E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 4,263.25 4,286.50 23.25 0.5% 4,247.50
High 4,309.25 4,287.00 -22.25 -0.5% 4,271.25
Low 4,228.50 4,170.75 -57.75 -1.4% 4,102.00
Close 4,291.50 4,192.00 -99.50 -2.3% 4,263.00
Range 80.75 116.25 35.50 44.0% 169.25
ATR 115.68 116.04 0.36 0.3% 0.00
Volume 263,363 314,726 51,363 19.5% 1,766,289
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,565.25 4,495.00 4,256.00
R3 4,449.00 4,378.75 4,224.00
R2 4,332.75 4,332.75 4,213.25
R1 4,262.50 4,262.50 4,202.75 4,239.50
PP 4,216.50 4,216.50 4,216.50 4,205.00
S1 4,146.25 4,146.25 4,181.25 4,123.25
S2 4,100.25 4,100.25 4,170.75
S3 3,984.00 4,030.00 4,160.00
S4 3,867.75 3,913.75 4,128.00
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,719.75 4,660.75 4,356.00
R3 4,550.50 4,491.50 4,309.50
R2 4,381.25 4,381.25 4,294.00
R1 4,322.25 4,322.25 4,278.50 4,351.75
PP 4,212.00 4,212.00 4,212.00 4,227.00
S1 4,153.00 4,153.00 4,247.50 4,182.50
S2 4,042.75 4,042.75 4,232.00
S3 3,873.50 3,983.75 4,216.50
S4 3,704.25 3,814.50 4,170.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,309.25 4,102.00 207.25 4.9% 109.75 2.6% 43% False False 345,911
10 4,309.25 3,983.50 325.75 7.8% 122.75 2.9% 64% False False 385,530
20 4,523.00 3,983.50 539.50 12.9% 129.00 3.1% 39% False False 421,455
40 4,724.25 3,983.50 740.75 17.7% 105.50 2.5% 28% False False 301,878
60 4,734.75 3,983.50 751.25 17.9% 91.00 2.2% 28% False False 201,460
80 4,734.75 3,983.50 751.25 17.9% 81.75 1.9% 28% False False 151,167
100 4,734.75 3,983.50 751.25 17.9% 81.75 1.9% 28% False False 120,949
120 4,734.75 3,975.75 759.00 18.1% 77.25 1.8% 28% False False 100,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 25.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,781.00
2.618 4,591.25
1.618 4,475.00
1.000 4,403.25
0.618 4,358.75
HIGH 4,287.00
0.618 4,242.50
0.500 4,229.00
0.382 4,215.25
LOW 4,170.75
0.618 4,099.00
1.000 4,054.50
1.618 3,982.75
2.618 3,866.50
4.250 3,676.75
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 4,229.00 4,219.00
PP 4,216.50 4,210.00
S1 4,204.25 4,201.00

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

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