E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 4,308.25 4,299.25 -9.00 -0.2% 4,337.00
High 4,342.50 4,333.75 -8.75 -0.2% 4,378.50
Low 4,292.50 4,271.00 -21.50 -0.5% 4,271.00
Close 4,300.25 4,328.25 28.00 0.7% 4,328.25
Range 50.00 62.75 12.75 25.5% 107.50
ATR 63.57 63.51 -0.06 -0.1% 0.00
Volume 221,674 262,686 41,012 18.5% 1,211,687
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 4,499.25 4,476.50 4,362.75
R3 4,436.50 4,413.75 4,345.50
R2 4,373.75 4,373.75 4,339.75
R1 4,351.00 4,351.00 4,334.00 4,362.50
PP 4,311.00 4,311.00 4,311.00 4,316.75
S1 4,288.25 4,288.25 4,322.50 4,299.50
S2 4,248.25 4,248.25 4,316.75
S3 4,185.50 4,225.50 4,311.00
S4 4,122.75 4,162.75 4,293.75
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 4,648.50 4,595.75 4,387.50
R3 4,541.00 4,488.25 4,357.75
R2 4,433.50 4,433.50 4,348.00
R1 4,380.75 4,380.75 4,338.00 4,353.50
PP 4,326.00 4,326.00 4,326.00 4,312.25
S1 4,273.25 4,273.25 4,318.50 4,246.00
S2 4,218.50 4,218.50 4,308.50
S3 4,111.00 4,165.75 4,298.75
S4 4,003.50 4,058.25 4,269.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,378.50 4,271.00 107.50 2.5% 55.50 1.3% 53% False True 242,337
10 4,489.75 4,271.00 218.75 5.1% 64.25 1.5% 26% False True 261,250
20 4,584.50 4,271.00 313.50 7.2% 61.50 1.4% 18% False True 241,368
40 4,584.50 4,271.00 313.50 7.2% 58.75 1.4% 18% False True 229,975
60 4,584.50 3,856.50 728.00 16.8% 66.25 1.5% 65% False False 155,184
80 4,584.50 3,856.50 728.00 16.8% 82.25 1.9% 65% False False 116,447
100 4,691.00 3,856.50 834.50 19.3% 81.50 1.9% 57% False False 93,172
120 4,719.75 3,856.50 863.25 19.9% 75.75 1.8% 55% False False 77,644
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.90
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,600.50
2.618 4,498.00
1.618 4,435.25
1.000 4,396.50
0.618 4,372.50
HIGH 4,333.75
0.618 4,309.75
0.500 4,302.50
0.382 4,295.00
LOW 4,271.00
0.618 4,232.25
1.000 4,208.25
1.618 4,169.50
2.618 4,106.75
4.250 4,004.25
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 4,319.50 4,321.00
PP 4,311.00 4,314.00
S1 4,302.50 4,306.75

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

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