E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 4,378.25 4,433.50 55.25 1.3% 4,228.00
High 4,432.00 4,452.25 20.25 0.5% 4,433.50
Low 4,358.25 4,421.50 63.25 1.5% 4,164.00
Close 4,432.00 4,444.75 12.75 0.3% 4,424.75
Range 73.75 30.75 -43.00 -58.3% 269.50
ATR 67.55 64.92 -2.63 -3.9% 0.00
Volume 32 52 20 62.5% 379
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,531.75 4,519.00 4,461.75
R3 4,501.00 4,488.25 4,453.25
R2 4,470.25 4,470.25 4,450.50
R1 4,457.50 4,457.50 4,447.50 4,464.00
PP 4,439.50 4,439.50 4,439.50 4,442.75
S1 4,426.75 4,426.75 4,442.00 4,433.00
S2 4,408.75 4,408.75 4,439.00
S3 4,378.00 4,396.00 4,436.25
S4 4,347.25 4,365.25 4,427.75
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,149.25 5,056.50 4,573.00
R3 4,879.75 4,787.00 4,498.75
R2 4,610.25 4,610.25 4,474.25
R1 4,517.50 4,517.50 4,449.50 4,564.00
PP 4,340.75 4,340.75 4,340.75 4,364.00
S1 4,248.00 4,248.00 4,400.00 4,294.50
S2 4,071.25 4,071.25 4,375.25
S3 3,801.75 3,978.50 4,350.75
S4 3,532.25 3,709.00 4,276.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,452.25 4,333.50 118.75 2.7% 59.25 1.3% 94% True False 53
10 4,484.75 4,164.00 320.75 7.2% 92.00 2.1% 88% False False 72
20 4,500.25 4,164.00 336.25 7.6% 67.50 1.5% 83% False False 54
40 4,521.50 4,164.00 357.50 8.0% 44.75 1.0% 79% False False 27
60 4,555.00 4,164.00 391.00 8.8% 37.50 0.8% 72% False False 18
80 4,555.00 4,164.00 391.00 8.8% 34.00 0.8% 72% False False 14
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 13.48
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,583.00
2.618 4,532.75
1.618 4,502.00
1.000 4,483.00
0.618 4,471.25
HIGH 4,452.25
0.618 4,440.50
0.500 4,437.00
0.382 4,433.25
LOW 4,421.50
0.618 4,402.50
1.000 4,390.75
1.618 4,371.75
2.618 4,341.00
4.250 4,290.75
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 4,442.00 4,431.50
PP 4,439.50 4,418.50
S1 4,437.00 4,405.25

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

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