E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 4,548.75 4,518.75 -30.00 -0.7% 4,470.00
High 4,554.50 4,561.25 6.75 0.1% 4,563.25
Low 4,523.00 4,501.00 -22.00 -0.5% 4,426.50
Close 4,538.50 4,546.50 8.00 0.2% 4,538.50
Range 31.50 60.25 28.75 91.3% 136.75
ATR 60.87 60.82 -0.04 -0.1% 0.00
Volume 171,811 179,869 8,058 4.7% 1,059,825
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,717.00 4,692.00 4,579.75
R3 4,656.75 4,631.75 4,563.00
R2 4,596.50 4,596.50 4,557.50
R1 4,571.50 4,571.50 4,552.00 4,584.00
PP 4,536.25 4,536.25 4,536.25 4,542.50
S1 4,511.25 4,511.25 4,541.00 4,523.75
S2 4,476.00 4,476.00 4,535.50
S3 4,415.75 4,451.00 4,530.00
S4 4,355.50 4,390.75 4,513.25
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,919.75 4,865.75 4,613.75
R3 4,783.00 4,729.00 4,576.00
R2 4,646.25 4,646.25 4,563.50
R1 4,592.25 4,592.25 4,551.00 4,619.25
PP 4,509.50 4,509.50 4,509.50 4,523.00
S1 4,455.50 4,455.50 4,526.00 4,482.50
S2 4,372.75 4,372.75 4,513.50
S3 4,236.00 4,318.75 4,501.00
S4 4,099.25 4,182.00 4,463.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,563.25 4,426.50 136.75 3.0% 52.50 1.2% 88% False False 199,279
10 4,563.25 4,426.50 136.75 3.0% 59.00 1.3% 88% False False 219,397
20 4,563.25 4,365.00 198.25 4.4% 57.00 1.3% 92% False False 208,689
40 4,563.25 4,076.50 486.75 10.7% 63.75 1.4% 97% False False 143,028
60 4,563.25 3,856.50 706.75 15.5% 78.50 1.7% 98% False False 95,448
80 4,691.00 3,856.50 834.50 18.4% 85.00 1.9% 83% False False 71,617
100 4,719.75 3,856.50 863.25 19.0% 79.25 1.7% 80% False False 57,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,817.25
2.618 4,719.00
1.618 4,658.75
1.000 4,621.50
0.618 4,598.50
HIGH 4,561.25
0.618 4,538.25
0.500 4,531.00
0.382 4,524.00
LOW 4,501.00
0.618 4,463.75
1.000 4,440.75
1.618 4,403.50
2.618 4,343.25
4.250 4,245.00
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 4,541.50 4,541.75
PP 4,536.25 4,537.00
S1 4,531.00 4,532.00

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

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