E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 4,208.25 4,156.25 -52.00 -1.2% 4,021.50
High 4,227.50 4,175.00 -52.50 -1.2% 4,227.50
Low 4,144.00 4,120.25 -23.75 -0.6% 4,021.50
Close 4,155.00 4,161.00 6.00 0.1% 4,161.00
Range 83.50 54.75 -28.75 -34.4% 206.00
ATR 115.24 110.92 -4.32 -3.7% 0.00
Volume 254,579 229,019 -25,560 -10.0% 1,095,835
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,316.25 4,293.50 4,191.00
R3 4,261.50 4,238.75 4,176.00
R2 4,206.75 4,206.75 4,171.00
R1 4,184.00 4,184.00 4,166.00 4,195.50
PP 4,152.00 4,152.00 4,152.00 4,157.75
S1 4,129.25 4,129.25 4,156.00 4,140.50
S2 4,097.25 4,097.25 4,151.00
S3 4,042.50 4,074.50 4,146.00
S4 3,987.75 4,019.75 4,131.00
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,754.75 4,663.75 4,274.25
R3 4,548.75 4,457.75 4,217.75
R2 4,342.75 4,342.75 4,198.75
R1 4,251.75 4,251.75 4,180.00 4,297.25
PP 4,136.75 4,136.75 4,136.75 4,159.50
S1 4,045.75 4,045.75 4,142.00 4,091.25
S2 3,930.75 3,930.75 4,123.25
S3 3,724.75 3,839.75 4,104.25
S4 3,518.75 3,633.75 4,047.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,227.50 3,953.00 274.50 6.6% 85.75 2.1% 76% False False 280,636
10 4,227.50 3,862.25 365.25 8.8% 111.25 2.7% 82% False False 382,040
20 4,309.25 3,862.25 447.00 10.7% 113.25 2.7% 67% False False 368,052
40 4,697.75 3,862.25 835.50 20.1% 111.75 2.7% 36% False False 360,302
60 4,734.75 3,862.25 872.50 21.0% 100.50 2.4% 34% False False 279,533
80 4,734.75 3,862.25 872.50 21.0% 89.50 2.2% 34% False False 209,715
100 4,734.75 3,862.25 872.50 21.0% 86.50 2.1% 34% False False 167,828
120 4,734.75 3,862.25 872.50 21.0% 81.00 1.9% 34% False False 139,858
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.58
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4,407.75
2.618 4,318.25
1.618 4,263.50
1.000 4,229.75
0.618 4,208.75
HIGH 4,175.00
0.618 4,154.00
0.500 4,147.50
0.382 4,141.25
LOW 4,120.25
0.618 4,086.50
1.000 4,065.50
1.618 4,031.75
2.618 3,977.00
4.250 3,887.50
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 4,156.50 4,156.50
PP 4,152.00 4,152.25
S1 4,147.50 4,148.00

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

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