E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 4,326.75 4,307.50 -19.25 -0.4% 4,466.00
High 4,333.75 4,334.50 0.75 0.0% 4,479.25
Low 4,284.25 4,285.75 1.50 0.0% 4,290.00
Close 4,302.50 4,292.75 -9.75 -0.2% 4,324.25
Range 49.50 48.75 -0.75 -1.5% 189.25
ATR 60.22 59.40 -0.82 -1.4% 0.00
Volume 71 166 95 133.8% 535
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 4,450.50 4,420.50 4,319.50
R3 4,401.75 4,371.75 4,306.25
R2 4,353.00 4,353.00 4,301.75
R1 4,323.00 4,323.00 4,297.25 4,313.50
PP 4,304.25 4,304.25 4,304.25 4,299.75
S1 4,274.25 4,274.25 4,288.25 4,265.00
S2 4,255.50 4,255.50 4,283.75
S3 4,206.75 4,225.50 4,279.25
S4 4,158.00 4,176.75 4,266.00
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 4,932.25 4,817.50 4,428.25
R3 4,743.00 4,628.25 4,376.25
R2 4,553.75 4,553.75 4,359.00
R1 4,439.00 4,439.00 4,341.50 4,401.75
PP 4,364.50 4,364.50 4,364.50 4,346.00
S1 4,249.75 4,249.75 4,307.00 4,212.50
S2 4,175.25 4,175.25 4,289.50
S3 3,986.00 4,060.50 4,272.25
S4 3,796.75 3,871.25 4,220.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,383.00 4,284.25 98.75 2.3% 60.25 1.4% 9% False False 115
10 4,495.00 4,284.25 210.75 4.9% 62.00 1.4% 4% False False 109
20 4,576.50 4,284.25 292.25 6.8% 58.50 1.4% 3% False False 93
40 4,576.50 4,230.00 346.50 8.1% 54.00 1.3% 18% False False 84
60 4,576.50 3,902.00 674.50 15.7% 46.75 1.1% 58% False False 58
80 4,576.50 3,902.00 674.50 15.7% 49.25 1.2% 58% False False 44
100 4,681.75 3,902.00 779.75 18.2% 47.25 1.1% 50% False False 35
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.28
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,541.75
2.618 4,462.25
1.618 4,413.50
1.000 4,383.25
0.618 4,364.75
HIGH 4,334.50
0.618 4,316.00
0.500 4,310.00
0.382 4,304.25
LOW 4,285.75
0.618 4,255.50
1.000 4,237.00
1.618 4,206.75
2.618 4,158.00
4.250 4,078.50
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 4,310.00 4,324.75
PP 4,304.25 4,314.00
S1 4,298.50 4,303.50

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

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