E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 4,713.25 4,726.50 13.25 0.3% 4,659.25
High 4,729.25 4,747.00 17.75 0.4% 4,736.50
Low 4,698.00 4,715.00 17.00 0.4% 4,641.00
Close 4,728.25 4,743.75 15.50 0.3% 4,726.75
Range 31.25 32.00 0.75 2.4% 95.50
ATR 50.71 49.38 -1.34 -2.6% 0.00
Volume 170,596 167,881 -2,715 -1.6% 1,013,687
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,831.25 4,819.50 4,761.25
R3 4,799.25 4,787.50 4,752.50
R2 4,767.25 4,767.25 4,749.50
R1 4,755.50 4,755.50 4,746.75 4,761.50
PP 4,735.25 4,735.25 4,735.25 4,738.25
S1 4,723.50 4,723.50 4,740.75 4,729.50
S2 4,703.25 4,703.25 4,738.00
S3 4,671.25 4,691.50 4,735.00
S4 4,639.25 4,659.50 4,726.25
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 4,681.75 78.50 1.7% 41.50 0.9% 79% False False 201,323
10 4,760.25 4,628.50 131.75 2.8% 39.75 0.8% 87% False False 196,591
20 4,760.25 4,439.75 320.50 6.8% 43.50 0.9% 95% False False 191,969
40 4,760.25 4,167.75 592.50 12.5% 58.25 1.2% 97% False False 221,689
60 4,760.25 4,167.75 592.50 12.5% 56.00 1.2% 97% False False 148,368
80 4,760.25 4,167.75 592.50 12.5% 56.50 1.2% 97% False False 111,304
100 4,760.25 4,167.75 592.50 12.5% 55.75 1.2% 97% False False 89,059
120 4,760.25 4,081.25 679.00 14.3% 52.00 1.1% 98% False False 74,218
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 13.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,883.00
2.618 4,830.75
1.618 4,798.75
1.000 4,779.00
0.618 4,766.75
HIGH 4,747.00
0.618 4,734.75
0.500 4,731.00
0.382 4,727.25
LOW 4,715.00
0.618 4,695.25
1.000 4,683.00
1.618 4,663.25
2.618 4,631.25
4.250 4,579.00
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 4,739.50 4,736.00
PP 4,735.25 4,728.25
S1 4,731.00 4,720.50

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

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