E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 4,628.00 4,655.00 27.00 0.6% 4,570.25
High 4,654.50 4,658.75 4.25 0.1% 4,654.50
Low 4,622.00 4,637.75 15.75 0.3% 4,570.25
Close 4,648.50 4,645.00 -3.50 -0.1% 4,648.50
Range 32.50 21.00 -11.50 -35.4% 84.25
ATR 51.37 49.20 -2.17 -4.2% 0.00
Volume 36 96 60 166.7% 326
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,710.25 4,698.50 4,656.50
R3 4,689.25 4,677.50 4,650.75
R2 4,668.25 4,668.25 4,648.75
R1 4,656.50 4,656.50 4,647.00 4,652.00
PP 4,647.25 4,647.25 4,647.25 4,644.75
S1 4,635.50 4,635.50 4,643.00 4,631.00
S2 4,626.25 4,626.25 4,641.25
S3 4,605.25 4,614.50 4,639.25
S4 4,584.25 4,593.50 4,633.50
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,877.25 4,847.00 4,694.75
R3 4,793.00 4,762.75 4,671.75
R2 4,708.75 4,708.75 4,664.00
R1 4,678.50 4,678.50 4,656.25 4,693.50
PP 4,624.50 4,624.50 4,624.50 4,632.00
S1 4,594.25 4,594.25 4,640.75 4,609.50
S2 4,540.25 4,540.25 4,633.00
S3 4,456.00 4,510.00 4,625.25
S4 4,371.75 4,425.75 4,602.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,658.75 4,580.25 78.50 1.7% 32.75 0.7% 82% True False 76
10 4,658.75 4,546.25 112.50 2.4% 34.75 0.7% 88% True False 61
20 4,658.75 4,164.00 494.75 10.7% 53.25 1.1% 97% True False 61
40 4,658.75 4,164.00 494.75 10.7% 48.75 1.0% 97% True False 44
60 4,658.75 4,164.00 494.75 10.7% 40.25 0.9% 97% True False 29
80 4,658.75 4,164.00 494.75 10.7% 36.75 0.8% 97% True False 22
100 4,658.75 4,164.00 494.75 10.7% 32.25 0.7% 97% True False 18
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook True
Stretch 5.93
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,748.00
2.618 4,713.75
1.618 4,692.75
1.000 4,679.75
0.618 4,671.75
HIGH 4,658.75
0.618 4,650.75
0.500 4,648.25
0.382 4,645.75
LOW 4,637.75
0.618 4,624.75
1.000 4,616.75
1.618 4,603.75
2.618 4,582.75
4.250 4,548.50
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 4,648.25 4,643.00
PP 4,647.25 4,641.00
S1 4,646.00 4,639.00

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

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