E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 4,852.00 4,813.75 -38.25 -0.8% 4,814.75
High 4,859.50 4,864.50 5.00 0.1% 4,892.25
Low 4,807.50 4,800.75 -6.75 -0.1% 4,782.50
Close 4,815.00 4,860.75 45.75 1.0% 4,856.50
Range 52.00 63.75 11.75 22.6% 109.75
ATR 52.79 53.58 0.78 1.5% 0.00
Volume 209,587 227,156 17,569 8.4% 1,115,124
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,033.25 5,010.75 4,895.75
R3 4,969.50 4,947.00 4,878.25
R2 4,905.75 4,905.75 4,872.50
R1 4,883.25 4,883.25 4,866.50 4,894.50
PP 4,842.00 4,842.00 4,842.00 4,847.50
S1 4,819.50 4,819.50 4,855.00 4,830.75
S2 4,778.25 4,778.25 4,849.00
S3 4,714.50 4,755.75 4,843.25
S4 4,650.75 4,692.00 4,825.75
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 2.1% 54.50 1.1% 70% False False 224,361
10 4,892.25 4,716.25 176.00 3.6% 54.75 1.1% 82% False False 253,973
20 4,892.25 4,625.25 267.00 5.5% 58.00 1.2% 88% False False 197,151
40 4,892.25 4,625.25 267.00 5.5% 46.25 1.0% 88% False False 98,764
60 4,892.25 4,358.25 534.00 11.0% 44.50 0.9% 94% False False 65,871
80 4,892.25 4,164.00 728.25 15.0% 48.75 1.0% 96% False False 49,415
100 4,892.25 4,164.00 728.25 15.0% 44.00 0.9% 96% False False 39,532
120 4,892.25 4,164.00 728.25 15.0% 40.75 0.8% 96% False False 32,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.55
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,135.50
2.618 5,031.50
1.618 4,967.75
1.000 4,928.25
0.618 4,904.00
HIGH 4,864.50
0.618 4,840.25
0.500 4,832.50
0.382 4,825.00
LOW 4,800.75
0.618 4,761.25
1.000 4,737.00
1.618 4,697.50
2.618 4,633.75
4.250 4,529.75
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 4,851.50 4,855.50
PP 4,842.00 4,850.50
S1 4,832.50 4,845.25

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

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