E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 4,813.75 4,857.50 43.75 0.9% 4,814.75
High 4,864.50 4,873.25 8.75 0.2% 4,892.25
Low 4,800.75 4,844.75 44.00 0.9% 4,782.50
Close 4,860.75 4,868.25 7.50 0.2% 4,856.50
Range 63.75 28.50 -35.25 -55.3% 109.75
ATR 53.58 51.78 -1.79 -3.3% 0.00
Volume 227,156 208,679 -18,477 -8.1% 1,115,124
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 4,947.50 4,936.50 4,884.00
R3 4,919.00 4,908.00 4,876.00
R2 4,890.50 4,890.50 4,873.50
R1 4,879.50 4,879.50 4,870.75 4,885.00
PP 4,862.00 4,862.00 4,862.00 4,865.00
S1 4,851.00 4,851.00 4,865.75 4,856.50
S2 4,833.50 4,833.50 4,863.00
S3 4,805.00 4,822.50 4,860.50
S4 4,776.50 4,794.00 4,852.50
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 4,800.75 91.50 1.9% 47.00 1.0% 74% False False 207,851
10 4,892.25 4,716.25 176.00 3.6% 53.00 1.1% 86% False False 239,003
20 4,892.25 4,625.25 267.00 5.5% 57.50 1.2% 91% False False 207,542
40 4,892.25 4,625.25 267.00 5.5% 45.00 0.9% 91% False False 103,975
60 4,892.25 4,358.25 534.00 11.0% 44.00 0.9% 96% False False 69,348
80 4,892.25 4,164.00 728.25 15.0% 49.00 1.0% 97% False False 52,024
100 4,892.25 4,164.00 728.25 15.0% 43.75 0.9% 97% False False 41,619
120 4,892.25 4,164.00 728.25 15.0% 40.75 0.8% 97% False False 34,683
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.00
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,994.50
2.618 4,947.75
1.618 4,919.25
1.000 4,901.75
0.618 4,890.75
HIGH 4,873.25
0.618 4,862.25
0.500 4,859.00
0.382 4,855.75
LOW 4,844.75
0.618 4,827.25
1.000 4,816.25
1.618 4,798.75
2.618 4,770.25
4.250 4,723.50
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 4,865.25 4,857.75
PP 4,862.00 4,847.50
S1 4,859.00 4,837.00

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

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