E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 4,406.00 4,434.75 28.75 0.7% 4,250.00
High 4,440.50 4,461.25 20.75 0.5% 4,446.25
Low 4,365.75 4,427.50 61.75 1.4% 4,167.75
Close 4,439.50 4,452.25 12.75 0.3% 4,433.25
Range 74.75 33.75 -41.00 -54.8% 278.50
ATR 74.45 71.55 -2.91 -3.9% 0.00
Volume 253,791 184,871 -68,920 -27.2% 1,351,151
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,548.25 4,534.00 4,470.75
R3 4,514.50 4,500.25 4,461.50
R2 4,480.75 4,480.75 4,458.50
R1 4,466.50 4,466.50 4,455.25 4,473.50
PP 4,447.00 4,447.00 4,447.00 4,450.50
S1 4,432.75 4,432.75 4,449.25 4,440.00
S2 4,413.25 4,413.25 4,446.00
S3 4,379.50 4,399.00 4,443.00
S4 4,345.75 4,365.25 4,433.75
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 4,461.25 4,338.50 122.75 2.8% 63.00 1.4% 93% True False 211,787
10 4,494.00 4,167.75 326.25 7.3% 96.50 2.2% 87% False False 268,261
20 4,514.25 4,167.75 346.50 7.8% 73.25 1.6% 82% False False 251,409
40 4,537.25 4,167.75 369.50 8.3% 62.25 1.4% 77% False False 126,568
60 4,576.50 4,167.75 408.75 9.2% 60.75 1.4% 70% False False 84,416
80 4,576.50 4,167.75 408.75 9.2% 58.75 1.3% 70% False False 63,332
100 4,576.50 4,081.25 495.25 11.1% 53.75 1.2% 75% False False 50,667
120 4,576.50 3,902.00 674.50 15.1% 52.00 1.2% 82% False False 42,223
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 14.48
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,604.75
2.618 4,549.50
1.618 4,515.75
1.000 4,495.00
0.618 4,482.00
HIGH 4,461.25
0.618 4,448.25
0.500 4,444.50
0.382 4,440.50
LOW 4,427.50
0.618 4,406.75
1.000 4,393.75
1.618 4,373.00
2.618 4,339.25
4.250 4,284.00
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 4,449.50 4,439.25
PP 4,447.00 4,426.50
S1 4,444.50 4,413.50

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

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