E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 4,518.75 4,545.50 26.75 0.6% 4,470.00
High 4,561.25 4,584.50 23.25 0.5% 4,563.25
Low 4,501.00 4,506.75 5.75 0.1% 4,426.50
Close 4,546.50 4,526.75 -19.75 -0.4% 4,538.50
Range 60.25 77.75 17.50 29.0% 136.75
ATR 60.82 62.03 1.21 2.0% 0.00
Volume 179,869 256,892 77,023 42.8% 1,059,825
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,772.50 4,727.50 4,569.50
R3 4,694.75 4,649.75 4,548.25
R2 4,617.00 4,617.00 4,541.00
R1 4,572.00 4,572.00 4,534.00 4,555.50
PP 4,539.25 4,539.25 4,539.25 4,531.25
S1 4,494.25 4,494.25 4,519.50 4,478.00
S2 4,461.50 4,461.50 4,512.50
S3 4,383.75 4,416.50 4,505.25
S4 4,306.00 4,338.75 4,484.00
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 4,584.50 4,486.75 97.75 2.2% 53.75 1.2% 41% True False 200,160
10 4,584.50 4,426.50 158.00 3.5% 62.25 1.4% 63% True False 223,192
20 4,584.50 4,365.00 219.50 4.8% 58.75 1.3% 74% True False 213,047
40 4,584.50 4,076.50 508.00 11.2% 63.50 1.4% 89% True False 149,445
60 4,584.50 3,856.50 728.00 16.1% 77.75 1.7% 92% True False 99,723
80 4,691.00 3,856.50 834.50 18.4% 85.50 1.9% 80% False False 74,827
100 4,719.75 3,856.50 863.25 19.1% 79.75 1.8% 78% False False 59,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.58
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,915.00
2.618 4,788.00
1.618 4,710.25
1.000 4,662.25
0.618 4,632.50
HIGH 4,584.50
0.618 4,554.75
0.500 4,545.50
0.382 4,536.50
LOW 4,506.75
0.618 4,458.75
1.000 4,429.00
1.618 4,381.00
2.618 4,303.25
4.250 4,176.25
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 4,545.50 4,542.75
PP 4,539.25 4,537.50
S1 4,533.00 4,532.00

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

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