E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 4,726.50 4,745.00 18.50 0.4% 4,737.50
High 4,747.00 4,797.75 50.75 1.1% 4,797.75
Low 4,715.00 4,742.50 27.50 0.6% 4,681.75
Close 4,743.75 4,783.00 39.25 0.8% 4,783.00
Range 32.00 55.25 23.25 72.7% 116.00
ATR 49.38 49.80 0.42 0.8% 0.00
Volume 167,881 180,947 13,066 7.8% 980,203
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,940.25 4,916.75 4,813.50
R3 4,885.00 4,861.50 4,798.25
R2 4,829.75 4,829.75 4,793.25
R1 4,806.25 4,806.25 4,788.00 4,818.00
PP 4,774.50 4,774.50 4,774.50 4,780.25
S1 4,751.00 4,751.00 4,778.00 4,762.75
S2 4,719.25 4,719.25 4,772.75
S3 4,664.00 4,695.75 4,767.75
S4 4,608.75 4,640.50 4,752.50
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,102.25 5,058.50 4,846.75
R3 4,986.25 4,942.50 4,815.00
R2 4,870.25 4,870.25 4,804.25
R1 4,826.50 4,826.50 4,793.75 4,848.50
PP 4,754.25 4,754.25 4,754.25 4,765.00
S1 4,710.50 4,710.50 4,772.25 4,732.50
S2 4,638.25 4,638.25 4,761.75
S3 4,522.25 4,594.50 4,751.00
S4 4,406.25 4,478.50 4,719.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,797.75 4,681.75 116.00 2.4% 47.00 1.0% 87% True False 196,040
10 4,797.75 4,641.00 156.75 3.3% 41.50 0.9% 91% True False 199,389
20 4,797.75 4,515.75 282.00 5.9% 42.00 0.9% 95% True False 189,285
40 4,797.75 4,167.75 630.00 13.2% 59.00 1.2% 98% True False 224,673
60 4,797.75 4,167.75 630.00 13.2% 56.00 1.2% 98% True False 151,382
80 4,797.75 4,167.75 630.00 13.2% 56.25 1.2% 98% True False 113,565
100 4,797.75 4,167.75 630.00 13.2% 56.00 1.2% 98% True False 90,868
120 4,797.75 4,101.75 696.00 14.6% 52.50 1.1% 98% True False 75,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,032.50
2.618 4,942.50
1.618 4,887.25
1.000 4,853.00
0.618 4,832.00
HIGH 4,797.75
0.618 4,776.75
0.500 4,770.00
0.382 4,763.50
LOW 4,742.50
0.618 4,708.25
1.000 4,687.25
1.618 4,653.00
2.618 4,597.75
4.250 4,507.75
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 4,778.75 4,771.25
PP 4,774.50 4,759.50
S1 4,770.00 4,748.00

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

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