E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 4,777.00 4,779.50 2.50 0.1% 4,799.50
High 4,787.00 4,810.75 23.75 0.5% 4,829.50
Low 4,762.75 4,752.00 -10.75 -0.2% 4,752.00
Close 4,776.25 4,779.75 3.50 0.1% 4,779.75
Range 24.25 58.75 34.50 142.3% 77.50
ATR 36.11 37.72 1.62 4.5% 0.00
Volume 574 1,139 565 98.4% 3,611
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,957.00 4,927.25 4,812.00
R3 4,898.25 4,868.50 4,796.00
R2 4,839.50 4,839.50 4,790.50
R1 4,809.75 4,809.75 4,785.25 4,824.50
PP 4,780.75 4,780.75 4,780.75 4,788.25
S1 4,751.00 4,751.00 4,774.25 4,766.00
S2 4,722.00 4,722.00 4,769.00
S3 4,663.25 4,692.25 4,763.50
S4 4,604.50 4,633.50 4,747.50
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,019.50 4,977.25 4,822.50
R3 4,942.00 4,899.75 4,801.00
R2 4,864.50 4,864.50 4,794.00
R1 4,822.25 4,822.25 4,786.75 4,804.50
PP 4,787.00 4,787.00 4,787.00 4,778.25
S1 4,744.75 4,744.75 4,772.75 4,727.00
S2 4,709.50 4,709.50 4,765.50
S3 4,632.00 4,667.25 4,758.50
S4 4,554.50 4,589.75 4,737.00
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 4,752.00 77.50 1.6% 37.75 0.8% 36% False True 722
10 4,829.50 4,752.00 77.50 1.6% 33.25 0.7% 36% False True 438
20 4,829.50 4,674.50 155.00 3.2% 35.00 0.7% 68% False False 335
40 4,829.50 4,358.25 471.25 9.9% 38.50 0.8% 89% False False 208
60 4,829.50 4,164.00 665.50 13.9% 45.50 1.0% 93% False False 153
80 4,829.50 4,164.00 665.50 13.9% 40.50 0.8% 93% False False 115
100 4,829.50 4,164.00 665.50 13.9% 37.00 0.8% 93% False False 92
120 4,829.50 4,164.00 665.50 13.9% 33.75 0.7% 93% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.63
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5,060.50
2.618 4,964.50
1.618 4,905.75
1.000 4,869.50
0.618 4,847.00
HIGH 4,810.75
0.618 4,788.25
0.500 4,781.50
0.382 4,774.50
LOW 4,752.00
0.618 4,715.75
1.000 4,693.25
1.618 4,657.00
2.618 4,598.25
4.250 4,502.25
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 4,781.50 4,784.50
PP 4,780.75 4,782.75
S1 4,780.25 4,781.25

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

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