E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 4,021.25 4,079.00 57.75 1.4% 4,030.75
High 4,096.00 4,202.00 106.00 2.6% 4,038.50
Low 4,021.25 4,060.00 38.75 1.0% 3,856.50
Close 4,084.75 4,187.25 102.50 2.5% 3,998.50
Range 74.75 142.00 67.25 90.0% 182.00
ATR 111.09 113.30 2.21 2.0% 0.00
Volume 280 528 248 88.6% 1,338
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,575.75 4,523.50 4,265.25
R3 4,433.75 4,381.50 4,226.25
R2 4,291.75 4,291.75 4,213.25
R1 4,239.50 4,239.50 4,200.25 4,265.50
PP 4,149.75 4,149.75 4,149.75 4,162.75
S1 4,097.50 4,097.50 4,174.25 4,123.50
S2 4,007.75 4,007.75 4,161.25
S3 3,865.75 3,955.50 4,148.25
S4 3,723.75 3,813.50 4,109.25
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,510.50 4,436.50 4,098.50
R3 4,328.50 4,254.50 4,048.50
R2 4,146.50 4,146.50 4,031.75
R1 4,072.50 4,072.50 4,015.25 4,018.50
PP 3,964.50 3,964.50 3,964.50 3,937.50
S1 3,890.50 3,890.50 3,981.75 3,836.50
S2 3,782.50 3,782.50 3,965.25
S3 3,600.50 3,708.50 3,948.50
S4 3,418.50 3,526.50 3,898.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,202.00 3,856.50 345.50 8.3% 103.00 2.5% 96% True False 322
10 4,204.50 3,856.50 348.00 8.3% 115.00 2.7% 95% False False 287
20 4,300.75 3,856.50 444.25 10.6% 116.00 2.8% 74% False False 265
40 4,691.00 3,856.50 834.50 19.9% 106.50 2.5% 40% False False 182
60 4,719.75 3,856.50 863.25 20.6% 87.75 2.1% 38% False False 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.70
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,805.50
2.618 4,573.75
1.618 4,431.75
1.000 4,344.00
0.618 4,289.75
HIGH 4,202.00
0.618 4,147.75
0.500 4,131.00
0.382 4,114.25
LOW 4,060.00
0.618 3,972.25
1.000 3,918.00
1.618 3,830.25
2.618 3,688.25
4.250 3,456.50
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 4,168.50 4,149.75
PP 4,149.75 4,112.25
S1 4,131.00 4,074.50

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

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