E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 4,530.25 4,511.00 -19.25 -0.4% 4,518.25
High 4,538.75 4,536.50 -2.25 0.0% 4,538.75
Low 4,478.75 4,504.00 25.25 0.6% 4,478.75
Close 4,509.00 4,525.50 16.50 0.4% 4,509.00
Range 60.00 32.50 -27.50 -45.8% 60.00
ATR 55.35 53.72 -1.63 -2.9% 0.00
Volume 225,458 164,530 -60,928 -27.0% 808,821
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,619.50 4,605.00 4,543.50
R3 4,587.00 4,572.50 4,534.50
R2 4,554.50 4,554.50 4,531.50
R1 4,540.00 4,540.00 4,528.50 4,547.25
PP 4,522.00 4,522.00 4,522.00 4,525.50
S1 4,507.50 4,507.50 4,522.50 4,514.75
S2 4,489.50 4,489.50 4,519.50
S3 4,457.00 4,475.00 4,516.50
S4 4,424.50 4,442.50 4,507.50
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,688.75 4,659.00 4,542.00
R3 4,628.75 4,599.00 4,525.50
R2 4,568.75 4,568.75 4,520.00
R1 4,539.00 4,539.00 4,514.50 4,524.00
PP 4,508.75 4,508.75 4,508.75 4,501.25
S1 4,479.00 4,479.00 4,503.50 4,464.00
S2 4,448.75 4,448.75 4,498.00
S3 4,388.75 4,419.00 4,492.50
S4 4,328.75 4,359.00 4,476.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,538.75 4,478.75 60.00 1.3% 41.00 0.9% 78% False False 194,670
10 4,538.75 4,341.75 197.00 4.4% 44.75 1.0% 93% False False 195,132
20 4,538.75 4,280.75 258.00 5.7% 55.00 1.2% 95% False False 217,974
40 4,584.50 4,271.00 313.50 6.9% 58.25 1.3% 81% False False 229,671
60 4,584.50 4,271.00 313.50 6.9% 57.50 1.3% 81% False False 225,974
80 4,584.50 3,856.50 728.00 16.1% 63.50 1.4% 92% False False 170,882
100 4,584.50 3,856.50 728.00 16.1% 76.75 1.7% 92% False False 136,752
120 4,691.00 3,856.50 834.50 18.4% 77.00 1.7% 80% False False 113,972
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,674.50
2.618 4,621.50
1.618 4,589.00
1.000 4,569.00
0.618 4,556.50
HIGH 4,536.50
0.618 4,524.00
0.500 4,520.25
0.382 4,516.50
LOW 4,504.00
0.618 4,484.00
1.000 4,471.50
1.618 4,451.50
2.618 4,419.00
4.250 4,366.00
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 4,523.75 4,520.00
PP 4,522.00 4,514.25
S1 4,520.25 4,508.75

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

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