E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 4,335.50 4,308.25 -27.25 -0.6% 4,477.00
High 4,342.00 4,342.50 0.50 0.0% 4,489.75
Low 4,292.25 4,292.50 0.25 0.0% 4,296.75
Close 4,309.75 4,300.25 -9.50 -0.2% 4,331.50
Range 49.75 50.00 0.25 0.5% 193.00
ATR 64.61 63.57 -1.04 -1.6% 0.00
Volume 235,256 221,674 -13,582 -5.8% 1,400,820
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 4,461.75 4,431.00 4,327.75
R3 4,411.75 4,381.00 4,314.00
R2 4,361.75 4,361.75 4,309.50
R1 4,331.00 4,331.00 4,304.75 4,321.50
PP 4,311.75 4,311.75 4,311.75 4,307.00
S1 4,281.00 4,281.00 4,295.75 4,271.50
S2 4,261.75 4,261.75 4,291.00
S3 4,211.75 4,231.00 4,286.50
S4 4,161.75 4,181.00 4,272.75
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 4,391.25 4,292.25 99.00 2.3% 62.00 1.4% 8% False False 270,285
10 4,501.75 4,292.25 209.50 4.9% 65.00 1.5% 4% False False 263,536
20 4,584.50 4,292.25 292.25 6.8% 61.25 1.4% 3% False False 239,861
40 4,584.50 4,220.25 364.25 8.5% 60.25 1.4% 22% False False 225,333
60 4,584.50 3,856.50 728.00 16.9% 67.25 1.6% 61% False False 150,813
80 4,584.50 3,856.50 728.00 16.9% 82.75 1.9% 61% False False 113,165
100 4,691.00 3,856.50 834.50 19.4% 82.00 1.9% 53% False False 90,545
120 4,719.75 3,856.50 863.25 20.1% 75.75 1.8% 51% False False 75,455
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 12.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,555.00
2.618 4,473.50
1.618 4,423.50
1.000 4,392.50
0.618 4,373.50
HIGH 4,342.50
0.618 4,323.50
0.500 4,317.50
0.382 4,311.50
LOW 4,292.50
0.618 4,261.50
1.000 4,242.50
1.618 4,211.50
2.618 4,161.50
4.250 4,080.00
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 4,317.50 4,333.50
PP 4,311.75 4,322.25
S1 4,306.00 4,311.25

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

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