E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 4,822.25 4,804.75 -17.50 -0.4% 4,867.25
High 4,842.00 4,813.00 -29.00 -0.6% 4,888.50
Low 4,800.25 4,754.50 -45.75 -1.0% 4,834.75
Close 4,813.50 4,796.00 -17.50 -0.4% 4,859.00
Range 41.75 58.50 16.75 40.1% 53.75
ATR 52.68 53.13 0.45 0.9% 0.00
Volume 234,222 297,938 63,716 27.2% 1,105,466
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 4,963.25 4,938.25 4,828.25
R3 4,904.75 4,879.75 4,812.00
R2 4,846.25 4,846.25 4,806.75
R1 4,821.25 4,821.25 4,801.25 4,804.50
PP 4,787.75 4,787.75 4,787.75 4,779.50
S1 4,762.75 4,762.75 4,790.75 4,746.00
S2 4,729.25 4,729.25 4,785.25
S3 4,670.75 4,704.25 4,780.00
S4 4,612.25 4,645.75 4,763.75
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 4,754.50 147.00 3.1% 57.50 1.2% 28% False True 257,841
10 4,901.50 4,754.50 147.00 3.1% 52.50 1.1% 28% False True 236,162
20 4,901.50 4,754.50 147.00 3.1% 50.50 1.1% 28% False True 235,719
40 4,901.50 4,625.25 276.25 5.8% 51.25 1.1% 62% False False 170,618
60 4,901.50 4,619.00 282.50 5.9% 45.75 1.0% 63% False False 113,805
80 4,901.50 4,164.00 737.50 15.4% 51.00 1.1% 86% False False 85,369
100 4,901.50 4,164.00 737.50 15.4% 46.50 1.0% 86% False False 68,298
120 4,901.50 4,164.00 737.50 15.4% 43.00 0.9% 86% False False 56,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,061.50
2.618 4,966.25
1.618 4,907.75
1.000 4,871.50
0.618 4,849.25
HIGH 4,813.00
0.618 4,790.75
0.500 4,783.75
0.382 4,776.75
LOW 4,754.50
0.618 4,718.25
1.000 4,696.00
1.618 4,659.75
2.618 4,601.25
4.250 4,506.00
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 4,792.00 4,826.00
PP 4,787.75 4,816.00
S1 4,783.75 4,806.00

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

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