E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 4,887.25 4,852.00 -35.25 -0.7% 4,814.75
High 4,889.75 4,859.50 -30.25 -0.6% 4,892.25
Low 4,848.25 4,807.50 -40.75 -0.8% 4,782.50
Close 4,856.50 4,815.00 -41.50 -0.9% 4,856.50
Range 41.50 52.00 10.50 25.3% 109.75
ATR 52.85 52.79 -0.06 -0.1% 0.00
Volume 197,323 209,587 12,264 6.2% 1,115,124
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 4,983.25 4,951.25 4,843.50
R3 4,931.25 4,899.25 4,829.25
R2 4,879.25 4,879.25 4,824.50
R1 4,847.25 4,847.25 4,819.75 4,837.25
PP 4,827.25 4,827.25 4,827.25 4,822.50
S1 4,795.25 4,795.25 4,810.25 4,785.25
S2 4,775.25 4,775.25 4,805.50
S3 4,723.25 4,743.25 4,800.75
S4 4,671.25 4,691.25 4,786.50
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,173.00 5,124.50 4,916.75
R3 5,063.25 5,014.75 4,886.75
R2 4,953.50 4,953.50 4,876.50
R1 4,905.00 4,905.00 4,866.50 4,929.25
PP 4,843.75 4,843.75 4,843.75 4,856.00
S1 4,795.25 4,795.25 4,846.50 4,819.50
S2 4,734.00 4,734.00 4,836.50
S3 4,624.25 4,685.50 4,826.25
S4 4,514.50 4,575.75 4,796.25
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 4,788.50 103.75 2.2% 48.00 1.0% 26% False False 217,936
10 4,892.25 4,695.75 196.50 4.1% 55.00 1.1% 61% False False 277,266
20 4,892.25 4,625.25 267.00 5.5% 56.25 1.2% 71% False False 185,844
40 4,892.25 4,625.25 267.00 5.5% 45.75 0.9% 71% False False 93,090
60 4,892.25 4,358.25 534.00 11.1% 44.50 0.9% 86% False False 62,087
80 4,892.25 4,164.00 728.25 15.1% 48.25 1.0% 89% False False 46,576
100 4,892.25 4,164.00 728.25 15.1% 43.50 0.9% 89% False False 37,260
120 4,892.25 4,164.00 728.25 15.1% 40.25 0.8% 89% False False 31,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,080.50
2.618 4,995.75
1.618 4,943.75
1.000 4,911.50
0.618 4,891.75
HIGH 4,859.50
0.618 4,839.75
0.500 4,833.50
0.382 4,827.25
LOW 4,807.50
0.618 4,775.25
1.000 4,755.50
1.618 4,723.25
2.618 4,671.25
4.250 4,586.50
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 4,833.50 4,850.00
PP 4,827.25 4,838.25
S1 4,821.25 4,826.50

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

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