E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 4,856.50 4,874.00 17.50 0.4% 4,852.00
High 4,888.50 4,881.00 -7.50 -0.2% 4,885.50
Low 4,849.25 4,845.50 -3.75 -0.1% 4,800.75
Close 4,873.50 4,872.00 -1.50 0.0% 4,870.25
Range 39.25 35.50 -3.75 -9.6% 84.75
ATR 51.87 50.70 -1.17 -2.3% 0.00
Volume 182,962 187,196 4,234 2.3% 1,199,913
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 4,972.75 4,957.75 4,891.50
R3 4,937.25 4,922.25 4,881.75
R2 4,901.75 4,901.75 4,878.50
R1 4,886.75 4,886.75 4,875.25 4,876.50
PP 4,866.25 4,866.25 4,866.25 4,861.00
S1 4,851.25 4,851.25 4,868.75 4,841.00
S2 4,830.75 4,830.75 4,865.50
S3 4,795.25 4,815.75 4,862.25
S4 4,759.75 4,780.25 4,852.50
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 4,888.50 4,811.75 76.75 1.6% 47.50 1.0% 79% False False 214,483
10 4,889.75 4,800.75 89.00 1.8% 48.75 1.0% 80% False False 222,149
20 4,892.25 4,625.25 267.00 5.5% 61.00 1.2% 92% False False 271,253
40 4,892.25 4,625.25 267.00 5.5% 47.50 1.0% 92% False False 138,404
60 4,892.25 4,546.25 346.00 7.1% 44.50 0.9% 94% False False 92,323
80 4,892.25 4,164.00 728.25 14.9% 50.50 1.0% 97% False False 69,257
100 4,892.25 4,164.00 728.25 14.9% 44.50 0.9% 97% False False 55,406
120 4,892.25 4,164.00 728.25 14.9% 41.50 0.9% 97% False False 46,172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,032.00
2.618 4,974.00
1.618 4,938.50
1.000 4,916.50
0.618 4,903.00
HIGH 4,881.00
0.618 4,867.50
0.500 4,863.25
0.382 4,859.00
LOW 4,845.50
0.618 4,823.50
1.000 4,810.00
1.618 4,788.00
2.618 4,752.50
4.250 4,694.50
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 4,869.00 4,868.75
PP 4,866.25 4,865.50
S1 4,863.25 4,862.50

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

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