E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 4,519.50 4,552.75 33.25 0.7% 4,438.75
High 4,563.50 4,582.00 18.50 0.4% 4,523.25
Low 4,515.75 4,546.75 31.00 0.7% 4,365.75
Close 4,549.50 4,569.75 20.25 0.4% 4,517.25
Range 47.75 35.25 -12.50 -26.2% 157.50
ATR 70.64 68.11 -2.53 -3.6% 0.00
Volume 182,422 190,097 7,675 4.2% 873,943
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,672.00 4,656.00 4,589.25
R3 4,636.75 4,620.75 4,579.50
R2 4,601.50 4,601.50 4,576.25
R1 4,585.50 4,585.50 4,573.00 4,593.50
PP 4,566.25 4,566.25 4,566.25 4,570.00
S1 4,550.25 4,550.25 4,566.50 4,558.25
S2 4,531.00 4,531.00 4,563.25
S3 4,495.75 4,515.00 4,560.00
S4 4,460.50 4,479.75 4,550.25
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 4,582.00 4,365.75 216.25 4.7% 55.00 1.2% 94% True False 209,161
10 4,582.00 4,176.00 406.00 8.9% 70.00 1.5% 97% True False 218,436
20 4,582.00 4,167.75 414.25 9.1% 74.50 1.6% 97% True False 250,303
40 4,582.00 4,167.75 414.25 9.1% 62.00 1.4% 97% True False 141,737
60 4,582.00 4,167.75 414.25 9.1% 61.50 1.3% 97% True False 94,532
80 4,582.00 4,167.75 414.25 9.1% 59.00 1.3% 97% True False 70,920
100 4,582.00 4,101.75 480.25 10.5% 55.25 1.2% 97% True False 56,739
120 4,582.00 3,902.00 680.00 14.9% 51.25 1.1% 98% True False 47,282
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 13.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,731.75
2.618 4,674.25
1.618 4,639.00
1.000 4,617.25
0.618 4,603.75
HIGH 4,582.00
0.618 4,568.50
0.500 4,564.50
0.382 4,560.25
LOW 4,546.75
0.618 4,525.00
1.000 4,511.50
1.618 4,489.75
2.618 4,454.50
4.250 4,397.00
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 4,568.00 4,550.00
PP 4,566.25 4,530.50
S1 4,564.50 4,511.00

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

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