E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 4,476.00 4,533.50 57.50 1.3% 4,401.50
High 4,537.75 4,539.50 1.75 0.0% 4,529.50
Low 4,467.25 4,450.75 -16.50 -0.4% 4,374.00
Close 4,535.00 4,470.25 -64.75 -1.4% 4,528.50
Range 70.50 88.75 18.25 25.9% 155.50
ATR 63.73 65.52 1.79 2.8% 0.00
Volume 241,958 260,817 18,859 7.8% 1,022,179
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,753.00 4,700.50 4,519.00
R3 4,664.25 4,611.75 4,494.75
R2 4,575.50 4,575.50 4,486.50
R1 4,523.00 4,523.00 4,478.50 4,505.00
PP 4,486.75 4,486.75 4,486.75 4,477.75
S1 4,434.25 4,434.25 4,462.00 4,416.00
S2 4,398.00 4,398.00 4,454.00
S3 4,309.25 4,345.50 4,445.75
S4 4,220.50 4,256.75 4,421.50
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 4,441.50 102.25 2.3% 68.25 1.5% 28% False False 231,454
10 4,543.75 4,365.00 178.75 4.0% 59.75 1.3% 59% False False 212,954
20 4,543.75 4,220.25 323.50 7.2% 59.25 1.3% 77% False False 210,804
40 4,543.75 3,856.50 687.25 15.4% 70.25 1.6% 89% False False 106,289
60 4,543.75 3,856.50 687.25 15.4% 89.75 2.0% 89% False False 70,933
80 4,691.00 3,856.50 834.50 18.7% 87.25 1.9% 74% False False 53,216
100 4,719.75 3,856.50 863.25 19.3% 78.75 1.8% 71% False False 42,574
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 13.10
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,916.75
2.618 4,771.75
1.618 4,683.00
1.000 4,628.25
0.618 4,594.25
HIGH 4,539.50
0.618 4,505.50
0.500 4,495.00
0.382 4,484.75
LOW 4,450.75
0.618 4,396.00
1.000 4,362.00
1.618 4,307.25
2.618 4,218.50
4.250 4,073.50
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 4,495.00 4,495.00
PP 4,486.75 4,486.75
S1 4,478.50 4,478.50

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

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