E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 4,729.00 4,809.50 80.50 1.7% 4,661.25
High 4,823.50 4,819.50 -4.00 -0.1% 4,823.50
Low 4,716.25 4,788.75 72.50 1.5% 4,625.25
Close 4,813.75 4,814.25 0.50 0.0% 4,814.25
Range 107.25 30.75 -76.50 -71.3% 198.25
ATR 56.37 54.54 -1.83 -3.2% 0.00
Volume 343,596 285,889 -57,707 -16.8% 1,902,810
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 4,899.75 4,887.75 4,831.25
R3 4,869.00 4,857.00 4,822.75
R2 4,838.25 4,838.25 4,820.00
R1 4,826.25 4,826.25 4,817.00 4,832.25
PP 4,807.50 4,807.50 4,807.50 4,810.50
S1 4,795.50 4,795.50 4,811.50 4,801.50
S2 4,776.75 4,776.75 4,808.50
S3 4,746.00 4,764.75 4,805.75
S4 4,715.25 4,734.00 4,797.25
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,349.00 5,280.00 4,923.25
R3 5,150.75 5,081.75 4,868.75
R2 4,952.50 4,952.50 4,850.50
R1 4,883.50 4,883.50 4,832.50 4,918.00
PP 4,754.25 4,754.25 4,754.25 4,771.50
S1 4,685.25 4,685.25 4,796.00 4,719.75
S2 4,556.00 4,556.00 4,778.00
S3 4,357.75 4,487.00 4,759.75
S4 4,159.50 4,288.75 4,705.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,823.50 4,625.25 198.25 4.1% 79.00 1.6% 95% False False 380,562
10 4,834.25 4,625.25 209.00 4.3% 69.00 1.4% 90% False False 238,754
20 4,834.25 4,625.25 209.00 4.3% 52.25 1.1% 90% False False 119,808
40 4,834.25 4,622.00 212.25 4.4% 43.25 0.9% 91% False False 59,993
60 4,834.25 4,164.00 670.25 13.9% 51.00 1.1% 97% False False 40,016
80 4,834.25 4,164.00 670.25 13.9% 45.50 0.9% 97% False False 30,017
100 4,834.25 4,164.00 670.25 13.9% 41.50 0.9% 97% False False 24,013
120 4,834.25 4,164.00 670.25 13.9% 38.75 0.8% 97% False False 20,011
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.60
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,950.25
2.618 4,900.00
1.618 4,869.25
1.000 4,850.25
0.618 4,838.50
HIGH 4,819.50
0.618 4,807.75
0.500 4,804.00
0.382 4,800.50
LOW 4,788.75
0.618 4,769.75
1.000 4,758.00
1.618 4,739.00
2.618 4,708.25
4.250 4,658.00
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 4,811.00 4,799.50
PP 4,807.50 4,784.75
S1 4,804.00 4,770.00

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

View Archives - Comment on this page... - Back to Index of Symbols