E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 4,434.75 4,451.75 17.00 0.4% 4,438.75
High 4,461.25 4,523.25 62.00 1.4% 4,523.25
Low 4,427.50 4,439.75 12.25 0.3% 4,365.75
Close 4,452.25 4,517.25 65.00 1.5% 4,517.25
Range 33.75 83.50 49.75 147.4% 157.50
ATR 71.55 72.40 0.85 1.2% 0.00
Volume 184,871 234,625 49,754 26.9% 873,943
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,744.00 4,714.00 4,563.25
R3 4,660.50 4,630.50 4,540.25
R2 4,577.00 4,577.00 4,532.50
R1 4,547.00 4,547.00 4,525.00 4,562.00
PP 4,493.50 4,493.50 4,493.50 4,501.00
S1 4,463.50 4,463.50 4,509.50 4,478.50
S2 4,410.00 4,410.00 4,502.00
S3 4,326.50 4,380.00 4,494.25
S4 4,243.00 4,296.50 4,471.25
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,941.25 4,886.75 4,604.00
R3 4,783.75 4,729.25 4,560.50
R2 4,626.25 4,626.25 4,546.00
R1 4,571.75 4,571.75 4,531.75 4,599.00
PP 4,468.75 4,468.75 4,468.75 4,482.50
S1 4,414.25 4,414.25 4,502.75 4,441.50
S2 4,311.25 4,311.25 4,488.50
S3 4,153.75 4,256.75 4,474.00
S4 3,996.25 4,099.25 4,430.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,523.25 4,365.75 157.50 3.5% 65.25 1.4% 96% True False 210,119
10 4,523.25 4,167.75 355.50 7.9% 97.75 2.2% 98% True False 272,244
20 4,523.25 4,167.75 355.50 7.9% 76.00 1.7% 98% True False 260,061
40 4,537.25 4,167.75 369.50 8.2% 63.00 1.4% 95% False False 132,430
60 4,576.50 4,167.75 408.75 9.0% 61.00 1.4% 86% False False 88,325
80 4,576.50 4,167.75 408.75 9.0% 59.50 1.3% 86% False False 66,264
100 4,576.50 4,101.75 474.75 10.5% 54.75 1.2% 88% False False 53,014
120 4,576.50 3,902.00 674.50 14.9% 52.25 1.2% 91% False False 44,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.50
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,878.00
2.618 4,741.75
1.618 4,658.25
1.000 4,606.75
0.618 4,574.75
HIGH 4,523.25
0.618 4,491.25
0.500 4,481.50
0.382 4,471.75
LOW 4,439.75
0.618 4,388.25
1.000 4,356.25
1.618 4,304.75
2.618 4,221.25
4.250 4,085.00
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 4,505.25 4,493.00
PP 4,493.50 4,468.75
S1 4,481.50 4,444.50

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

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