E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 4,458.75 4,419.25 -39.50 -0.9% 4,511.00
High 4,461.75 4,440.50 -21.25 -0.5% 4,545.50
Low 4,419.25 4,391.75 -27.50 -0.6% 4,446.25
Close 4,426.25 4,425.25 -1.00 0.0% 4,465.75
Range 42.50 48.75 6.25 14.7% 99.25
ATR 50.02 49.93 -0.09 -0.2% 0.00
Volume 115,256 94,710 -20,546 -17.8% 870,477
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,565.50 4,544.00 4,452.00
R3 4,516.75 4,495.25 4,438.75
R2 4,468.00 4,468.00 4,434.25
R1 4,446.50 4,446.50 4,429.75 4,457.25
PP 4,419.25 4,419.25 4,419.25 4,424.50
S1 4,397.75 4,397.75 4,420.75 4,408.50
S2 4,370.50 4,370.50 4,416.25
S3 4,321.75 4,349.00 4,411.75
S4 4,273.00 4,300.25 4,398.50
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,783.50 4,724.00 4,520.25
R3 4,684.25 4,624.75 4,493.00
R2 4,585.00 4,585.00 4,484.00
R1 4,525.50 4,525.50 4,474.75 4,505.50
PP 4,485.75 4,485.75 4,485.75 4,476.00
S1 4,426.25 4,426.25 4,456.75 4,406.50
S2 4,386.50 4,386.50 4,447.50
S3 4,287.25 4,327.00 4,438.50
S4 4,188.00 4,227.75 4,411.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,530.25 4,391.75 138.50 3.1% 43.00 1.0% 24% False True 152,058
10 4,545.50 4,391.75 153.75 3.5% 42.25 1.0% 22% False True 167,965
20 4,545.50 4,280.75 264.75 6.0% 48.25 1.1% 55% False False 197,319
40 4,584.50 4,271.00 313.50 7.1% 56.25 1.3% 49% False False 221,576
60 4,584.50 4,271.00 313.50 7.1% 56.50 1.3% 49% False False 217,280
80 4,584.50 4,076.50 508.00 11.5% 60.00 1.4% 69% False False 182,302
100 4,584.50 3,856.50 728.00 16.5% 69.75 1.6% 78% False False 145,899
120 4,691.00 3,856.50 834.50 18.9% 75.50 1.7% 68% False False 121,603
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,647.75
2.618 4,568.25
1.618 4,519.50
1.000 4,489.25
0.618 4,470.75
HIGH 4,440.50
0.618 4,422.00
0.500 4,416.00
0.382 4,410.25
LOW 4,391.75
0.618 4,361.50
1.000 4,343.00
1.618 4,312.75
2.618 4,264.00
4.250 4,184.50
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 4,422.25 4,453.00
PP 4,419.25 4,443.75
S1 4,416.00 4,434.50

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

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