E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 4,281.25 4,375.00 93.75 2.2% 4,383.00
High 4,380.00 4,410.50 30.50 0.7% 4,494.00
Low 4,268.25 4,338.50 70.25 1.6% 4,234.50
Close 4,362.75 4,407.00 44.25 1.0% 4,262.25
Range 111.75 72.00 -39.75 -35.6% 259.50
ATR 75.85 75.58 -0.28 -0.4% 0.00
Volume 260,013 242,965 -17,048 -6.6% 1,272,750
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 4,601.25 4,576.25 4,446.50
R3 4,529.25 4,504.25 4,426.75
R2 4,457.25 4,457.25 4,420.25
R1 4,432.25 4,432.25 4,413.50 4,444.75
PP 4,385.25 4,385.25 4,385.25 4,391.50
S1 4,360.25 4,360.25 4,400.50 4,372.75
S2 4,313.25 4,313.25 4,393.75
S3 4,241.25 4,288.25 4,387.25
S4 4,169.25 4,216.25 4,367.50
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 7.4% 130.25 3.0% 73% False False 334,369
10 4,494.00 4,167.75 326.25 7.4% 92.50 2.1% 73% False False 269,800
20 4,537.25 4,167.75 369.50 8.4% 68.50 1.6% 65% False False 211,903
40 4,537.25 4,167.75 369.50 8.4% 61.75 1.4% 65% False False 106,186
60 4,576.50 4,167.75 408.75 9.3% 61.25 1.4% 59% False False 70,820
80 4,576.50 4,167.75 408.75 9.3% 57.75 1.3% 59% False False 53,133
100 4,576.50 3,902.00 674.50 15.3% 52.50 1.2% 75% False False 42,508
120 4,576.50 3,902.00 674.50 15.3% 53.50 1.2% 75% False False 35,423
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 11.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,716.50
2.618 4,599.00
1.618 4,527.00
1.000 4,482.50
0.618 4,455.00
HIGH 4,410.50
0.618 4,383.00
0.500 4,374.50
0.382 4,366.00
LOW 4,338.50
0.618 4,294.00
1.000 4,266.50
1.618 4,222.00
2.618 4,150.00
4.250 4,032.50
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 4,396.25 4,369.00
PP 4,385.25 4,331.25
S1 4,374.50 4,293.25

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

View Archives - Comment on this page... - Back to Index of Symbols