 1.1% 72% False False 19,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,616.75
2.618 4,546.50
1.618 4,503.50
1.000 4,477.00
0.618 4,460.50
HIGH 4,434.00
0.618 4,417.50
0.500 4,412.50
0.382 4,407.50
LOW 4,391.00
0.618 4,364.50
1.000 4,348.00
1.618 4,321.50
2.618 4,278.50
4.250 4,208.25
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 4,412.50 4,410.00
PP 4,406.50 4,404.75
S1 4,400.50 4,399.50

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

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