E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 4,337.00 4,372.00 35.00 0.8% 4,477.00
High 4,378.50 4,374.50 -4.00 -0.1% 4,489.75
Low 4,318.00 4,319.50 1.50 0.0% 4,296.75
Close 4,369.00 4,334.50 -34.50 -0.8% 4,331.50
Range 60.50 55.00 -5.50 -9.1% 193.00
ATR 66.58 65.76 -0.83 -1.2% 0.00
Volume 221,470 270,601 49,131 22.2% 1,400,820
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 4,507.75 4,476.25 4,364.75
R3 4,452.75 4,421.25 4,349.50
R2 4,397.75 4,397.75 4,344.50
R1 4,366.25 4,366.25 4,339.50 4,354.50
PP 4,342.75 4,342.75 4,342.75 4,337.00
S1 4,311.25 4,311.25 4,329.50 4,299.50
S2 4,287.75 4,287.75 4,324.50
S3 4,232.75 4,256.25 4,319.50
S4 4,177.75 4,201.25 4,304.25
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,951.75 4,834.50 4,437.75
R3 4,758.75 4,641.50 4,384.50
R2 4,565.75 4,565.75 4,367.00
R1 4,448.50 4,448.50 4,349.25 4,410.50
PP 4,372.75 4,372.75 4,372.75 4,353.75
S1 4,255.50 4,255.50 4,313.75 4,217.50
S2 4,179.75 4,179.75 4,296.00
S3 3,986.75 4,062.50 4,278.50
S4 3,793.75 3,869.50 4,225.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,442.25 4,296.75 145.50 3.4% 73.50 1.7% 26% False False 301,528
10 4,556.00 4,296.75 259.25 6.0% 66.25 1.5% 15% False False 261,115
20 4,584.50 4,296.75 287.75 6.6% 64.25 1.5% 13% False False 242,154
40 4,584.50 4,220.25 364.25 8.4% 60.25 1.4% 31% False False 214,379
60 4,584.50 3,856.50 728.00 16.8% 70.00 1.6% 66% False False 143,207
80 4,584.50 3,856.50 728.00 16.8% 84.00 1.9% 66% False False 107,457
100 4,691.00 3,856.50 834.50 19.3% 82.25 1.9% 57% False False 85,976
120 4,719.75 3,856.50 863.25 19.9% 75.50 1.7% 55% False False 71,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.98
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,608.25
2.618 4,518.50
1.618 4,463.50
1.000 4,429.50
0.618 4,408.50
HIGH 4,374.50
0.618 4,353.50
0.500 4,347.00
0.382 4,340.50
LOW 4,319.50
0.618 4,285.50
1.000 4,264.50
1.618 4,230.50
2.618 4,175.50
4.250 4,085.75
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 4,347.00 4,344.00
PP 4,342.75 4,340.75
S1 4,338.75 4,337.75

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

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