E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 4,609.00 4,654.00 45.00 1.0% 4,519.50
High 4,659.00 4,662.25 3.25 0.1% 4,608.25
Low 4,597.75 4,626.75 29.00 0.6% 4,515.75
Close 4,650.50 4,638.25 -12.25 -0.3% 4,579.25
Range 61.25 35.50 -25.75 -42.0% 92.50
ATR 60.03 58.27 -1.75 -2.9% 0.00
Volume 182,311 181,960 -351 -0.2% 926,136
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,749.00 4,729.00 4,657.75
R3 4,713.50 4,693.50 4,648.00
R2 4,678.00 4,678.00 4,644.75
R1 4,658.00 4,658.00 4,641.50 4,650.25
PP 4,642.50 4,642.50 4,642.50 4,638.50
S1 4,622.50 4,622.50 4,635.00 4,614.75
S2 4,607.00 4,607.00 4,631.75
S3 4,571.50 4,587.00 4,628.50
S4 4,536.00 4,551.50 4,618.75
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,845.25 4,804.75 4,630.00
R3 4,752.75 4,712.25 4,604.75
R2 4,660.25 4,660.25 4,596.25
R1 4,619.75 4,619.75 4,587.75 4,640.00
PP 4,567.75 4,567.75 4,567.75 4,578.00
S1 4,527.25 4,527.25 4,570.75 4,547.50
S2 4,475.25 4,475.25 4,562.25
S3 4,382.75 4,434.75 4,553.75
S4 4,290.25 4,342.25 4,528.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,662.25 4,542.00 120.25 2.6% 45.25 1.0% 80% True False 176,884
10 4,662.25 4,439.75 222.50 4.8% 47.25 1.0% 89% True False 187,346
20 4,662.25 4,167.75 494.50 10.7% 72.00 1.6% 95% True False 227,803
40 4,662.25 4,167.75 494.50 10.7% 57.50 1.2% 95% True False 173,340
60 4,662.25 4,167.75 494.50 10.7% 59.75 1.3% 95% True False 115,627
80 4,662.25 4,167.75 494.50 10.7% 58.75 1.3% 95% True False 86,744
100 4,662.25 4,167.75 494.50 10.7% 55.50 1.2% 95% True False 69,402
120 4,662.25 3,902.00 760.25 16.4% 51.25 1.1% 97% True False 57,835
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 8.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,813.00
2.618 4,755.25
1.618 4,719.75
1.000 4,697.75
0.618 4,684.25
HIGH 4,662.25
0.618 4,648.75
0.500 4,644.50
0.382 4,640.25
LOW 4,626.75
0.618 4,604.75
1.000 4,591.25
1.618 4,569.25
2.618 4,533.75
4.250 4,476.00
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 4,644.50 4,634.00
PP 4,642.50 4,629.50
S1 4,640.25 4,625.25

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

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