E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 4,844.25 4,847.25 3.00 0.1% 4,803.50
High 4,849.00 4,908.75 59.75 1.2% 4,856.75
Low 4,814.75 4,842.75 28.00 0.6% 4,781.00
Close 4,843.25 4,902.75 59.50 1.2% 4,843.25
Range 34.25 66.00 31.75 92.7% 75.75
ATR 49.05 50.26 1.21 2.5% 0.00
Volume 188,661 182,257 -6,404 -3.4% 970,336
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,082.75 5,058.75 4,939.00
R3 5,016.75 4,992.75 4,921.00
R2 4,950.75 4,950.75 4,914.75
R1 4,926.75 4,926.75 4,908.75 4,938.75
PP 4,884.75 4,884.75 4,884.75 4,890.75
S1 4,860.75 4,860.75 4,896.75 4,872.75
S2 4,818.75 4,818.75 4,890.75
S3 4,752.75 4,794.75 4,884.50
S4 4,686.75 4,728.75 4,866.50
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,054.25 5,024.50 4,885.00
R3 4,978.50 4,948.75 4,864.00
R2 4,902.75 4,902.75 4,857.25
R1 4,873.00 4,873.00 4,850.25 4,888.00
PP 4,827.00 4,827.00 4,827.00 4,834.50
S1 4,797.25 4,797.25 4,836.25 4,812.00
S2 4,751.25 4,751.25 4,829.25
S3 4,675.50 4,721.50 4,822.50
S4 4,599.75 4,645.75 4,801.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,908.75 4,798.75 110.00 2.2% 47.00 1.0% 95% True False 194,585
10 4,908.75 4,754.50 154.25 3.1% 52.00 1.1% 96% True False 223,923
20 4,908.75 4,754.50 154.25 3.1% 50.00 1.0% 96% True False 224,713
40 4,908.75 4,625.25 283.50 5.8% 53.25 1.1% 98% True False 205,279
60 4,908.75 4,625.25 283.50 5.8% 47.00 1.0% 98% True False 136,964
80 4,908.75 4,358.25 550.50 11.2% 45.75 0.9% 99% True False 102,743
100 4,908.75 4,164.00 744.75 15.2% 48.50 1.0% 99% True False 82,203
120 4,908.75 4,164.00 744.75 15.2% 44.75 0.9% 99% True False 68,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.35
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,189.25
2.618 5,081.50
1.618 5,015.50
1.000 4,974.75
0.618 4,949.50
HIGH 4,908.75
0.618 4,883.50
0.500 4,875.75
0.382 4,868.00
LOW 4,842.75
0.618 4,802.00
1.000 4,776.75
1.618 4,736.00
2.618 4,670.00
4.250 4,562.25
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 4,893.75 4,886.50
PP 4,884.75 4,870.00
S1 4,875.75 4,853.75

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

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