E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 4,827.75 4,796.00 -31.75 -0.7% 4,801.25
High 4,837.00 4,798.00 -39.00 -0.8% 4,839.50
Low 4,789.50 4,665.00 -124.50 -2.6% 4,665.00
Close 4,796.00 4,671.00 -125.00 -2.6% 4,671.00
Range 47.50 133.00 85.50 180.0% 174.50
ATR 39.55 46.22 6.68 16.9% 0.00
Volume 251,333 265,154 13,821 5.5% 918,130
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,110.25 5,023.75 4,744.25
R3 4,977.25 4,890.75 4,707.50
R2 4,844.25 4,844.25 4,695.50
R1 4,757.75 4,757.75 4,683.25 4,734.50
PP 4,711.25 4,711.25 4,711.25 4,699.75
S1 4,624.75 4,624.75 4,658.75 4,601.50
S2 4,578.25 4,578.25 4,646.50
S3 4,445.25 4,491.75 4,634.50
S4 4,312.25 4,358.75 4,597.75
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,248.75 5,134.25 4,767.00
R3 5,074.25 4,959.75 4,719.00
R2 4,899.75 4,899.75 4,703.00
R1 4,785.25 4,785.25 4,687.00 4,755.25
PP 4,725.25 4,725.25 4,725.25 4,710.00
S1 4,610.75 4,610.75 4,655.00 4,580.75
S2 4,550.75 4,550.75 4,639.00
S3 4,376.25 4,436.25 4,623.00
S4 4,201.75 4,261.75 4,575.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,839.50 4,665.00 174.50 3.7% 60.00 1.3% 3% False True 229,209
10 4,839.50 4,665.00 174.50 3.7% 50.50 1.1% 3% False True 220,731
20 4,839.50 4,665.00 174.50 3.7% 40.50 0.9% 3% False True 195,431
40 4,839.50 4,542.00 297.50 6.4% 40.50 0.9% 43% False False 187,388
60 4,839.50 4,167.75 671.75 14.4% 51.75 1.1% 75% False False 205,245
80 4,839.50 4,167.75 671.75 14.4% 50.00 1.1% 75% False False 169,331
100 4,839.50 4,167.75 671.75 14.4% 52.50 1.1% 75% False False 135,491
120 4,839.50 4,167.75 671.75 14.4% 53.00 1.1% 75% False False 112,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.68
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 5,363.25
2.618 5,146.25
1.618 5,013.25
1.000 4,931.00
0.618 4,880.25
HIGH 4,798.00
0.618 4,747.25
0.500 4,731.50
0.382 4,715.75
LOW 4,665.00
0.618 4,582.75
1.000 4,532.00
1.618 4,449.75
2.618 4,316.75
4.250 4,099.75
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 4,731.50 4,752.25
PP 4,711.25 4,725.25
S1 4,691.25 4,698.00

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

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