E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 4,800.00 4,849.00 49.00 1.0% 4,661.25
High 4,854.50 4,892.25 37.75 0.8% 4,823.50
Low 4,788.50 4,842.75 54.25 1.1% 4,625.25
Close 4,850.00 4,886.25 36.25 0.7% 4,814.25
Range 66.00 49.50 -16.50 -25.0% 198.25
ATR 54.05 53.73 -0.33 -0.6% 0.00
Volume 291,231 196,512 -94,719 -32.5% 1,902,810
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,022.25 5,003.75 4,913.50
R3 4,972.75 4,954.25 4,899.75
R2 4,923.25 4,923.25 4,895.25
R1 4,904.75 4,904.75 4,890.75 4,914.00
PP 4,873.75 4,873.75 4,873.75 4,878.50
S1 4,855.25 4,855.25 4,881.75 4,864.50
S2 4,824.25 4,824.25 4,877.25
S3 4,774.75 4,805.75 4,872.75
S4 4,725.25 4,756.25 4,859.00
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 4,892.25 4,782.50 109.75 2.2% 47.25 1.0% 95% True False 240,738
10 4,892.25 4,625.25 267.00 5.5% 73.00 1.5% 98% True False 320,357
20 4,892.25 4,625.25 267.00 5.5% 55.75 1.1% 98% True False 165,584
40 4,892.25 4,625.25 267.00 5.5% 45.00 0.9% 98% True False 82,921
60 4,892.25 4,262.00 630.25 12.9% 45.75 0.9% 99% True False 55,306
80 4,892.25 4,164.00 728.25 14.9% 47.50 1.0% 99% True False 41,489
100 4,892.25 4,164.00 728.25 14.9% 42.75 0.9% 99% True False 33,191
120 4,892.25 4,164.00 728.25 14.9% 39.50 0.8% 99% True False 27,660
Crabel Price Patterns
NR True
NR4 False
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 13.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,102.50
2.618 5,021.75
1.618 4,972.25
1.000 4,941.75
0.618 4,922.75
HIGH 4,892.25
0.618 4,873.25
0.500 4,867.50
0.382 4,861.75
LOW 4,842.75
0.618 4,812.25
1.000 4,793.25
1.618 4,762.75
2.618 4,713.25
4.250 4,632.50
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 4,880.00 4,871.00
PP 4,873.75 4,855.75
S1 4,867.50 4,840.50

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

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