E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 4,460.75 4,480.25 19.50 0.4% 4,394.75
High 4,510.25 4,495.50 -14.75 -0.3% 4,441.25
Low 4,456.50 4,462.25 5.75 0.1% 4,365.00
Close 4,482.00 4,476.25 -5.75 -0.1% 4,397.25
Range 53.75 33.25 -20.50 -38.1% 76.25
ATR 66.53 64.15 -2.38 -3.6% 0.00
Volume 222,490 190,526 -31,964 -14.4% 767,996
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,577.75 4,560.25 4,494.50
R3 4,544.50 4,527.00 4,485.50
R2 4,511.25 4,511.25 4,482.25
R1 4,493.75 4,493.75 4,479.25 4,486.00
PP 4,478.00 4,478.00 4,478.00 4,474.00
S1 4,460.50 4,460.50 4,473.25 4,452.50
S2 4,444.75 4,444.75 4,470.25
S3 4,411.50 4,427.25 4,467.00
S4 4,378.25 4,394.00 4,458.00
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 4,510.25 4,365.00 145.25 3.2% 51.25 1.1% 77% False False 194,455
10 4,510.25 4,359.75 150.50 3.4% 50.50 1.1% 77% False False 205,452
20 4,510.25 4,220.25 290.00 6.5% 55.50 1.2% 88% False False 154,218
40 4,510.25 3,856.50 653.75 14.6% 77.50 1.7% 95% False False 77,389
60 4,517.50 3,856.50 661.00 14.8% 93.00 2.1% 94% False False 51,656
80 4,710.50 3,856.50 854.00 19.1% 86.00 1.9% 73% False False 38,751
100 4,719.75 3,856.50 863.25 19.3% 76.75 1.7% 72% False False 31,001
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15.05
Narrowest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 4,636.75
2.618 4,582.50
1.618 4,549.25
1.000 4,528.75
0.618 4,516.00
HIGH 4,495.50
0.618 4,482.75
0.500 4,479.00
0.382 4,475.00
LOW 4,462.25
0.618 4,441.75
1.000 4,429.00
1.618 4,408.50
2.618 4,375.25
4.250 4,321.00
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 4,479.00 4,465.00
PP 4,478.00 4,453.50
S1 4,477.00 4,442.00

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

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