E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	4,671.00	4,763.25	92.25	2.0%	4,801.25
High	4,772.00	4,764.75	-7.25	-0.2%	4,839.50
Low	4,629.00	4,699.25	70.25	1.5%	4,665.00
Close	4,766.75	4,727.75	-39.00	-0.8%	4,671.00
Range	143.00	65.50	-77.50	-54.2%	174.50
ATR	53.13	54.16	1.03	1.9%	0.00
Volume	178,342	142,822	-35,520	-19.9%	918,130

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,927.00	4,893.00	4,763.75
R3	4,861.50	4,827.50	4,745.75
R2	4,796.00	4,796.00	4,739.75
R1	4,762.00	4,762.00	4,733.75	4,746.25
PP	4,730.50	4,730.50	4,730.50	4,722.75
S1	4,696.50	4,696.50	4,721.75	4,680.75
S2	4,665.00	4,665.00	4,715.75
S3	4,599.50	4,631.00	4,709.75
S4	4,534.00	4,565.50	4,691.75

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	4,629.00	210.50	4.5%	83.25	1.8%	47%	False	False	206,221
10	4,839.50	4,629.00	210.50	4.5%	62.00	1.3%	47%	False	False	210,029
20	4,839.50	4,629.00	210.50	4.5%	48.50	1.0%	47%	False	False	198,382
40	4,839.50	4,588.25	251.25	5.3%	43.00	0.9%	56%	False	False	186,542
60	4,839.50	4,167.75	671.75	14.2%	52.75	1.1%	83%	False	False	201,149
80	4,839.50	4,167.75	671.75	14.2%	51.25	1.1%	83%	False	False	173,337
100	4,839.50	4,167.75	671.75	14.2%	53.50	1.1%	83%	False	False	138,701
120	4,839.50	4,167.75	671.75	14.2%	54.00	1.1%	83%	False	False	115,599

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,043.00
2.618	4,936.25
1.618	4,870.75
1.000	4,830.25
0.618	4,805.25
HIGH	4,764.75
0.618	4,739.75
0.500	4,732.00
0.382	4,724.25
LOW	4,699.25
0.618	4,658.75
1.000	4,633.75
1.618	4,593.25
2.618	4,527.75
4.250	4,421.00

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	4,732.00	4,723.00
PP	4,730.50	4,718.25
S1	4,729.25	4,713.50

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