E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 4,150.25 4,135.00 -15.25 -0.4% 4,247.50
High 4,199.00 4,271.25 72.25 1.7% 4,271.25
Low 4,106.75 4,129.00 22.25 0.5% 4,102.00
Close 4,153.75 4,263.00 109.25 2.6% 4,263.00
Range 92.25 142.25 50.00 54.2% 169.25
ATR 116.53 118.37 1.84 1.6% 0.00
Volume 414,082 328,862 -85,220 -20.6% 1,766,289
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,647.75 4,597.75 4,341.25
R3 4,505.50 4,455.50 4,302.00
R2 4,363.25 4,363.25 4,289.00
R1 4,313.25 4,313.25 4,276.00 4,338.25
PP 4,221.00 4,221.00 4,221.00 4,233.50
S1 4,171.00 4,171.00 4,250.00 4,196.00
S2 4,078.75 4,078.75 4,237.00
S3 3,936.50 4,028.75 4,224.00
S4 3,794.25 3,886.50 4,184.75
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,719.75 4,660.75 4,356.00
R3 4,550.50 4,491.50 4,309.50
R2 4,381.25 4,381.25 4,294.00
R1 4,322.25 4,322.25 4,278.50 4,351.75
PP 4,212.00 4,212.00 4,212.00 4,227.00
S1 4,153.00 4,153.00 4,247.50 4,182.50
S2 4,042.75 4,042.75 4,232.00
S3 3,873.50 3,983.75 4,216.50
S4 3,704.25 3,814.50 4,170.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,271.25 4,102.00 169.25 4.0% 120.50 2.8% 95% True False 353,257
10 4,271.25 3,983.50 287.75 6.7% 135.00 3.2% 97% True False 432,050
20 4,655.00 3,983.50 671.50 15.8% 132.00 3.1% 42% False False 419,019
40 4,734.75 3,983.50 751.25 17.6% 106.00 2.5% 37% False False 287,540
60 4,734.75 3,983.50 751.25 17.6% 89.00 2.1% 37% False False 191,832
80 4,734.75 3,983.50 751.25 17.6% 80.75 1.9% 37% False False 143,941
100 4,734.75 3,983.50 751.25 17.6% 80.75 1.9% 37% False False 115,169
120 4,734.75 3,975.75 759.00 17.8% 76.75 1.8% 38% False False 95,974
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,875.75
2.618 4,643.75
1.618 4,501.50
1.000 4,413.50
0.618 4,359.25
HIGH 4,271.25
0.618 4,217.00
0.500 4,200.00
0.382 4,183.25
LOW 4,129.00
0.618 4,041.00
1.000 3,986.75
1.618 3,898.75
2.618 3,756.50
4.250 3,524.50
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 4,242.00 4,237.50
PP 4,221.00 4,212.00
S1 4,200.00 4,186.50

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

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