E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 4,375.00 4,397.00 22.00 0.5% 4,250.00
High 4,410.50 4,446.25 35.75 0.8% 4,446.25
Low 4,338.50 4,386.25 47.75 1.1% 4,167.75
Close 4,407.00 4,433.25 26.25 0.6% 4,433.25
Range 72.00 60.00 -12.00 -16.7% 278.50
ATR 75.58 74.46 -1.11 -1.5% 0.00
Volume 242,965 176,656 -66,309 -27.3% 1,351,151
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,602.00 4,577.50 4,466.25
R3 4,542.00 4,517.50 4,449.75
R2 4,482.00 4,482.00 4,444.25
R1 4,457.50 4,457.50 4,438.75 4,469.75
PP 4,422.00 4,422.00 4,422.00 4,428.00
S1 4,397.50 4,397.50 4,427.75 4,409.75
S2 4,362.00 4,362.00 4,422.25
S3 4,302.00 4,337.50 4,416.75
S4 4,242.00 4,277.50 4,400.25
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,184.50 5,087.50 4,586.50
R3 4,906.00 4,809.00 4,509.75
R2 4,627.50 4,627.50 4,484.25
R1 4,530.50 4,530.50 4,458.75 4,579.00
PP 4,349.00 4,349.00 4,349.00 4,373.50
S1 4,252.00 4,252.00 4,407.75 4,300.50
S2 4,070.50 4,070.50 4,382.25
S3 3,792.00 3,973.50 4,356.75
S4 3,513.50 3,695.00 4,280.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,446.25 4,167.75 278.50 6.3% 90.50 2.0% 95% True False 270,230
10 4,494.00 4,167.75 326.25 7.4% 90.75 2.0% 81% False False 262,390
20 4,537.25 4,167.75 369.50 8.3% 68.75 1.5% 72% False False 220,660
40 4,537.25 4,167.75 369.50 8.3% 62.00 1.4% 72% False False 110,599
60 4,576.50 4,167.75 408.75 9.2% 60.75 1.4% 65% False False 73,763
80 4,576.50 4,167.75 408.75 9.2% 58.00 1.3% 65% False False 55,341
100 4,576.50 3,902.00 674.50 15.2% 52.75 1.2% 79% False False 44,274
120 4,576.50 3,902.00 674.50 15.2% 53.50 1.2% 79% False False 36,895
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 10.68
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,701.25
2.618 4,603.25
1.618 4,543.25
1.000 4,506.25
0.618 4,483.25
HIGH 4,446.25
0.618 4,423.25
0.500 4,416.25
0.382 4,409.25
LOW 4,386.25
0.618 4,349.25
1.000 4,326.25
1.618 4,289.25
2.618 4,229.25
4.250 4,131.25
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 4,427.50 4,408.00
PP 4,422.00 4,382.50
S1 4,416.25 4,357.25

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

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