E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 4,401.50 4,389.75 -11.75 -0.3% 4,394.75
High 4,425.75 4,463.50 37.75 0.9% 4,441.25
Low 4,381.50 4,374.00 -7.50 -0.2% 4,365.00
Close 4,389.50 4,458.25 68.75 1.6% 4,397.25
Range 44.25 89.50 45.25 102.3% 76.25
ATR 65.82 67.51 1.69 2.6% 0.00
Volume 133,720 229,527 95,807 71.6% 767,996
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,700.50 4,668.75 4,507.50
R3 4,611.00 4,579.25 4,482.75
R2 4,521.50 4,521.50 4,474.75
R1 4,489.75 4,489.75 4,466.50 4,505.50
PP 4,432.00 4,432.00 4,432.00 4,439.75
S1 4,400.25 4,400.25 4,450.00 4,416.00
S2 4,342.50 4,342.50 4,441.75
S3 4,253.00 4,310.75 4,433.75
S4 4,163.50 4,221.25 4,409.00
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,630.00 4,589.75 4,439.25
R3 4,553.75 4,513.50 4,418.25
R2 4,477.50 4,477.50 4,411.25
R1 4,437.25 4,437.25 4,404.25 4,457.50
PP 4,401.25 4,401.25 4,401.25 4,411.25
S1 4,361.00 4,361.00 4,390.25 4,381.00
S2 4,325.00 4,325.00 4,383.25
S3 4,248.75 4,284.75 4,376.25
S4 4,172.50 4,208.50 4,355.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,463.50 4,365.00 98.50 2.2% 57.00 1.3% 95% True False 192,303
10 4,463.50 4,329.50 134.00 3.0% 52.00 1.2% 96% True False 215,089
20 4,463.50 4,171.25 292.25 6.6% 61.75 1.4% 98% True False 133,663
40 4,463.50 3,856.50 607.00 13.6% 79.75 1.8% 99% True False 67,067
60 4,652.75 3,856.50 796.25 17.9% 95.75 2.1% 76% False False 44,776
80 4,719.75 3,856.50 863.25 19.4% 87.25 2.0% 70% False False 33,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.88
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,844.00
2.618 4,697.75
1.618 4,608.25
1.000 4,553.00
0.618 4,518.75
HIGH 4,463.50
0.618 4,429.25
0.500 4,418.75
0.382 4,408.25
LOW 4,374.00
0.618 4,318.75
1.000 4,284.50
1.618 4,229.25
2.618 4,139.75
4.250 3,993.50
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 4,445.00 4,443.50
PP 4,432.00 4,429.00
S1 4,418.75 4,414.25

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

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