E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 4,397.00 4,438.75 41.75 0.9% 4,250.00
High 4,446.25 4,451.50 5.25 0.1% 4,446.25
Low 4,386.25 4,377.50 -8.75 -0.2% 4,167.75
Close 4,433.25 4,404.00 -29.25 -0.7% 4,433.25
Range 60.00 74.00 14.00 23.3% 278.50
ATR 74.46 74.43 -0.03 0.0% 0.00
Volume 176,656 200,656 24,000 13.6% 1,351,151
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,633.00 4,592.50 4,444.75
R3 4,559.00 4,518.50 4,424.25
R2 4,485.00 4,485.00 4,417.50
R1 4,444.50 4,444.50 4,410.75 4,427.75
PP 4,411.00 4,411.00 4,411.00 4,402.50
S1 4,370.50 4,370.50 4,397.25 4,353.75
S2 4,337.00 4,337.00 4,390.50
S3 4,263.00 4,296.50 4,383.75
S4 4,189.00 4,222.50 4,363.25
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,184.50 5,087.50 4,586.50
R3 4,906.00 4,809.00 4,509.75
R2 4,627.50 4,627.50 4,484.25
R1 4,530.50 4,530.50 4,458.75 4,579.00
PP 4,349.00 4,349.00 4,349.00 4,373.50
S1 4,252.00 4,252.00 4,407.75 4,300.50
S2 4,070.50 4,070.50 4,382.25
S3 3,792.00 3,973.50 4,356.75
S4 3,513.50 3,695.00 4,280.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,451.50 4,176.00 275.50 6.3% 85.25 1.9% 83% True False 227,711
10 4,494.00 4,167.75 326.25 7.4% 92.75 2.1% 72% False False 262,913
20 4,537.25 4,167.75 369.50 8.4% 70.75 1.6% 64% False False 230,477
40 4,537.25 4,167.75 369.50 8.4% 62.25 1.4% 64% False False 115,607
60 4,576.50 4,167.75 408.75 9.3% 61.25 1.4% 58% False False 77,106
80 4,576.50 4,167.75 408.75 9.3% 57.75 1.3% 58% False False 57,849
100 4,576.50 3,902.00 674.50 15.3% 53.25 1.2% 74% False False 46,281
120 4,576.50 3,902.00 674.50 15.3% 53.50 1.2% 74% False False 38,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.95
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,766.00
2.618 4,645.25
1.618 4,571.25
1.000 4,525.50
0.618 4,497.25
HIGH 4,451.50
0.618 4,423.25
0.500 4,414.50
0.382 4,405.75
LOW 4,377.50
0.618 4,331.75
1.000 4,303.50
1.618 4,257.75
2.618 4,183.75
4.250 4,063.00
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 4,414.50 4,401.00
PP 4,411.00 4,398.00
S1 4,407.50 4,395.00

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

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