E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 4,198.00 4,146.25 -51.75 -1.2% 4,021.25
High 4,217.25 4,164.25 -53.00 -1.3% 4,217.25
Low 4,136.75 4,112.75 -24.00 -0.6% 4,021.25
Close 4,146.00 4,152.25 6.25 0.2% 4,152.25
Range 80.50 51.50 -29.00 -36.0% 196.00
ATR 110.96 106.71 -4.25 -3.8% 0.00
Volume 963 140 -823 -85.5% 1,911
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,297.50 4,276.50 4,180.50
R3 4,246.00 4,225.00 4,166.50
R2 4,194.50 4,194.50 4,161.75
R1 4,173.50 4,173.50 4,157.00 4,184.00
PP 4,143.00 4,143.00 4,143.00 4,148.50
S1 4,122.00 4,122.00 4,147.50 4,132.50
S2 4,091.50 4,091.50 4,142.75
S3 4,040.00 4,070.50 4,138.00
S4 3,988.50 4,019.00 4,124.00
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,718.25 4,631.25 4,260.00
R3 4,522.25 4,435.25 4,206.25
R2 4,326.25 4,326.25 4,188.25
R1 4,239.25 4,239.25 4,170.25 4,282.75
PP 4,130.25 4,130.25 4,130.25 4,152.00
S1 4,043.25 4,043.25 4,134.25 4,086.75
S2 3,934.25 3,934.25 4,116.25
S3 3,738.25 3,847.25 4,098.25
S4 3,542.25 3,651.25 4,044.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,217.25 3,947.25 270.00 6.5% 82.00 2.0% 76% False False 438
10 4,217.25 3,856.50 360.75 8.7% 107.75 2.6% 82% False False 362
20 4,300.75 3,856.50 444.25 10.7% 108.25 2.6% 67% False False 288
40 4,691.00 3,856.50 834.50 20.1% 106.50 2.6% 35% False False 207
60 4,719.75 3,856.50 863.25 20.8% 89.75 2.2% 34% False False 141
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.10
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4,383.00
2.618 4,299.00
1.618 4,247.50
1.000 4,215.75
0.618 4,196.00
HIGH 4,164.25
0.618 4,144.50
0.500 4,138.50
0.382 4,132.50
LOW 4,112.75
0.618 4,081.00
1.000 4,061.25
1.618 4,029.50
2.618 3,978.00
4.250 3,894.00
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 4,147.75 4,147.75
PP 4,143.00 4,143.25
S1 4,138.50 4,138.50

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

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