E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	4,655.00	4,649.25	-5.75	-0.1%	4,570.25
High	4,658.75	4,680.75	22.00	0.5%	4,654.50
Low	4,637.75	4,634.00	-3.75	-0.1%	4,570.25
Close	4,645.00	4,655.75	10.75	0.2%	4,648.50
Range	21.00	46.75	25.75	122.6%	84.25
ATR	49.20	49.03	-0.18	-0.4%	0.00
Volume	96	121	25	26.0%	326

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,797.00	4,773.25	4,681.50
R3	4,750.25	4,726.50	4,668.50
R2	4,703.50	4,703.50	4,664.25
R1	4,679.75	4,679.75	4,660.00	4,691.50
PP	4,656.75	4,656.75	4,656.75	4,662.75
S1	4,633.00	4,633.00	4,651.50	4,645.00
S2	4,610.00	4,610.00	4,647.25
S3	4,563.25	4,586.25	4,643.00
S4	4,516.50	4,539.50	4,630.00

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	4,680.75	4,592.00	88.75	1.9%	38.00	0.8%	72%	True	False	93
10	4,680.75	4,546.25	134.50	2.9%	37.50	0.8%	81%	True	False	69
20	4,680.75	4,173.00	507.75	10.9%	50.75	1.1%	95%	True	False	60
40	4,680.75	4,164.00	516.75	11.1%	50.00	1.1%	95%	True	False	47
60	4,680.75	4,164.00	516.75	11.1%	40.75	0.9%	95%	True	False	31
80	4,680.75	4,164.00	516.75	11.1%	36.50	0.8%	95%	True	False	24
100	4,680.75	4,164.00	516.75	11.1%	32.75	0.7%	95%	True	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.85
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,879.50
2.618	4,803.25
1.618	4,756.50
1.000	4,727.50
0.618	4,709.75
HIGH	4,680.75
0.618	4,663.00
0.500	4,657.50
0.382	4,651.75
LOW	4,634.00
0.618	4,605.00
1.000	4,587.25
1.618	4,558.25
2.618	4,511.50
4.250	4,435.25

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	4,657.50	4,654.25
PP	4,656.75	4,652.75
S1	4,656.25	4,651.50

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