E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 24-Aug-2016
Day Change Summary
Previous Current
23-Aug-2016 24-Aug-2016 Change Change % Previous Week
Open 4,804.25 4,813.25 9.00 0.2% 4,806.50
High 4,829.50 4,816.75 -12.75 -0.3% 4,827.75
Low 4,801.75 4,765.50 -36.25 -0.8% 4,765.00
Close 4,810.50 4,780.00 -30.50 -0.6% 4,800.25
Range 27.75 51.25 23.50 84.7% 62.75
ATR 35.92 37.02 1.09 3.0% 0.00
Volume 702 939 237 33.8% 775
Daily Pivots for day following 24-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,941.25 4,911.75 4,808.25
R3 4,890.00 4,860.50 4,794.00
R2 4,838.75 4,838.75 4,789.50
R1 4,809.25 4,809.25 4,784.75 4,798.50
PP 4,787.50 4,787.50 4,787.50 4,782.00
S1 4,758.00 4,758.00 4,775.25 4,747.00
S2 4,736.25 4,736.25 4,770.50
S3 4,685.00 4,706.75 4,766.00
S4 4,633.75 4,655.50 4,751.75
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 4,765.50 64.00 1.3% 32.00 0.7% 23% False True 468
10 4,829.50 4,765.00 64.50 1.3% 30.00 0.6% 23% False False 300
20 4,829.50 4,674.50 155.00 3.2% 34.00 0.7% 68% False False 258
40 4,829.50 4,262.00 567.50 11.9% 40.75 0.9% 91% False False 167
60 4,829.50 4,164.00 665.50 13.9% 45.00 0.9% 93% False False 124
80 4,829.50 4,164.00 665.50 13.9% 39.50 0.8% 93% False False 93
100 4,829.50 4,164.00 665.50 13.9% 36.25 0.8% 93% False False 75
120 4,829.50 4,164.00 665.50 13.9% 33.25 0.7% 93% False False 62
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 5.90
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5,034.50
2.618 4,951.00
1.618 4,899.75
1.000 4,868.00
0.618 4,848.50
HIGH 4,816.75
0.618 4,797.25
0.500 4,791.00
0.382 4,785.00
LOW 4,765.50
0.618 4,733.75
1.000 4,714.25
1.618 4,682.50
2.618 4,631.25
4.250 4,547.75
Fisher Pivots for day following 24-Aug-2016
Pivot 1 day 3 day
R1 4,791.00 4,797.50
PP 4,787.50 4,791.75
S1 4,783.75 4,785.75

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

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