E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 4,808.00 4,809.25 1.25 0.0% 4,806.75
High 4,816.75 4,818.00 1.25 0.0% 4,835.25
Low 4,785.00 4,789.50 4.50 0.1% 4,772.00
Close 4,807.00 4,811.75 4.75 0.1% 4,807.00
Range 31.75 28.50 -3.25 -10.2% 63.25
ATR 39.43 38.65 -0.78 -2.0% 0.00
Volume 194,623 196,397 1,774 0.9% 827,634
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,892.00 4,880.25 4,827.50
R3 4,863.50 4,851.75 4,819.50
R2 4,835.00 4,835.00 4,817.00
R1 4,823.25 4,823.25 4,814.25 4,829.00
PP 4,806.50 4,806.50 4,806.50 4,809.25
S1 4,794.75 4,794.75 4,809.25 4,800.50
S2 4,778.00 4,778.00 4,806.50
S3 4,749.50 4,766.25 4,804.00
S4 4,721.00 4,737.75 4,796.00
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,994.50 4,964.00 4,841.75
R3 4,931.25 4,900.75 4,824.50
R2 4,868.00 4,868.00 4,818.50
R1 4,837.50 4,837.50 4,812.75 4,852.75
PP 4,804.75 4,804.75 4,804.75 4,812.50
S1 4,774.25 4,774.25 4,801.25 4,789.50
S2 4,741.50 4,741.50 4,795.50
S3 4,678.25 4,711.00 4,789.50
S4 4,615.00 4,647.75 4,772.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,824.50 4,772.00 52.50 1.1% 29.50 0.6% 76% False False 178,772
10 4,835.25 4,767.25 68.00 1.4% 29.50 0.6% 65% False False 157,942
20 4,835.25 4,641.00 194.25 4.0% 36.00 0.7% 88% False False 177,967
40 4,835.25 4,167.75 667.50 13.9% 47.25 1.0% 96% False False 193,060
60 4,835.25 4,167.75 667.50 13.9% 50.00 1.0% 96% False False 179,848
80 4,835.25 4,167.75 667.50 13.9% 52.75 1.1% 96% False False 134,947
100 4,835.25 4,167.75 667.50 13.9% 54.00 1.1% 96% False False 107,975
120 4,835.25 4,167.75 667.50 13.9% 51.75 1.1% 96% False False 89,988
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,939.00
2.618 4,892.50
1.618 4,864.00
1.000 4,846.50
0.618 4,835.50
HIGH 4,818.00
0.618 4,807.00
0.500 4,803.75
0.382 4,800.50
LOW 4,789.50
0.618 4,772.00
1.000 4,761.00
1.618 4,743.50
2.618 4,715.00
4.250 4,668.50
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 4,809.00 4,808.25
PP 4,806.50 4,805.00
S1 4,803.75 4,801.50

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

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