E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 4,655.00 4,649.25 -5.75 -0.1% 4,570.25
High 4,658.75 4,680.75 22.00 0.5% 4,654.50
Low 4,637.75 4,634.00 -3.75 -0.1% 4,570.25
Close 4,645.00 4,655.75 10.75 0.2% 4,648.50
Range 21.00 46.75 25.75 122.6% 84.25
ATR 49.20 49.03 -0.18 -0.4% 0.00
Volume 96 121 25 26.0% 326
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,797.00 4,773.25 4,681.50
R3 4,750.25 4,726.50 4,668.50
R2 4,703.50 4,703.50 4,664.25
R1 4,679.75 4,679.75 4,660.00 4,691.50
PP 4,656.75 4,656.75 4,656.75 4,662.75
S1 4,633.00 4,633.00 4,651.50 4,645.00
S2 4,610.00 4,610.00 4,647.25
S3 4,563.25 4,586.25 4,643.00
S4 4,516.50 4,539.50 4,630.00
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 4,877.25 4,847.00 4,694.75
R3 4,793.00 4,762.75 4,671.75
R2 4,708.75 4,708.75 4,664.00
R1 4,678.50 4,678.50 4,656.25 4,693.50
PP 4,624.50 4,624.50 4,624.50 4,632.00
S1 4,594.25 4,594.25 4,640.75 4,609.50
S2 4,540.25 4,540.25 4,633.00
S3 4,456.00 4,510.00 4,625.25
S4 4,371.75 4,425.75 4,602.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,680.75 4,592.00 88.75 1.9% 38.00 0.8% 72% True False 93
10 4,680.75 4,546.25 134.50 2.9% 37.50 0.8% 81% True False 69
20 4,680.75 4,173.00 507.75 10.9% 50.75 1.1% 95% True False 60
40 4,680.75 4,164.00 516.75 11.1% 50.00 1.1% 95% True False 47
60 4,680.75 4,164.00 516.75 11.1% 40.75 0.9% 95% True False 31
80 4,680.75 4,164.00 516.75 11.1% 36.50 0.8% 95% True False 24
100 4,680.75 4,164.00 516.75 11.1% 32.75 0.7% 95% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.85
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,879.50
2.618 4,803.25
1.618 4,756.50
1.000 4,727.50
0.618 4,709.75
HIGH 4,680.75
0.618 4,663.00
0.500 4,657.50
0.382 4,651.75
LOW 4,634.00
0.618 4,605.00
1.000 4,587.25
1.618 4,558.25
2.618 4,511.50
4.250 4,435.25
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 4,657.50 4,654.25
PP 4,656.75 4,652.75
S1 4,656.25 4,651.50

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

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