E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 4,547.00 4,572.00 25.00 0.5% 4,515.00
High 4,598.50 4,593.50 -5.00 -0.1% 4,598.50
Low 4,546.25 4,546.25 0.00 0.0% 4,515.00
Close 4,581.50 4,571.25 -10.25 -0.2% 4,571.25
Range 52.25 47.25 -5.00 -9.6% 83.50
ATR 58.80 57.97 -0.82 -1.4% 0.00
Volume 70 45 -25 -35.7% 211
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,712.00 4,689.00 4,597.25
R3 4,664.75 4,641.75 4,584.25
R2 4,617.50 4,617.50 4,580.00
R1 4,594.50 4,594.50 4,575.50 4,582.50
PP 4,570.25 4,570.25 4,570.25 4,564.25
S1 4,547.25 4,547.25 4,567.00 4,535.00
S2 4,523.00 4,523.00 4,562.50
S3 4,475.75 4,500.00 4,558.25
S4 4,428.50 4,452.75 4,545.25
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,812.00 4,775.25 4,617.25
R3 4,728.50 4,691.75 4,594.25
R2 4,645.00 4,645.00 4,586.50
R1 4,608.25 4,608.25 4,579.00 4,626.50
PP 4,561.50 4,561.50 4,561.50 4,570.75
S1 4,524.75 4,524.75 4,563.50 4,543.00
S2 4,478.00 4,478.00 4,556.00
S3 4,394.50 4,441.25 4,548.25
S4 4,311.00 4,357.75 4,525.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,598.50 4,515.00 83.50 1.8% 35.75 0.8% 67% False False 42
10 4,598.50 4,358.25 240.25 5.3% 48.75 1.1% 89% False False 50
20 4,598.50 4,164.00 434.50 9.5% 68.50 1.5% 94% False False 59
40 4,598.50 4,164.00 434.50 9.5% 46.25 1.0% 94% False False 34
60 4,598.50 4,164.00 434.50 9.5% 39.00 0.9% 94% False False 22
80 4,598.50 4,164.00 434.50 9.5% 36.00 0.8% 94% False False 17
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,794.25
2.618 4,717.25
1.618 4,670.00
1.000 4,640.75
0.618 4,622.75
HIGH 4,593.50
0.618 4,575.50
0.500 4,570.00
0.382 4,564.25
LOW 4,546.25
0.618 4,517.00
1.000 4,499.00
1.618 4,469.75
2.618 4,422.50
4.250 4,345.50
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 4,570.75 4,572.50
PP 4,570.25 4,572.00
S1 4,570.00 4,571.50

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

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