E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	4,782.25	4,800.00	17.75	0.4%	4,784.75
High	4,811.00	4,806.75	-4.25	-0.1%	4,811.00
Low	4,775.75	4,787.00	11.25	0.2%	4,766.25
Close	4,800.00	4,804.25	4.25	0.1%	4,804.25
Range	35.25	19.75	-15.50	-44.0%	44.75
ATR	45.57	43.72	-1.84	-4.0%	0.00
Volume	147,601	131,960	-15,641	-10.6%	687,578

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,858.50	4,851.25	4,815.00
R3	4,838.75	4,831.50	4,809.75
R2	4,819.00	4,819.00	4,807.75
R1	4,811.75	4,811.75	4,806.00	4,815.50
PP	4,799.25	4,799.25	4,799.25	4,801.25
S1	4,792.00	4,792.00	4,802.50	4,795.50
S2	4,779.50	4,779.50	4,800.75
S3	4,759.75	4,772.25	4,798.75
S4	4,740.00	4,752.50	4,793.50

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,928.00	4,911.00	4,828.75
R3	4,883.25	4,866.25	4,816.50
R2	4,838.50	4,838.50	4,812.50
R1	4,821.50	4,821.50	4,808.25	4,830.00
PP	4,793.75	4,793.75	4,793.75	4,798.00
S1	4,776.75	4,776.75	4,800.25	4,785.25
S2	4,749.00	4,749.00	4,796.00
S3	4,704.25	4,732.00	4,792.00
S4	4,659.50	4,687.25	4,779.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,811.00	4,766.25	44.75	0.9%	30.50	0.6%	85%	False	False	137,515
10	4,811.00	4,681.75	129.25	2.7%	38.75	0.8%	95%	False	False	166,778
20	4,811.00	4,577.00	234.00	4.9%	38.50	0.8%	97%	False	False	177,357
40	4,811.00	4,167.75	643.25	13.4%	56.25	1.2%	99%	False	False	205,547
60	4,811.00	4,167.75	643.25	13.4%	52.75	1.1%	99%	False	False	162,824
80	4,811.00	4,167.75	643.25	13.4%	55.25	1.2%	99%	False	False	122,155
100	4,811.00	4,167.75	643.25	13.4%	55.25	1.1%	99%	False	False	97,741
120	4,811.00	4,101.75	709.25	14.8%	53.25	1.1%	99%	False	False	81,455

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.50
Narrowest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	4,890.75
2.618	4,858.50
1.618	4,838.75
1.000	4,826.50
0.618	4,819.00
HIGH	4,806.75
0.618	4,799.25
0.500	4,797.00
0.382	4,794.50
LOW	4,787.00
0.618	4,774.75
1.000	4,767.25
1.618	4,755.00
2.618	4,735.25
4.250	4,703.00

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	4,801.75	4,799.25
PP	4,799.25	4,794.25
S1	4,797.00	4,789.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols