E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 4,451.75 4,519.50 67.75 1.5% 4,438.75
High 4,523.25 4,563.50 40.25 0.9% 4,523.25
Low 4,439.75 4,515.75 76.00 1.7% 4,365.75
Close 4,517.25 4,549.50 32.25 0.7% 4,517.25
Range 83.50 47.75 -35.75 -42.8% 157.50
ATR 72.40 70.64 -1.76 -2.4% 0.00
Volume 234,625 182,422 -52,203 -22.2% 873,943
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,686.25 4,665.50 4,575.75
R3 4,638.50 4,617.75 4,562.75
R2 4,590.75 4,590.75 4,558.25
R1 4,570.00 4,570.00 4,554.00 4,580.50
PP 4,543.00 4,543.00 4,543.00 4,548.00
S1 4,522.25 4,522.25 4,545.00 4,532.50
S2 4,495.25 4,495.25 4,540.75
S3 4,447.50 4,474.50 4,536.25
S4 4,399.75 4,426.75 4,523.25
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,941.25 4,886.75 4,604.00
R3 4,783.75 4,729.25 4,560.50
R2 4,626.25 4,626.25 4,546.00
R1 4,571.75 4,571.75 4,531.75 4,599.00
PP 4,468.75 4,468.75 4,468.75 4,482.50
S1 4,414.25 4,414.25 4,502.75 4,441.50
S2 4,311.25 4,311.25 4,488.50
S3 4,153.75 4,256.75 4,474.00
S4 3,996.25 4,099.25 4,430.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,563.50 4,365.75 197.75 4.3% 62.75 1.4% 93% True False 211,273
10 4,563.50 4,167.75 395.75 8.7% 76.50 1.7% 96% True False 240,751
20 4,563.50 4,167.75 395.75 8.7% 75.00 1.6% 96% True False 256,716
40 4,563.50 4,167.75 395.75 8.7% 62.50 1.4% 96% True False 136,988
60 4,576.50 4,167.75 408.75 9.0% 61.50 1.3% 93% False False 91,364
80 4,576.50 4,167.75 408.75 9.0% 59.25 1.3% 93% False False 68,544
100 4,576.50 4,101.75 474.75 10.4% 54.75 1.2% 94% False False 54,838
120 4,576.50 3,902.00 674.50 14.8% 52.00 1.1% 96% False False 45,698
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 14.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,766.50
2.618 4,688.50
1.618 4,640.75
1.000 4,611.25
0.618 4,593.00
HIGH 4,563.50
0.618 4,545.25
0.500 4,539.50
0.382 4,534.00
LOW 4,515.75
0.618 4,486.25
1.000 4,468.00
1.618 4,438.50
2.618 4,390.75
4.250 4,312.75
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 4,546.25 4,531.50
PP 4,543.00 4,513.50
S1 4,539.50 4,495.50

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

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