E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 4,799.50 4,798.50 -1.00 0.0% 4,776.75
High 4,803.50 4,806.25 2.75 0.1% 4,803.50
Low 4,765.00 4,783.25 18.25 0.4% 4,758.25
Close 4,797.50 4,802.00 4.50 0.1% 4,797.25
Range 38.50 23.00 -15.50 -40.3% 45.25
ATR 38.95 37.81 -1.14 -2.9% 0.00
Volume 133 78 -55 -41.4% 1,115
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,866.25 4,857.00 4,814.75
R3 4,843.25 4,834.00 4,808.25
R2 4,820.25 4,820.25 4,806.25
R1 4,811.00 4,811.00 4,804.00 4,815.50
PP 4,797.25 4,797.25 4,797.25 4,799.50
S1 4,788.00 4,788.00 4,800.00 4,792.50
S2 4,774.25 4,774.25 4,797.75
S3 4,751.25 4,765.00 4,795.75
S4 4,728.25 4,742.00 4,789.25
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,922.00 4,905.00 4,822.25
R3 4,876.75 4,859.75 4,809.75
R2 4,831.50 4,831.50 4,805.50
R1 4,814.50 4,814.50 4,801.50 4,823.00
PP 4,786.25 4,786.25 4,786.25 4,790.50
S1 4,769.25 4,769.25 4,793.00 4,777.75
S2 4,741.00 4,741.00 4,789.00
S3 4,695.75 4,724.00 4,784.75
S4 4,650.50 4,678.75 4,772.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,827.75 4,765.00 62.75 1.3% 26.00 0.5% 59% False False 96
10 4,827.75 4,738.00 89.75 1.9% 31.00 0.6% 71% False False 176
20 4,827.75 4,622.00 205.75 4.3% 34.00 0.7% 87% False False 178
40 4,827.75 4,164.00 663.75 13.8% 50.25 1.0% 96% False False 121
60 4,827.75 4,164.00 663.75 13.8% 43.00 0.9% 96% False False 86
80 4,827.75 4,164.00 663.75 13.8% 38.75 0.8% 96% False False 65
100 4,827.75 4,164.00 663.75 13.8% 36.00 0.7% 96% False False 52
120 4,827.75 4,164.00 663.75 13.8% 32.00 0.7% 96% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,904.00
2.618 4,866.50
1.618 4,843.50
1.000 4,829.25
0.618 4,820.50
HIGH 4,806.25
0.618 4,797.50
0.500 4,794.75
0.382 4,792.00
LOW 4,783.25
0.618 4,769.00
1.000 4,760.25
1.618 4,746.00
2.618 4,723.00
4.250 4,685.50
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 4,799.50 4,798.25
PP 4,797.25 4,794.25
S1 4,794.75 4,790.50

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

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