E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 4,470.00 4,447.00 -23.00 -0.5% 4,526.75
High 4,509.75 4,497.50 -12.25 -0.3% 4,543.75
Low 4,446.00 4,426.50 -19.50 -0.4% 4,450.75
Close 4,451.50 4,490.00 38.50 0.9% 4,467.25
Range 63.75 71.00 7.25 11.4% 93.00
ATR 64.91 65.35 0.43 0.7% 0.00
Volume 243,297 252,487 9,190 3.8% 1,143,919
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,684.25 4,658.25 4,529.00
R3 4,613.25 4,587.25 4,509.50
R2 4,542.25 4,542.25 4,503.00
R1 4,516.25 4,516.25 4,496.50 4,529.25
PP 4,471.25 4,471.25 4,471.25 4,478.00
S1 4,445.25 4,445.25 4,483.50 4,458.25
S2 4,400.25 4,400.25 4,477.00
S3 4,329.25 4,374.25 4,470.50
S4 4,258.25 4,303.25 4,451.00
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 4,426.50 113.00 2.5% 70.50 1.6% 56% False True 246,224
10 4,543.75 4,426.50 117.25 2.6% 62.00 1.4% 54% False True 229,863
20 4,543.75 4,329.50 214.25 4.8% 57.00 1.3% 75% False False 222,476
40 4,543.75 4,021.25 522.50 11.6% 67.50 1.5% 90% False False 124,478
60 4,543.75 3,856.50 687.25 15.3% 85.25 1.9% 92% False False 83,065
80 4,691.00 3,856.50 834.50 18.6% 86.50 1.9% 76% False False 62,320
100 4,719.75 3,856.50 863.25 19.2% 78.75 1.8% 73% False False 49,857
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 14.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,799.25
2.618 4,683.50
1.618 4,612.50
1.000 4,568.50
0.618 4,541.50
HIGH 4,497.50
0.618 4,470.50
0.500 4,462.00
0.382 4,453.50
LOW 4,426.50
0.618 4,382.50
1.000 4,355.50
1.618 4,311.50
2.618 4,240.50
4.250 4,124.75
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 4,480.75 4,482.75
PP 4,471.25 4,475.50
S1 4,462.00 4,468.00

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

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