E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 4,389.75 4,460.75 71.00 1.6% 4,394.75
High 4,463.50 4,510.25 46.75 1.0% 4,441.25
Low 4,374.00 4,456.50 82.50 1.9% 4,365.00
Close 4,458.25 4,482.00 23.75 0.5% 4,397.25
Range 89.50 53.75 -35.75 -39.9% 76.25
ATR 67.51 66.53 -0.98 -1.5% 0.00
Volume 229,527 222,490 -7,037 -3.1% 767,996
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,644.25 4,616.75 4,511.50
R3 4,590.50 4,563.00 4,496.75
R2 4,536.75 4,536.75 4,491.75
R1 4,509.25 4,509.25 4,487.00 4,523.00
PP 4,483.00 4,483.00 4,483.00 4,489.75
S1 4,455.50 4,455.50 4,477.00 4,469.25
S2 4,429.25 4,429.25 4,472.25
S3 4,375.50 4,401.75 4,467.25
S4 4,321.75 4,348.00 4,452.50
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 4,510.25 4,365.00 145.25 3.2% 56.25 1.3% 81% True False 198,758
10 4,510.25 4,340.50 169.75 3.8% 53.75 1.2% 83% True False 214,736
20 4,510.25 4,220.25 290.00 6.5% 56.50 1.3% 90% True False 144,718
40 4,510.25 3,856.50 653.75 14.6% 79.25 1.8% 96% True False 72,628
60 4,601.00 3,856.50 744.50 16.6% 95.25 2.1% 84% False False 48,484
80 4,710.50 3,856.50 854.00 19.1% 87.25 1.9% 73% False False 36,369
100 4,719.75 3,856.50 863.25 19.3% 76.75 1.7% 72% False False 29,096
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 15.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,738.75
2.618 4,651.00
1.618 4,597.25
1.000 4,564.00
0.618 4,543.50
HIGH 4,510.25
0.618 4,489.75
0.500 4,483.50
0.382 4,477.00
LOW 4,456.50
0.618 4,423.25
1.000 4,402.75
1.618 4,369.50
2.618 4,315.75
4.250 4,228.00
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 4,483.50 4,468.75
PP 4,483.00 4,455.50
S1 4,482.50 4,442.00

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

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