E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 4,494.00 4,518.25 24.25 0.5% 4,367.75
High 4,513.50 4,528.25 14.75 0.3% 4,513.50
Low 4,490.25 4,497.50 7.25 0.2% 4,341.75
Close 4,510.00 4,524.25 14.25 0.3% 4,510.00
Range 23.25 30.75 7.50 32.3% 171.75
ATR 59.27 57.23 -2.04 -3.4% 0.00
Volume 153,739 209,605 55,866 36.3% 977,971
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 4,609.00 4,597.25 4,541.25
R3 4,578.25 4,566.50 4,532.75
R2 4,547.50 4,547.50 4,530.00
R1 4,535.75 4,535.75 4,527.00 4,541.50
PP 4,516.75 4,516.75 4,516.75 4,519.50
S1 4,505.00 4,505.00 4,521.50 4,511.00
S2 4,486.00 4,486.00 4,518.50
S3 4,455.25 4,474.25 4,515.75
S4 4,424.50 4,443.50 4,507.25
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 4,970.25 4,912.00 4,604.50
R3 4,798.50 4,740.25 4,557.25
R2 4,626.75 4,626.75 4,541.50
R1 4,568.50 4,568.50 4,525.75 4,597.50
PP 4,455.00 4,455.00 4,455.00 4,469.75
S1 4,396.75 4,396.75 4,494.25 4,426.00
S2 4,283.25 4,283.25 4,478.50
S3 4,111.50 4,225.00 4,462.75
S4 3,939.75 4,053.25 4,415.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,528.25 4,341.75 186.50 4.1% 48.00 1.1% 98% True False 204,079
10 4,528.25 4,280.75 247.50 5.5% 54.00 1.2% 98% True False 226,672
20 4,528.25 4,271.00 257.25 5.7% 57.25 1.3% 98% True False 229,297
40 4,584.50 4,271.00 313.50 6.9% 60.50 1.3% 81% False False 234,434
60 4,584.50 4,220.25 364.25 8.1% 59.25 1.3% 83% False False 214,922
80 4,584.50 3,856.50 728.00 16.1% 68.25 1.5% 92% False False 161,351
100 4,584.50 3,856.50 728.00 16.1% 79.75 1.8% 92% False False 129,121
120 4,692.25 3,856.50 835.75 18.5% 78.00 1.7% 80% False False 107,608
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,659.00
2.618 4,608.75
1.618 4,578.00
1.000 4,559.00
0.618 4,547.25
HIGH 4,528.25
0.618 4,516.50
0.500 4,513.00
0.382 4,509.25
LOW 4,497.50
0.618 4,478.50
1.000 4,466.75
1.618 4,447.75
2.618 4,417.00
4.250 4,366.75
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 4,520.50 4,514.75
PP 4,516.75 4,505.25
S1 4,513.00 4,496.00

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

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