E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 4,545.50 4,528.25 -17.25 -0.4% 4,470.00
High 4,584.50 4,556.00 -28.50 -0.6% 4,563.25
Low 4,506.75 4,509.00 2.25 0.0% 4,426.50
Close 4,526.75 4,535.75 9.00 0.2% 4,538.50
Range 77.75 47.00 -30.75 -39.5% 136.75
ATR 62.03 60.96 -1.07 -1.7% 0.00
Volume 256,892 193,071 -63,821 -24.8% 1,059,825
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,674.50 4,652.25 4,561.50
R3 4,627.50 4,605.25 4,548.75
R2 4,580.50 4,580.50 4,544.25
R1 4,558.25 4,558.25 4,540.00 4,569.50
PP 4,533.50 4,533.50 4,533.50 4,539.25
S1 4,511.25 4,511.25 4,531.50 4,522.50
S2 4,486.50 4,486.50 4,527.25
S3 4,439.50 4,464.25 4,522.75
S4 4,392.50 4,417.25 4,510.00
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 4,501.00 83.50 1.8% 49.75 1.1% 42% False False 193,098
10 4,584.50 4,426.50 158.00 3.5% 59.75 1.3% 69% False False 218,303
20 4,584.50 4,365.00 219.50 4.8% 58.25 1.3% 78% False False 213,190
40 4,584.50 4,076.50 508.00 11.2% 63.00 1.4% 90% False False 154,250
60 4,584.50 3,856.50 728.00 16.1% 76.25 1.7% 93% False False 102,936
80 4,691.00 3,856.50 834.50 18.4% 85.50 1.9% 81% False False 77,240
100 4,719.75 3,856.50 863.25 19.0% 79.75 1.8% 79% False False 61,795
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,755.75
2.618 4,679.00
1.618 4,632.00
1.000 4,603.00
0.618 4,585.00
HIGH 4,556.00
0.618 4,538.00
0.500 4,532.50
0.382 4,527.00
LOW 4,509.00
0.618 4,480.00
1.000 4,462.00
1.618 4,433.00
2.618 4,386.00
4.250 4,309.25
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 4,534.75 4,542.75
PP 4,533.50 4,540.50
S1 4,532.50 4,538.00

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

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