E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 4,658.50 4,691.25 32.75 0.7% 4,580.00
High 4,688.25 4,714.00 25.75 0.5% 4,664.50
Low 4,641.00 4,676.75 35.75 0.8% 4,577.00
Close 4,663.75 4,707.75 44.00 0.9% 4,657.25
Range 47.25 37.25 -10.00 -21.2% 87.50
ATR 53.97 53.71 -0.27 -0.5% 0.00
Volume 209,762 230,410 20,648 9.8% 865,681
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,811.25 4,796.75 4,728.25
R3 4,774.00 4,759.50 4,718.00
R2 4,736.75 4,736.75 4,714.50
R1 4,722.25 4,722.25 4,711.25 4,729.50
PP 4,699.50 4,699.50 4,699.50 4,703.00
S1 4,685.00 4,685.00 4,704.25 4,692.25
S2 4,662.25 4,662.25 4,701.00
S3 4,625.00 4,647.75 4,697.50
S4 4,587.75 4,610.50 4,687.25
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,895.50 4,863.75 4,705.50
R3 4,808.00 4,776.25 4,681.25
R2 4,720.50 4,720.50 4,673.25
R1 4,688.75 4,688.75 4,665.25 4,704.50
PP 4,633.00 4,633.00 4,633.00 4,640.75
S1 4,601.25 4,601.25 4,649.25 4,617.00
S2 4,545.50 4,545.50 4,641.25
S3 4,458.00 4,513.75 4,633.25
S4 4,370.50 4,426.25 4,609.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,714.00 4,626.75 87.25 1.9% 36.50 0.8% 93% True False 184,252
10 4,714.00 4,542.00 172.00 3.7% 42.75 0.9% 96% True False 181,559
20 4,714.00 4,268.25 445.75 9.5% 52.25 1.1% 99% True False 196,586
40 4,714.00 4,167.75 546.25 11.6% 57.75 1.2% 99% True False 191,754
60 4,714.00 4,167.75 546.25 11.6% 57.25 1.2% 99% True False 127,940
80 4,714.00 4,167.75 546.25 11.6% 58.00 1.2% 99% True False 95,975
100 4,714.00 4,167.75 546.25 11.6% 55.25 1.2% 99% True False 76,794
120 4,714.00 3,902.00 812.00 17.2% 51.25 1.1% 99% True False 63,996
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 10.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,872.25
2.618 4,811.50
1.618 4,774.25
1.000 4,751.25
0.618 4,737.00
HIGH 4,714.00
0.618 4,699.75
0.500 4,695.50
0.382 4,691.00
LOW 4,676.75
0.618 4,653.75
1.000 4,639.50
1.618 4,616.50
2.618 4,579.25
4.250 4,518.50
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 4,703.50 4,697.75
PP 4,699.50 4,687.50
S1 4,695.50 4,677.50

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

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