E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 4,524.50 4,512.50 -12.00 -0.3% 4,518.25
High 4,545.50 4,530.25 -15.25 -0.3% 4,538.75
Low 4,511.25 4,504.00 -7.25 -0.2% 4,478.75
Close 4,514.25 4,519.00 4.75 0.1% 4,509.00
Range 34.25 26.25 -8.00 -23.4% 60.00
ATR 52.33 50.46 -1.86 -3.6% 0.00
Volume 155,623 172,285 16,662 10.7% 808,821
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,596.50 4,584.00 4,533.50
R3 4,570.25 4,557.75 4,526.25
R2 4,544.00 4,544.00 4,523.75
R1 4,531.50 4,531.50 4,521.50 4,537.75
PP 4,517.75 4,517.75 4,517.75 4,521.00
S1 4,505.25 4,505.25 4,516.50 4,511.50
S2 4,491.50 4,491.50 4,514.25
S3 4,465.25 4,479.00 4,511.75
S4 4,439.00 4,452.75 4,504.50
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 4,545.50 4,478.75 66.75 1.5% 40.00 0.9% 60% False False 179,436
10 4,545.50 4,443.00 102.50 2.3% 36.75 0.8% 74% False False 187,241
20 4,545.50 4,280.75 264.75 5.9% 52.25 1.2% 90% False False 213,810
40 4,584.50 4,271.00 313.50 6.9% 56.25 1.2% 79% False False 225,474
60 4,584.50 4,271.00 313.50 6.9% 56.50 1.3% 79% False False 224,474
80 4,584.50 4,021.25 563.25 12.5% 62.00 1.4% 88% False False 174,976
100 4,584.50 3,856.50 728.00 16.1% 73.75 1.6% 91% False False 140,029
120 4,691.00 3,856.50 834.50 18.5% 76.50 1.7% 79% False False 116,705
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.15
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,641.75
2.618 4,599.00
1.618 4,572.75
1.000 4,556.50
0.618 4,546.50
HIGH 4,530.25
0.618 4,520.25
0.500 4,517.00
0.382 4,514.00
LOW 4,504.00
0.618 4,487.75
1.000 4,477.75
1.618 4,461.50
2.618 4,435.25
4.250 4,392.50
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 4,518.50 4,524.75
PP 4,517.75 4,522.75
S1 4,517.00 4,521.00

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

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