E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 4,292.25 4,323.75 31.50 0.7% 4,324.25
High 4,325.75 4,347.75 22.00 0.5% 4,370.50
Low 4,265.00 4,311.25 46.25 1.1% 4,265.00
Close 4,320.50 4,328.25 7.75 0.2% 4,320.50
Range 60.75 36.50 -24.25 -39.9% 105.50
ATR 59.50 57.86 -1.64 -2.8% 0.00
Volume 325 103 -222 -68.3% 797
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 4,438.50 4,420.00 4,348.25
R3 4,402.00 4,383.50 4,338.25
R2 4,365.50 4,365.50 4,335.00
R1 4,347.00 4,347.00 4,331.50 4,356.25
PP 4,329.00 4,329.00 4,329.00 4,333.75
S1 4,310.50 4,310.50 4,325.00 4,319.75
S2 4,292.50 4,292.50 4,321.50
S3 4,256.00 4,274.00 4,318.25
S4 4,219.50 4,237.50 4,308.25
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 4,635.25 4,583.25 4,378.50
R3 4,529.75 4,477.75 4,349.50
R2 4,424.25 4,424.25 4,339.75
R1 4,372.25 4,372.25 4,330.25 4,345.50
PP 4,318.75 4,318.75 4,318.75 4,305.25
S1 4,266.75 4,266.75 4,310.75 4,240.00
S2 4,213.25 4,213.25 4,301.25
S3 4,107.75 4,161.25 4,291.50
S4 4,002.25 4,055.75 4,262.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,365.25 4,265.00 100.25 2.3% 49.50 1.1% 63% False False 161
10 4,479.25 4,265.00 214.25 5.0% 61.00 1.4% 30% False False 136
20 4,576.50 4,265.00 311.50 7.2% 57.75 1.3% 20% False False 109
40 4,576.50 4,265.00 311.50 7.2% 53.75 1.2% 20% False False 94
60 4,576.50 3,995.00 581.50 13.4% 47.00 1.1% 57% False False 65
80 4,576.50 3,902.00 674.50 15.6% 47.50 1.1% 63% False False 49
100 4,681.75 3,902.00 779.75 18.0% 47.75 1.1% 55% False False 39
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 12.88
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,503.00
2.618 4,443.25
1.618 4,406.75
1.000 4,384.25
0.618 4,370.25
HIGH 4,347.75
0.618 4,333.75
0.500 4,329.50
0.382 4,325.25
LOW 4,311.25
0.618 4,288.75
1.000 4,274.75
1.618 4,252.25
2.618 4,215.75
4.250 4,156.00
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 4,329.50 4,321.00
PP 4,329.00 4,313.75
S1 4,328.75 4,306.50

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

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