E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 4,141.00 4,130.75 -10.25 -0.2% 4,264.25
High 4,171.50 4,192.25 20.75 0.5% 4,365.00
Low 3,983.50 4,085.75 102.25 2.6% 4,075.75
Close 4,133.00 4,130.25 -2.75 -0.1% 4,140.75
Range 188.00 106.50 -81.50 -43.4% 289.25
ATR 116.08 115.40 -0.68 -0.6% 0.00
Volume 628,240 554,096 -74,144 -11.8% 2,468,257
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,455.50 4,399.50 4,188.75
R3 4,349.00 4,293.00 4,159.50
R2 4,242.50 4,242.50 4,149.75
R1 4,186.50 4,186.50 4,140.00 4,161.25
PP 4,136.00 4,136.00 4,136.00 4,123.50
S1 4,080.00 4,080.00 4,120.50 4,054.75
S2 4,029.50 4,029.50 4,110.75
S3 3,923.00 3,973.50 4,101.00
S4 3,816.50 3,867.00 4,071.75
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,061.50 4,890.50 4,299.75
R3 4,772.25 4,601.25 4,220.25
R2 4,483.00 4,483.00 4,193.75
R1 4,312.00 4,312.00 4,167.25 4,253.00
PP 4,193.75 4,193.75 4,193.75 4,164.25
S1 4,022.75 4,022.75 4,114.25 3,963.50
S2 3,904.50 3,904.50 4,087.75
S3 3,615.25 3,733.50 4,061.25
S4 3,326.00 3,444.25 3,981.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,300.50 3,983.50 317.00 7.7% 157.75 3.8% 46% False False 550,426
10 4,458.50 3,983.50 475.00 11.5% 148.00 3.6% 31% False False 510,818
20 4,697.75 3,983.50 714.25 17.3% 110.25 2.7% 21% False False 352,552
40 4,734.75 3,983.50 751.25 18.2% 94.00 2.3% 20% False False 235,273
60 4,734.75 3,983.50 751.25 18.2% 81.75 2.0% 20% False False 156,936
80 4,734.75 3,983.50 751.25 18.2% 80.00 1.9% 20% False False 117,772
100 4,734.75 3,983.50 751.25 18.2% 74.50 1.8% 20% False False 94,220
120 4,734.75 3,975.75 759.00 18.4% 71.75 1.7% 20% False False 78,517
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 36.50
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,645.00
2.618 4,471.00
1.618 4,364.50
1.000 4,298.75
0.618 4,258.00
HIGH 4,192.25
0.618 4,151.50
0.500 4,139.00
0.382 4,126.50
LOW 4,085.75
0.618 4,020.00
1.000 3,979.25
1.618 3,913.50
2.618 3,807.00
4.250 3,633.00
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 4,139.00 4,120.00
PP 4,136.00 4,109.75
S1 4,133.25 4,099.50

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

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