E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 4,316.00 4,372.75 56.75 1.3% 4,329.75
High 4,392.00 4,393.75 1.75 0.0% 4,403.00
Low 4,305.50 4,308.00 2.50 0.1% 4,303.75
Close 4,375.25 4,319.50 -55.75 -1.3% 4,324.00
Range 86.50 85.75 -0.75 -0.9% 99.25
ATR 64.21 65.75 1.54 2.4% 0.00
Volume 197,887 256,918 59,031 29.8% 1,131,129
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 4,597.75 4,544.25 4,366.75
R3 4,512.00 4,458.50 4,343.00
R2 4,426.25 4,426.25 4,335.25
R1 4,372.75 4,372.75 4,327.25 4,356.50
PP 4,340.50 4,340.50 4,340.50 4,332.25
S1 4,287.00 4,287.00 4,311.75 4,271.00
S2 4,254.75 4,254.75 4,303.75
S3 4,169.00 4,201.25 4,296.00
S4 4,083.25 4,115.50 4,272.25
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% 71.50 1.7% 16% False False 234,951
10 4,403.00 4,271.00 132.00 3.1% 63.25 1.5% 37% False False 230,555
20 4,556.00 4,271.00 285.00 6.6% 64.75 1.5% 17% False False 245,835
40 4,584.50 4,271.00 313.50 7.3% 61.75 1.4% 15% False False 229,441
60 4,584.50 4,076.50 508.00 11.8% 64.00 1.5% 48% False False 181,575
80 4,584.50 3,856.50 728.00 16.9% 74.50 1.7% 64% False False 136,251
100 4,691.00 3,856.50 834.50 19.3% 81.25 1.9% 55% False False 109,029
120 4,719.75 3,856.50 863.25 20.0% 77.25 1.8% 54% False False 90,860
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 16.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,758.25
2.618 4,618.25
1.618 4,532.50
1.000 4,479.50
0.618 4,446.75
HIGH 4,393.75
0.618 4,361.00
0.500 4,351.00
0.382 4,340.75
LOW 4,308.00
0.618 4,255.00
1.000 4,222.25
1.618 4,169.25
2.618 4,083.50
4.250 3,943.50
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 4,351.00 4,348.75
PP 4,340.50 4,339.00
S1 4,330.00 4,329.25

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

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