E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 4,424.00 4,409.75 -14.25 -0.3% 4,511.00
High 4,444.00 4,429.00 -15.00 -0.3% 4,545.50
Low 4,404.25 4,361.00 -43.25 -1.0% 4,446.25
Close 4,412.75 4,424.75 12.00 0.3% 4,465.75
Range 39.75 68.00 28.25 71.1% 99.25
ATR 49.20 50.55 1.34 2.7% 0.00
Volume 68,451 49,749 -18,702 -27.3% 870,477
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,609.00 4,584.75 4,462.25
R3 4,541.00 4,516.75 4,443.50
R2 4,473.00 4,473.00 4,437.25
R1 4,448.75 4,448.75 4,431.00 4,461.00
PP 4,405.00 4,405.00 4,405.00 4,411.00
S1 4,380.75 4,380.75 4,418.50 4,393.00
S2 4,337.00 4,337.00 4,412.25
S3 4,269.00 4,312.75 4,406.00
S4 4,201.00 4,244.75 4,387.25
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 4,514.25 4,361.00 153.25 3.5% 53.50 1.2% 42% False True 93,899
10 4,545.50 4,361.00 184.50 4.2% 45.00 1.0% 35% False True 142,410
20 4,545.50 4,280.75 264.75 6.0% 46.50 1.0% 54% False False 175,118
40 4,551.75 4,271.00 280.75 6.3% 55.75 1.3% 55% False False 213,282
60 4,584.50 4,271.00 313.50 7.1% 56.75 1.3% 49% False False 213,251
80 4,584.50 4,076.50 508.00 11.5% 59.50 1.3% 69% False False 183,766
100 4,584.50 3,856.50 728.00 16.5% 68.00 1.5% 78% False False 147,074
120 4,691.00 3,856.50 834.50 18.9% 75.75 1.7% 68% False False 122,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 10.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,718.00
2.618 4,607.00
1.618 4,539.00
1.000 4,497.00
0.618 4,471.00
HIGH 4,429.00
0.618 4,403.00
0.500 4,395.00
0.382 4,387.00
LOW 4,361.00
0.618 4,319.00
1.000 4,293.00
1.618 4,251.00
2.618 4,183.00
4.250 4,072.00
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 4,414.75 4,417.25
PP 4,405.00 4,410.00
S1 4,395.00 4,402.50

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

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