E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 4,477.75 4,526.75 49.00 1.1% 4,401.50
High 4,529.50 4,543.75 14.25 0.3% 4,529.50
Low 4,441.50 4,495.25 53.75 1.2% 4,374.00
Close 4,528.50 4,500.25 -28.25 -0.6% 4,528.50
Range 88.00 48.50 -39.50 -44.9% 155.50
ATR 65.85 64.61 -1.24 -1.9% 0.00
Volume 245,916 189,635 -56,281 -22.9% 1,022,179
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,658.50 4,628.00 4,527.00
R3 4,610.00 4,579.50 4,513.50
R2 4,561.50 4,561.50 4,509.25
R1 4,531.00 4,531.00 4,504.75 4,522.00
PP 4,513.00 4,513.00 4,513.00 4,508.50
S1 4,482.50 4,482.50 4,495.75 4,473.50
S2 4,464.50 4,464.50 4,491.25
S3 4,416.00 4,434.00 4,487.00
S4 4,367.50 4,385.50 4,473.50
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,943.75 4,891.75 4,614.00
R3 4,788.25 4,736.25 4,571.25
R2 4,632.75 4,632.75 4,557.00
R1 4,580.75 4,580.75 4,542.75 4,606.75
PP 4,477.25 4,477.25 4,477.25 4,490.50
S1 4,425.25 4,425.25 4,514.25 4,451.25
S2 4,321.75 4,321.75 4,500.00
S3 4,166.25 4,269.75 4,485.75
S4 4,010.75 4,114.25 4,443.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,543.75 4,374.00 169.75 3.8% 62.50 1.4% 74% True False 215,618
10 4,543.75 4,365.00 178.75 4.0% 55.25 1.2% 76% True False 197,981
20 4,543.75 4,220.25 323.50 7.2% 57.00 1.3% 87% True False 175,898
40 4,543.75 3,856.50 687.25 15.3% 76.00 1.7% 94% True False 88,269
60 4,543.75 3,856.50 687.25 15.3% 92.50 2.1% 94% True False 58,912
80 4,692.25 3,856.50 835.75 18.6% 87.00 1.9% 77% False False 44,195
100 4,719.75 3,856.50 863.25 19.2% 77.50 1.7% 75% False False 35,356
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 16.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,750.00
2.618 4,670.75
1.618 4,622.25
1.000 4,592.25
0.618 4,573.75
HIGH 4,543.75
0.618 4,525.25
0.500 4,519.50
0.382 4,513.75
LOW 4,495.25
0.618 4,465.25
1.000 4,446.75
1.618 4,416.75
2.618 4,368.25
4.250 4,289.00
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 4,519.50 4,497.75
PP 4,513.00 4,495.25
S1 4,506.75 4,492.50

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

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