E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 4,892.00 4,822.25 -69.75 -1.4% 4,867.25
High 4,897.25 4,842.00 -55.25 -1.1% 4,888.50
Low 4,798.00 4,800.25 2.25 0.0% 4,834.75
Close 4,827.00 4,813.50 -13.50 -0.3% 4,859.00
Range 99.25 41.75 -57.50 -57.9% 53.75
ATR 53.52 52.68 -0.84 -1.6% 0.00
Volume 316,603 234,222 -82,381 -26.0% 1,105,466
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 4,943.75 4,920.50 4,836.50
R3 4,902.00 4,878.75 4,825.00
R2 4,860.25 4,860.25 4,821.25
R1 4,837.00 4,837.00 4,817.25 4,827.75
PP 4,818.50 4,818.50 4,818.50 4,814.00
S1 4,795.25 4,795.25 4,809.75 4,786.00
S2 4,776.75 4,776.75 4,805.75
S3 4,735.00 4,753.50 4,802.00
S4 4,693.25 4,711.75 4,790.50
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,022.00 4,994.25 4,888.50
R3 4,968.25 4,940.50 4,873.75
R2 4,914.50 4,914.50 4,868.75
R1 4,886.75 4,886.75 4,864.00 4,873.75
PP 4,860.75 4,860.75 4,860.75 4,854.25
S1 4,833.00 4,833.00 4,854.00 4,820.00
S2 4,807.00 4,807.00 4,849.25
S3 4,753.25 4,779.25 4,844.25
S4 4,699.50 4,725.50 4,829.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,901.50 4,798.00 103.50 2.2% 53.00 1.1% 15% False False 235,692
10 4,901.50 4,798.00 103.50 2.2% 53.00 1.1% 15% False False 237,002
20 4,901.50 4,716.25 185.25 3.8% 53.00 1.1% 52% False False 238,002
40 4,901.50 4,625.25 276.25 5.7% 50.75 1.1% 68% False False 163,173
60 4,901.50 4,592.00 309.50 6.4% 45.75 0.9% 72% False False 108,841
80 4,901.50 4,164.00 737.50 15.3% 50.50 1.0% 88% False False 81,645
100 4,901.50 4,164.00 737.50 15.3% 46.25 1.0% 88% False False 65,319
120 4,901.50 4,164.00 737.50 15.3% 42.75 0.9% 88% False False 54,432
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 12.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,019.50
2.618 4,951.25
1.618 4,909.50
1.000 4,883.75
0.618 4,867.75
HIGH 4,842.00
0.618 4,826.00
0.500 4,821.00
0.382 4,816.25
LOW 4,800.25
0.618 4,774.50
1.000 4,758.50
1.618 4,732.75
2.618 4,691.00
4.250 4,622.75
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 4,821.00 4,849.75
PP 4,818.50 4,837.75
S1 4,816.00 4,825.50

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

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