E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 4,467.50 4,470.00 2.50 0.1% 4,526.75
High 4,509.75 4,509.75 0.00 0.0% 4,543.75
Low 4,451.50 4,446.00 -5.50 -0.1% 4,450.75
Close 4,467.25 4,451.50 -15.75 -0.4% 4,467.25
Range 58.25 63.75 5.50 9.4% 93.00
ATR 65.00 64.91 -0.09 -0.1% 0.00
Volume 232,565 243,297 10,732 4.6% 1,143,919
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,660.25 4,619.75 4,486.50
R3 4,596.50 4,556.00 4,469.00
R2 4,532.75 4,532.75 4,463.25
R1 4,492.25 4,492.25 4,457.25 4,480.50
PP 4,469.00 4,469.00 4,469.00 4,463.25
S1 4,428.50 4,428.50 4,445.75 4,417.00
S2 4,405.25 4,405.25 4,439.75
S3 4,341.50 4,364.75 4,434.00
S4 4,277.75 4,301.00 4,416.50
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,766.25 4,709.75 4,518.50
R3 4,673.25 4,616.75 4,492.75
R2 4,580.25 4,580.25 4,484.25
R1 4,523.75 4,523.75 4,475.75 4,505.50
PP 4,487.25 4,487.25 4,487.25 4,478.00
S1 4,430.75 4,430.75 4,458.75 4,412.50
S2 4,394.25 4,394.25 4,450.25
S3 4,301.25 4,337.75 4,441.75
S4 4,208.25 4,244.75 4,416.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,539.50 4,446.00 93.50 2.1% 65.25 1.5% 6% False True 239,516
10 4,543.75 4,374.00 169.75 3.8% 64.00 1.4% 46% False False 227,567
20 4,543.75 4,329.50 214.25 4.8% 55.50 1.2% 57% False False 220,038
40 4,543.75 3,947.25 596.50 13.4% 67.25 1.5% 85% False False 118,172
60 4,543.75 3,856.50 687.25 15.4% 87.00 2.0% 87% False False 78,860
80 4,691.00 3,856.50 834.50 18.7% 86.25 1.9% 71% False False 59,164
100 4,719.75 3,856.50 863.25 19.4% 79.00 1.8% 69% False False 47,332
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 14.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,780.75
2.618 4,676.75
1.618 4,613.00
1.000 4,573.50
0.618 4,549.25
HIGH 4,509.75
0.618 4,485.50
0.500 4,478.00
0.382 4,470.25
LOW 4,446.00
0.618 4,406.50
1.000 4,382.25
1.618 4,342.75
2.618 4,279.00
4.250 4,175.00
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 4,478.00 4,492.75
PP 4,469.00 4,479.00
S1 4,460.25 4,465.25

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

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