E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 4,246.25 4,124.75 -121.50 -2.9% 4,247.00
High 4,263.00 4,208.50 -54.50 -1.3% 4,356.50
Low 4,073.25 4,090.25 17.00 0.4% 4,073.25
Close 4,135.50 4,139.25 3.75 0.1% 4,135.50
Range 189.75 118.25 -71.50 -37.7% 283.25
ATR 102.16 103.31 1.15 1.1% 0.00
Volume 159 144 -15 -9.4% 683
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,500.75 4,438.25 4,204.25
R3 4,382.50 4,320.00 4,171.75
R2 4,264.25 4,264.25 4,161.00
R1 4,201.75 4,201.75 4,150.00 4,233.00
PP 4,146.00 4,146.00 4,146.00 4,161.50
S1 4,083.50 4,083.50 4,128.50 4,114.75
S2 4,027.75 4,027.75 4,117.50
S3 3,909.50 3,965.25 4,106.75
S4 3,791.25 3,847.00 4,074.25
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,038.25 4,870.00 4,291.25
R3 4,755.00 4,586.75 4,213.50
R2 4,471.75 4,471.75 4,187.50
R1 4,303.50 4,303.50 4,161.50 4,246.00
PP 4,188.50 4,188.50 4,188.50 4,159.50
S1 4,020.25 4,020.25 4,109.50 3,962.75
S2 3,905.25 3,905.25 4,083.50
S3 3,622.00 3,737.00 4,057.50
S4 3,338.75 3,453.75 3,979.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,356.50 4,073.25 283.25 6.8% 154.50 3.7% 23% False False 139
10 4,517.50 4,073.25 444.25 10.7% 130.25 3.1% 15% False False 140
20 4,691.00 4,073.25 617.75 14.9% 97.00 2.3% 11% False False 99
40 4,719.75 4,073.25 646.50 15.6% 73.50 1.8% 10% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.83
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,711.00
2.618 4,518.00
1.618 4,399.75
1.000 4,326.75
0.618 4,281.50
HIGH 4,208.50
0.618 4,163.25
0.500 4,149.50
0.382 4,135.50
LOW 4,090.25
0.618 4,017.25
1.000 3,972.00
1.618 3,899.00
2.618 3,780.75
4.250 3,587.75
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 4,149.50 4,183.00
PP 4,146.00 4,168.50
S1 4,142.50 4,154.00

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

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