E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 4,780.50 4,793.50 13.00 0.3% 4,737.50
High 4,807.75 4,800.25 -7.50 -0.2% 4,797.75
Low 4,777.50 4,767.25 -10.25 -0.2% 4,681.75
Close 4,791.75 4,781.50 -10.25 -0.2% 4,783.00
Range 30.25 33.00 2.75 9.1% 116.00
ATR 47.39 46.36 -1.03 -2.2% 0.00
Volume 134,336 141,495 7,159 5.3% 980,203
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,882.00 4,864.75 4,799.75
R3 4,849.00 4,831.75 4,790.50
R2 4,816.00 4,816.00 4,787.50
R1 4,798.75 4,798.75 4,784.50 4,791.00
PP 4,783.00 4,783.00 4,783.00 4,779.00
S1 4,765.75 4,765.75 4,778.50 4,758.00
S2 4,750.00 4,750.00 4,775.50
S3 4,717.00 4,732.75 4,772.50
S4 4,684.00 4,699.75 4,763.25
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 4,807.75 4,715.00 92.75 1.9% 37.00 0.8% 72% False False 151,369
10 4,807.75 4,681.75 126.00 2.6% 40.25 0.8% 79% False False 181,558
20 4,807.75 4,542.00 265.75 5.6% 41.50 0.9% 90% False False 181,558
40 4,807.75 4,167.75 640.00 13.4% 57.50 1.2% 96% False False 212,602
60 4,807.75 4,167.75 640.00 13.4% 54.00 1.1% 96% False False 158,175
80 4,807.75 4,167.75 640.00 13.4% 56.00 1.2% 96% False False 118,663
100 4,807.75 4,167.75 640.00 13.4% 55.50 1.2% 96% False False 94,947
120 4,807.75 4,101.75 706.00 14.8% 53.00 1.1% 96% False False 79,126
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,940.50
2.618 4,886.75
1.618 4,853.75
1.000 4,833.25
0.618 4,820.75
HIGH 4,800.25
0.618 4,787.75
0.500 4,783.75
0.382 4,779.75
LOW 4,767.25
0.618 4,746.75
1.000 4,734.25
1.618 4,713.75
2.618 4,680.75
4.250 4,627.00
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 4,783.75 4,787.00
PP 4,783.00 4,785.25
S1 4,782.25 4,783.25

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

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