E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 4,786.50 4,783.50 -3.00 -0.1% 4,809.25
High 4,794.00 4,817.50 23.50 0.5% 4,836.75
Low 4,768.25 4,757.25 -11.00 -0.2% 4,757.25
Close 4,782.25 4,785.75 3.50 0.1% 4,785.75
Range 25.75 60.25 34.50 134.0% 79.50
ATR 38.07 39.66 1.58 4.2% 0.00
Volume 194,394 281,261 86,867 44.7% 1,022,972
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,967.50 4,937.00 4,819.00
R3 4,907.25 4,876.75 4,802.25
R2 4,847.00 4,847.00 4,796.75
R1 4,816.50 4,816.50 4,791.25 4,831.75
PP 4,786.75 4,786.75 4,786.75 4,794.50
S1 4,756.25 4,756.25 4,780.25 4,771.50
S2 4,726.50 4,726.50 4,774.75
S3 4,666.25 4,696.00 4,769.25
S4 4,606.00 4,635.75 4,752.50
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,031.75 4,988.25 4,829.50
R3 4,952.25 4,908.75 4,807.50
R2 4,872.75 4,872.75 4,800.25
R1 4,829.25 4,829.25 4,793.00 4,811.25
PP 4,793.25 4,793.25 4,793.25 4,784.25
S1 4,749.75 4,749.75 4,778.50 4,731.75
S2 4,713.75 4,713.75 4,771.25
S3 4,634.25 4,670.25 4,764.00
S4 4,554.75 4,590.75 4,742.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,836.75 4,757.25 79.50 1.7% 39.25 0.8% 36% False True 204,594
10 4,836.75 4,757.25 79.50 1.7% 34.50 0.7% 36% False True 185,060
20 4,836.75 4,681.75 155.00 3.2% 36.75 0.8% 67% False False 175,919
40 4,836.75 4,365.75 471.00 9.8% 41.75 0.9% 89% False False 184,362
60 4,836.75 4,167.75 669.00 14.0% 50.50 1.1% 92% False False 193,542
80 4,836.75 4,167.75 669.00 14.0% 51.75 1.1% 92% False False 145,274
100 4,836.75 4,167.75 669.00 14.0% 53.50 1.1% 92% False False 116,237
120 4,836.75 4,167.75 669.00 14.0% 52.25 1.1% 92% False False 96,876
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.60
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5,073.50
2.618 4,975.25
1.618 4,915.00
1.000 4,877.75
0.618 4,854.75
HIGH 4,817.50
0.618 4,794.50
0.500 4,787.50
0.382 4,780.25
LOW 4,757.25
0.618 4,720.00
1.000 4,697.00
1.618 4,659.75
2.618 4,599.50
4.250 4,501.25
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 4,787.50 4,790.50
PP 4,786.75 4,788.75
S1 4,786.25 4,787.25

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

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