E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 4,438.75 4,406.00 -32.75 -0.7% 4,250.00
High 4,451.50 4,440.50 -11.00 -0.2% 4,446.25
Low 4,377.50 4,365.75 -11.75 -0.3% 4,167.75
Close 4,404.00 4,439.50 35.50 0.8% 4,433.25
Range 74.00 74.75 0.75 1.0% 278.50
ATR 74.43 74.45 0.02 0.0% 0.00
Volume 200,656 253,791 53,135 26.5% 1,351,151
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,639.50 4,614.25 4,480.50
R3 4,564.75 4,539.50 4,460.00
R2 4,490.00 4,490.00 4,453.25
R1 4,464.75 4,464.75 4,446.25 4,477.50
PP 4,415.25 4,415.25 4,415.25 4,421.50
S1 4,390.00 4,390.00 4,432.75 4,402.50
S2 4,340.50 4,340.50 4,425.75
S3 4,265.75 4,315.25 4,419.00
S4 4,191.00 4,240.50 4,398.50
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 4,451.50 4,268.25 183.25 4.1% 78.50 1.8% 93% False False 226,816
10 4,494.00 4,167.75 326.25 7.3% 97.50 2.2% 83% False False 268,840
20 4,522.25 4,167.75 354.50 8.0% 72.75 1.6% 77% False False 242,991
40 4,537.25 4,167.75 369.50 8.3% 63.25 1.4% 74% False False 121,949
60 4,576.50 4,167.75 408.75 9.2% 61.25 1.4% 66% False False 81,336
80 4,576.50 4,167.75 408.75 9.2% 58.50 1.3% 66% False False 61,021
100 4,576.50 3,995.00 581.50 13.1% 53.50 1.2% 76% False False 48,819
120 4,576.50 3,902.00 674.50 15.2% 52.75 1.2% 80% False False 40,682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 14.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,758.25
2.618 4,636.25
1.618 4,561.50
1.000 4,515.25
0.618 4,486.75
HIGH 4,440.50
0.618 4,412.00
0.500 4,403.00
0.382 4,394.25
LOW 4,365.75
0.618 4,319.50
1.000 4,291.00
1.618 4,244.75
2.618 4,170.00
4.250 4,048.00
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 4,427.50 4,429.25
PP 4,415.25 4,419.00
S1 4,403.00 4,408.50

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

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