E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 4,839.25 4,867.25 28.00 0.6% 4,852.00
High 4,885.50 4,879.50 -6.00 -0.1% 4,885.50
Low 4,811.75 4,842.75 31.00 0.6% 4,800.75
Close 4,870.25 4,865.75 -4.50 -0.1% 4,870.25
Range 73.75 36.75 -37.00 -50.2% 84.75
ATR 54.16 52.92 -1.24 -2.3% 0.00
Volume 248,154 177,125 -71,029 -28.6% 1,199,913
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 4,973.00 4,956.00 4,886.00
R3 4,936.25 4,919.25 4,875.75
R2 4,899.50 4,899.50 4,872.50
R1 4,882.50 4,882.50 4,869.00 4,872.50
PP 4,862.75 4,862.75 4,862.75 4,857.75
S1 4,845.75 4,845.75 4,862.50 4,836.00
S2 4,826.00 4,826.00 4,859.00
S3 4,789.25 4,809.00 4,855.75
S4 4,752.50 4,772.25 4,845.50
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,106.50 5,073.00 4,916.75
R3 5,021.75 4,988.25 4,893.50
R2 4,937.00 4,937.00 4,885.75
R1 4,903.50 4,903.50 4,878.00 4,920.25
PP 4,852.25 4,852.25 4,852.25 4,860.50
S1 4,818.75 4,818.75 4,862.50 4,835.50
S2 4,767.50 4,767.50 4,854.75
S3 4,682.75 4,734.00 4,847.00
S4 4,598.00 4,649.25 4,823.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,885.50 4,800.75 84.75 1.7% 53.25 1.1% 77% False False 233,490
10 4,892.25 4,788.50 103.75 2.1% 50.50 1.0% 74% False False 225,713
20 4,892.25 4,625.25 267.00 5.5% 60.50 1.2% 90% False False 243,879
40 4,892.25 4,625.25 267.00 5.5% 46.75 1.0% 90% False False 122,246
60 4,892.25 4,515.00 377.25 7.8% 43.75 0.9% 93% False False 81,539
80 4,892.25 4,164.00 728.25 15.0% 50.50 1.0% 96% False False 61,169
100 4,892.25 4,164.00 728.25 15.0% 44.50 0.9% 96% False False 48,935
120 4,892.25 4,164.00 728.25 15.0% 41.00 0.8% 96% False False 40,779
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.98
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,035.75
2.618 4,975.75
1.618 4,939.00
1.000 4,916.25
0.618 4,902.25
HIGH 4,879.50
0.618 4,865.50
0.500 4,861.00
0.382 4,856.75
LOW 4,842.75
0.618 4,820.00
1.000 4,806.00
1.618 4,783.25
2.618 4,746.50
4.250 4,686.50
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 4,864.25 4,860.00
PP 4,862.75 4,854.25
S1 4,861.00 4,848.50

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

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