E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 4,533.25 4,488.25 -45.00 -1.0% 4,518.75
High 4,551.75 4,501.75 -50.00 -1.1% 4,584.50
Low 4,488.00 4,431.00 -57.00 -1.3% 4,431.00
Close 4,497.75 4,465.75 -32.00 -0.7% 4,465.75
Range 63.75 70.75 7.00 11.0% 153.50
ATR 61.16 61.84 0.69 1.1% 0.00
Volume 239,652 285,544 45,892 19.1% 1,155,028
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,678.50 4,642.75 4,504.75
R3 4,607.75 4,572.00 4,485.25
R2 4,537.00 4,537.00 4,478.75
R1 4,501.25 4,501.25 4,472.25 4,483.75
PP 4,466.25 4,466.25 4,466.25 4,457.50
S1 4,430.50 4,430.50 4,459.25 4,413.00
S2 4,395.50 4,395.50 4,452.75
S3 4,324.75 4,359.75 4,446.25
S4 4,254.00 4,289.00 4,426.75
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,954.25 4,863.50 4,550.25
R3 4,800.75 4,710.00 4,508.00
R2 4,647.25 4,647.25 4,494.00
R1 4,556.50 4,556.50 4,479.75 4,525.00
PP 4,493.75 4,493.75 4,493.75 4,478.00
S1 4,403.00 4,403.00 4,451.75 4,371.50
S2 4,340.25 4,340.25 4,437.50
S3 4,186.75 4,249.50 4,423.50
S4 4,033.25 4,096.00 4,381.25
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 4,431.00 153.50 3.4% 64.00 1.4% 23% False True 231,005
10 4,584.50 4,426.50 158.00 3.5% 58.50 1.3% 25% False False 221,485
20 4,584.50 4,374.00 210.50 4.7% 60.25 1.3% 44% False False 219,047
40 4,584.50 4,171.25 413.25 9.3% 61.25 1.4% 71% False False 167,299
60 4,584.50 3,856.50 728.00 16.3% 74.75 1.7% 84% False False 111,679
80 4,691.00 3,856.50 834.50 18.7% 86.50 1.9% 73% False False 83,805
100 4,719.75 3,856.50 863.25 19.3% 81.00 1.8% 71% False False 67,047
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 17.63
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,802.50
2.618 4,687.00
1.618 4,616.25
1.000 4,572.50
0.618 4,545.50
HIGH 4,501.75
0.618 4,474.75
0.500 4,466.50
0.382 4,458.00
LOW 4,431.00
0.618 4,387.25
1.000 4,360.25
1.618 4,316.50
2.618 4,245.75
4.250 4,130.25
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 4,466.50 4,493.50
PP 4,466.25 4,484.25
S1 4,466.00 4,475.00

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

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