E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 4,734.00 4,813.25 79.25 1.7% 4,671.00
High 4,826.75 4,828.75 2.00 0.0% 4,828.75
Low 4,720.50 4,798.50 78.00 1.7% 4,629.00
Close 4,817.75 4,820.03 2.28 0.0% 4,820.03
Range 106.25 30.25 -76.00 -71.5% 199.75
ATR 57.41 55.47 -1.94 -3.4% 0.00
Volume 61,726 5,820 -55,906 -90.6% 466,334
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 4,906.50 4,893.50 4,836.75
R3 4,876.25 4,863.25 4,828.25
R2 4,846.00 4,846.00 4,825.50
R1 4,833.00 4,833.00 4,822.75 4,839.50
PP 4,815.75 4,815.75 4,815.75 4,819.00
S1 4,802.75 4,802.75 4,817.25 4,809.25
S2 4,785.50 4,785.50 4,814.50
S3 4,755.25 4,772.50 4,811.75
S4 4,725.00 4,742.25 4,803.50
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,358.50 5,289.00 4,930.00
R3 5,158.75 5,089.25 4,875.00
R2 4,959.00 4,959.00 4,856.75
R1 4,889.50 4,889.50 4,838.25 4,924.25
PP 4,759.25 4,759.25 4,759.25 4,776.75
S1 4,689.75 4,689.75 4,801.75 4,724.50
S2 4,559.50 4,559.50 4,783.50
S3 4,359.75 4,490.00 4,765.00
S4 4,160.00 4,290.25 4,710.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,828.75 4,629.00 199.75 4.1% 78.50 1.6% 96% True False 93,266
10 4,839.50 4,629.00 210.50 4.4% 69.25 1.4% 91% False False 161,238
20 4,839.50 4,629.00 210.50 4.4% 53.25 1.1% 91% False False 180,499
40 4,839.50 4,628.50 211.00 4.4% 44.75 0.9% 91% False False 176,936
60 4,839.50 4,167.75 671.75 13.9% 53.75 1.1% 97% False False 193,891
80 4,839.50 4,167.75 671.75 13.9% 51.00 1.1% 97% False False 175,138
100 4,839.50 4,167.75 671.75 13.9% 53.75 1.1% 97% False False 140,150
120 4,839.50 4,167.75 671.75 13.9% 54.00 1.1% 97% False False 116,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 12.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,957.25
2.618 4,908.00
1.618 4,877.75
1.000 4,859.00
0.618 4,847.50
HIGH 4,828.75
0.618 4,817.25
0.500 4,813.50
0.382 4,810.00
LOW 4,798.50
0.618 4,779.75
1.000 4,768.25
1.618 4,749.50
2.618 4,719.25
4.250 4,670.00
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 4,818.00 4,805.00
PP 4,815.75 4,789.75
S1 4,813.50 4,774.50

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

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