E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 4,482.75 4,250.00 -232.75 -5.2% 4,383.00
High 4,494.00 4,267.75 -226.25 -5.0% 4,494.00
Low 4,234.50 4,167.75 -66.75 -1.6% 4,234.50
Close 4,262.25 4,178.00 -84.25 -2.0% 4,262.25
Range 259.50 100.00 -159.50 -61.5% 259.50
ATR 68.09 70.37 2.28 3.3% 0.00
Volume 497,350 413,249 -84,101 -16.9% 1,272,750
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,504.50 4,441.25 4,233.00
R3 4,404.50 4,341.25 4,205.50
R2 4,304.50 4,304.50 4,196.25
R1 4,241.25 4,241.25 4,187.25 4,223.00
PP 4,204.50 4,204.50 4,204.50 4,195.25
S1 4,141.25 4,141.25 4,168.75 4,123.00
S2 4,104.50 4,104.50 4,159.75
S3 4,004.50 4,041.25 4,150.50
S4 3,904.50 3,941.25 4,123.00
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 5,108.75 4,945.00 4,405.00
R3 4,849.25 4,685.50 4,333.50
R2 4,589.75 4,589.75 4,309.75
R1 4,426.00 4,426.00 4,286.00 4,378.00
PP 4,330.25 4,330.25 4,330.25 4,306.25
S1 4,166.50 4,166.50 4,238.50 4,118.50
S2 4,070.75 4,070.75 4,214.75
S3 3,811.25 3,907.00 4,191.00
S4 3,551.75 3,647.50 4,119.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,494.00 4,167.75 326.25 7.8% 100.25 2.4% 3% False True 298,115
10 4,494.00 4,167.75 326.25 7.8% 79.00 1.9% 3% False True 282,170
20 4,537.25 4,167.75 369.50 8.8% 59.50 1.4% 3% False True 174,069
40 4,537.25 4,167.75 369.50 8.8% 58.25 1.4% 3% False True 87,163
60 4,576.50 4,167.75 408.75 9.8% 59.00 1.4% 3% False True 58,135
80 4,576.50 4,167.75 408.75 9.8% 55.00 1.3% 3% False True 43,618
100 4,576.50 3,902.00 674.50 16.1% 50.25 1.2% 41% False False 34,895
120 4,576.50 3,902.00 674.50 16.1% 52.25 1.3% 41% False False 29,079
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 12.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,692.75
2.618 4,529.50
1.618 4,429.50
1.000 4,367.75
0.618 4,329.50
HIGH 4,267.75
0.618 4,229.50
0.500 4,217.75
0.382 4,206.00
LOW 4,167.75
0.618 4,106.00
1.000 4,067.75
1.618 4,006.00
2.618 3,906.00
4.250 3,742.75
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 4,217.75 4,331.00
PP 4,204.50 4,280.00
S1 4,191.25 4,229.00

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

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