E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 4,799.50 4,804.25 4.75 0.1% 4,806.50
High 4,810.50 4,829.50 19.00 0.4% 4,827.75
Low 4,783.75 4,801.75 18.00 0.4% 4,765.00
Close 4,805.25 4,810.50 5.25 0.1% 4,800.25
Range 26.75 27.75 1.00 3.7% 62.75
ATR 36.55 35.92 -0.63 -1.7% 0.00
Volume 257 702 445 173.2% 775
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,897.25 4,881.50 4,825.75
R3 4,869.50 4,853.75 4,818.25
R2 4,841.75 4,841.75 4,815.50
R1 4,826.00 4,826.00 4,813.00 4,834.00
PP 4,814.00 4,814.00 4,814.00 4,817.75
S1 4,798.25 4,798.25 4,808.00 4,806.00
S2 4,786.25 4,786.25 4,805.50
S3 4,758.50 4,770.50 4,802.75
S4 4,730.75 4,742.75 4,795.25
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,986.00 4,955.75 4,834.75
R3 4,923.25 4,893.00 4,817.50
R2 4,860.50 4,860.50 4,811.75
R1 4,830.25 4,830.25 4,806.00 4,814.00
PP 4,797.75 4,797.75 4,797.75 4,789.50
S1 4,767.50 4,767.50 4,794.50 4,751.25
S2 4,735.00 4,735.00 4,788.75
S3 4,672.25 4,704.75 4,783.00
S4 4,609.50 4,642.00 4,765.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,829.50 4,765.00 64.50 1.3% 29.25 0.6% 71% True False 307
10 4,829.50 4,761.25 68.25 1.4% 28.00 0.6% 72% True False 213
20 4,829.50 4,670.00 159.50 3.3% 33.25 0.7% 88% True False 231
40 4,829.50 4,173.00 656.50 13.6% 42.00 0.9% 97% True False 146
60 4,829.50 4,164.00 665.50 13.8% 44.50 0.9% 97% True False 109
80 4,829.50 4,164.00 665.50 13.8% 38.75 0.8% 97% True False 81
100 4,829.50 4,164.00 665.50 13.8% 35.75 0.7% 97% True False 65
120 4,829.50 4,164.00 665.50 13.8% 32.75 0.7% 97% True False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,947.50
2.618 4,902.25
1.618 4,874.50
1.000 4,857.25
0.618 4,846.75
HIGH 4,829.50
0.618 4,819.00
0.500 4,815.50
0.382 4,812.25
LOW 4,801.75
0.618 4,784.50
1.000 4,774.00
1.618 4,756.75
2.618 4,729.00
4.250 4,683.75
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 4,815.50 4,808.50
PP 4,814.00 4,806.25
S1 4,812.25 4,804.00

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

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