E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 4,794.00 4,823.75 29.75 0.6% 4,777.75
High 4,825.50 4,834.25 8.75 0.2% 4,812.00
Low 4,777.50 4,808.50 31.00 0.6% 4,744.50
Close 4,821.75 4,824.25 2.50 0.1% 4,789.75
Range 48.00 25.75 -22.25 -46.4% 67.50
ATR 38.13 37.24 -0.88 -2.3% 0.00
Volume 4,000 17,811 13,811 345.3% 6,749
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 4,899.50 4,887.75 4,838.50
R3 4,873.75 4,862.00 4,831.25
R2 4,848.00 4,848.00 4,829.00
R1 4,836.25 4,836.25 4,826.50 4,842.00
PP 4,822.25 4,822.25 4,822.25 4,825.25
S1 4,810.50 4,810.50 4,822.00 4,816.50
S2 4,796.50 4,796.50 4,819.50
S3 4,770.75 4,784.75 4,817.25
S4 4,745.00 4,759.00 4,810.00
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 4,984.50 4,954.75 4,827.00
R3 4,917.00 4,887.25 4,808.25
R2 4,849.50 4,849.50 4,802.00
R1 4,819.75 4,819.75 4,796.00 4,834.50
PP 4,782.00 4,782.00 4,782.00 4,789.50
S1 4,752.25 4,752.25 4,783.50 4,767.00
S2 4,714.50 4,714.50 4,777.50
S3 4,647.00 4,684.75 4,771.25
S4 4,579.50 4,617.25 4,752.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,834.25 4,744.50 89.75 1.9% 37.25 0.8% 89% True False 5,335
10 4,834.25 4,744.50 89.75 1.9% 38.75 0.8% 89% True False 3,121
20 4,834.25 4,744.50 89.75 1.9% 33.50 0.7% 89% True False 1,667
40 4,834.25 4,546.25 288.00 6.0% 35.75 0.7% 97% True False 913
60 4,834.25 4,164.00 670.25 13.9% 46.75 1.0% 99% True False 628
80 4,834.25 4,164.00 670.25 13.9% 40.50 0.8% 99% True False 472
100 4,834.25 4,164.00 670.25 13.9% 37.50 0.8% 99% True False 377
120 4,834.25 4,164.00 670.25 13.9% 35.50 0.7% 99% True False 315
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 False
Bear Hook False
Bull Hook False
Stretch 10.80
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,943.75
2.618 4,901.75
1.618 4,876.00
1.000 4,860.00
0.618 4,850.25
HIGH 4,834.25
0.618 4,824.50
0.500 4,821.50
0.382 4,818.25
LOW 4,808.50
0.618 4,792.50
1.000 4,782.75
1.618 4,766.75
2.618 4,741.00
4.250 4,699.00
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 4,823.25 4,816.75
PP 4,822.25 4,809.25
S1 4,821.50 4,801.50

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

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