E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 4,337.25 4,316.00 -21.25 -0.5% 4,329.75
High 4,360.50 4,392.00 31.50 0.7% 4,403.00
Low 4,303.75 4,305.50 1.75 0.0% 4,303.75
Close 4,324.00 4,375.25 51.25 1.2% 4,324.00
Range 56.75 86.50 29.75 52.4% 99.25
ATR 62.49 64.21 1.71 2.7% 0.00
Volume 249,877 197,887 -51,990 -20.8% 1,131,129
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 4,617.00 4,582.75 4,422.75
R3 4,530.50 4,496.25 4,399.00
R2 4,444.00 4,444.00 4,391.00
R1 4,409.75 4,409.75 4,383.25 4,427.00
PP 4,357.50 4,357.50 4,357.50 4,366.25
S1 4,323.25 4,323.25 4,367.25 4,340.50
S2 4,271.00 4,271.00 4,359.50
S3 4,184.50 4,236.75 4,351.50
S4 4,098.00 4,150.25 4,327.75
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 4,641.25 4,582.00 4,378.50
R3 4,542.00 4,482.75 4,351.25
R2 4,442.75 4,442.75 4,342.25
R1 4,383.50 4,383.50 4,333.00 4,363.50
PP 4,343.50 4,343.50 4,343.50 4,333.50
S1 4,284.25 4,284.25 4,315.00 4,264.25
S2 4,244.25 4,244.25 4,305.75
S3 4,145.00 4,185.00 4,296.75
S4 4,045.75 4,085.75 4,269.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,403.00 4,303.75 99.25 2.3% 69.25 1.6% 72% False False 224,417
10 4,403.00 4,271.00 132.00 3.0% 60.25 1.4% 79% False False 231,923
20 4,584.50 4,271.00 313.50 7.2% 64.50 1.5% 33% False False 245,834
40 4,584.50 4,271.00 313.50 7.2% 60.75 1.4% 33% False False 227,261
60 4,584.50 4,076.50 508.00 11.6% 64.00 1.5% 59% False False 177,296
80 4,584.50 3,856.50 728.00 16.6% 75.00 1.7% 71% False False 133,044
100 4,691.00 3,856.50 834.50 19.1% 81.00 1.8% 62% False False 106,460
120 4,719.75 3,856.50 863.25 19.7% 76.75 1.8% 60% False False 88,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.75
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,759.50
2.618 4,618.50
1.618 4,532.00
1.000 4,478.50
0.618 4,445.50
HIGH 4,392.00
0.618 4,359.00
0.500 4,348.75
0.382 4,338.50
LOW 4,305.50
0.618 4,252.00
1.000 4,219.00
1.618 4,165.50
2.618 4,079.00
4.250 3,938.00
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 4,366.50 4,366.00
PP 4,357.50 4,357.00
S1 4,348.75 4,348.00

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

View Archives - Comment on this page... - Back to Index of Symbols