E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 4,731.75 4,737.50 5.75 0.1% 4,659.25
High 4,736.50 4,760.25 23.75 0.5% 4,736.50
Low 4,709.00 4,721.00 12.00 0.3% 4,641.00
Close 4,726.75 4,744.50 17.75 0.4% 4,726.75
Range 27.50 39.25 11.75 42.7% 95.50
ATR 51.09 50.25 -0.85 -1.7% 0.00
Volume 207,360 199,516 -7,844 -3.8% 1,013,687
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,859.75 4,841.25 4,766.00
R3 4,820.50 4,802.00 4,755.25
R2 4,781.25 4,781.25 4,751.75
R1 4,762.75 4,762.75 4,748.00 4,772.00
PP 4,742.00 4,742.00 4,742.00 4,746.50
S1 4,723.50 4,723.50 4,741.00 4,732.75
S2 4,702.75 4,702.75 4,737.25
S3 4,663.50 4,684.25 4,733.75
S4 4,624.25 4,645.00 4,723.00
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,988.00 4,952.75 4,779.25
R3 4,892.50 4,857.25 4,753.00
R2 4,797.00 4,797.00 4,744.25
R1 4,761.75 4,761.75 4,735.50 4,779.50
PP 4,701.50 4,701.50 4,701.50 4,710.25
S1 4,666.25 4,666.25 4,718.00 4,684.00
S2 4,606.00 4,606.00 4,709.25
S3 4,510.50 4,570.75 4,700.50
S4 4,415.00 4,475.25 4,674.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,760.25 4,641.00 119.25 2.5% 38.75 0.8% 87% True False 213,409
10 4,760.25 4,588.25 172.00 3.6% 37.50 0.8% 91% True False 189,562
20 4,760.25 4,365.75 394.50 8.3% 45.50 1.0% 96% True False 193,948
40 4,760.25 4,167.75 592.50 12.5% 57.00 1.2% 97% True False 207,304
60 4,760.25 4,167.75 592.50 12.5% 56.50 1.2% 97% True False 138,382
80 4,760.25 4,167.75 592.50 12.5% 57.00 1.2% 97% True False 103,809
100 4,760.25 4,167.75 592.50 12.5% 55.50 1.2% 97% True False 83,063
120 4,760.25 3,902.00 858.25 18.1% 51.50 1.1% 98% True False 69,220
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 11.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,927.00
2.618 4,863.00
1.618 4,823.75
1.000 4,799.50
0.618 4,784.50
HIGH 4,760.25
0.618 4,745.25
0.500 4,740.50
0.382 4,736.00
LOW 4,721.00
0.618 4,696.75
1.000 4,681.75
1.618 4,657.50
2.618 4,618.25
4.250 4,554.25
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 4,743.25 4,738.00
PP 4,742.00 4,731.50
S1 4,740.50 4,725.00

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

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