E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 4,264.25 4,272.25 8.00 0.2% 4,592.50
High 4,304.50 4,345.75 41.25 1.0% 4,606.75
Low 4,208.75 4,236.50 27.75 0.7% 4,255.75
Close 4,273.00 4,312.75 39.75 0.9% 4,261.50
Range 95.75 109.25 13.50 14.1% 351.00
ATR 88.18 89.68 1.51 1.7% 0.00
Volume 435,576 417,581 -17,995 -4.1% 1,998,453
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,626.00 4,578.75 4,372.75
R3 4,516.75 4,469.50 4,342.75
R2 4,407.50 4,407.50 4,332.75
R1 4,360.25 4,360.25 4,322.75 4,384.00
PP 4,298.25 4,298.25 4,298.25 4,310.25
S1 4,251.00 4,251.00 4,302.75 4,274.50
S2 4,189.00 4,189.00 4,292.75
S3 4,079.75 4,141.75 4,282.75
S4 3,970.50 4,032.50 4,252.75
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,427.75 5,195.50 4,454.50
R3 5,076.75 4,844.50 4,358.00
R2 4,725.75 4,725.75 4,325.75
R1 4,493.50 4,493.50 4,293.75 4,434.00
PP 4,374.75 4,374.75 4,374.75 4,345.00
S1 4,142.50 4,142.50 4,229.25 4,083.00
S2 4,023.75 4,023.75 4,197.25
S3 3,672.75 3,791.50 4,165.00
S4 3,321.75 3,440.50 4,068.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,487.50 4,208.75 278.75 6.5% 119.25 2.8% 37% False False 436,352
10 4,697.75 4,208.75 489.00 11.3% 105.25 2.4% 21% False False 328,784
20 4,697.75 4,208.75 489.00 11.3% 87.75 2.0% 21% False False 282,777
40 4,734.75 4,208.75 526.00 12.2% 79.75 1.9% 20% False False 153,496
60 4,734.75 4,208.75 526.00 12.2% 71.75 1.7% 20% False False 102,414
80 4,734.75 4,034.25 700.50 16.2% 74.00 1.7% 40% False False 76,859
100 4,734.75 3,975.75 759.00 17.6% 71.25 1.7% 44% False False 61,488
120 4,734.75 3,975.75 759.00 17.6% 66.00 1.5% 44% False False 51,240
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 18.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,810.00
2.618 4,631.75
1.618 4,522.50
1.000 4,455.00
0.618 4,413.25
HIGH 4,345.75
0.618 4,304.00
0.500 4,291.00
0.382 4,278.25
LOW 4,236.50
0.618 4,169.00
1.000 4,127.25
1.618 4,059.75
2.618 3,950.50
4.250 3,772.25
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 4,305.50 4,305.00
PP 4,298.25 4,297.25
S1 4,291.00 4,289.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.