E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 4,447.00 4,489.00 42.00 0.9% 4,526.75
High 4,497.50 4,553.75 56.25 1.3% 4,543.75
Low 4,426.50 4,486.75 60.25 1.4% 4,450.75
Close 4,490.00 4,547.75 57.75 1.3% 4,467.25
Range 71.00 67.00 -4.00 -5.6% 93.00
ATR 65.35 65.46 0.12 0.2% 0.00
Volume 252,487 228,380 -24,107 -9.5% 1,143,919
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,730.50 4,706.00 4,584.50
R3 4,663.50 4,639.00 4,566.25
R2 4,596.50 4,596.50 4,560.00
R1 4,572.00 4,572.00 4,554.00 4,584.25
PP 4,529.50 4,529.50 4,529.50 4,535.50
S1 4,505.00 4,505.00 4,541.50 4,517.25
S2 4,462.50 4,462.50 4,535.50
S3 4,395.50 4,438.00 4,529.25
S4 4,328.50 4,371.00 4,511.00
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 4,553.75 4,426.50 127.25 2.8% 69.75 1.5% 95% True False 243,509
10 4,553.75 4,426.50 127.25 2.8% 63.50 1.4% 95% True False 230,452
20 4,553.75 4,340.50 213.25 4.7% 58.50 1.3% 97% True False 222,594
40 4,553.75 4,060.00 493.75 10.9% 67.50 1.5% 99% True False 130,180
60 4,553.75 3,856.50 697.25 15.3% 83.25 1.8% 99% True False 86,869
80 4,691.00 3,856.50 834.50 18.3% 86.75 1.9% 83% False False 65,175
100 4,719.75 3,856.50 863.25 19.0% 79.00 1.7% 80% False False 52,141
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 14.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,838.50
2.618 4,729.25
1.618 4,662.25
1.000 4,620.75
0.618 4,595.25
HIGH 4,553.75
0.618 4,528.25
0.500 4,520.25
0.382 4,512.25
LOW 4,486.75
0.618 4,445.25
1.000 4,419.75
1.618 4,378.25
2.618 4,311.25
4.250 4,202.00
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 4,538.50 4,528.50
PP 4,529.50 4,509.25
S1 4,520.25 4,490.00

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

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