E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 4,169.75 4,146.50 -23.25 -0.6% 4,263.25
High 4,206.50 4,173.50 -33.00 -0.8% 4,309.25
Low 4,113.50 4,001.00 -112.50 -2.7% 4,001.00
Close 4,155.75 4,022.00 -133.75 -3.2% 4,022.00
Range 93.00 172.50 79.50 85.5% 308.25
ATR 114.96 119.07 4.11 3.6% 0.00
Volume 383,175 443,077 59,902 15.6% 1,888,841
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,583.00 4,475.00 4,117.00
R3 4,410.50 4,302.50 4,069.50
R2 4,238.00 4,238.00 4,053.50
R1 4,130.00 4,130.00 4,037.75 4,097.75
PP 4,065.50 4,065.50 4,065.50 4,049.50
S1 3,957.50 3,957.50 4,006.25 3,925.25
S2 3,893.00 3,893.00 3,990.50
S3 3,720.50 3,785.00 3,974.50
S4 3,548.00 3,612.50 3,927.00
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 5,035.50 4,837.00 4,191.50
R3 4,727.25 4,528.75 4,106.75
R2 4,419.00 4,419.00 4,078.50
R1 4,220.50 4,220.50 4,050.25 4,165.50
PP 4,110.75 4,110.75 4,110.75 4,083.25
S1 3,912.25 3,912.25 3,993.75 3,857.50
S2 3,802.50 3,802.50 3,965.50
S3 3,494.25 3,604.00 3,937.25
S4 3,186.00 3,295.75 3,852.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,309.25 4,001.00 308.25 7.7% 117.50 2.9% 7% False True 377,768
10 4,309.25 4,001.00 308.25 7.7% 119.00 3.0% 7% False True 365,513
20 4,370.00 3,983.50 386.50 9.6% 131.50 3.3% 10% False False 429,529
40 4,701.75 3,983.50 718.25 17.9% 109.25 2.7% 5% False False 334,206
60 4,734.75 3,983.50 751.25 18.7% 94.50 2.3% 5% False False 223,292
80 4,734.75 3,983.50 751.25 18.7% 84.75 2.1% 5% False False 167,537
100 4,734.75 3,983.50 751.25 18.7% 84.25 2.1% 5% False False 134,057
120 4,734.75 3,975.75 759.00 18.9% 79.25 2.0% 6% False False 111,714
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 26.73
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,906.50
2.618 4,625.00
1.618 4,452.50
1.000 4,346.00
0.618 4,280.00
HIGH 4,173.50
0.618 4,107.50
0.500 4,087.25
0.382 4,067.00
LOW 4,001.00
0.618 3,894.50
1.000 3,828.50
1.618 3,722.00
2.618 3,549.50
4.250 3,268.00
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 4,087.25 4,108.00
PP 4,065.50 4,079.25
S1 4,043.75 4,050.75

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

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