E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 4,847.25 4,906.25 59.00 1.2% 4,803.50
High 4,908.75 4,919.50 10.75 0.2% 4,856.75
Low 4,842.75 4,873.50 30.75 0.6% 4,781.00
Close 4,902.75 4,886.00 -16.75 -0.3% 4,843.25
Range 66.00 46.00 -20.00 -30.3% 75.75
ATR 50.26 49.96 -0.30 -0.6% 0.00
Volume 182,257 184,984 2,727 1.5% 970,336
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,031.00 5,004.50 4,911.25
R3 4,985.00 4,958.50 4,898.75
R2 4,939.00 4,939.00 4,894.50
R1 4,912.50 4,912.50 4,890.25 4,902.75
PP 4,893.00 4,893.00 4,893.00 4,888.00
S1 4,866.50 4,866.50 4,881.75 4,856.75
S2 4,847.00 4,847.00 4,877.50
S3 4,801.00 4,820.50 4,873.25
S4 4,755.00 4,774.50 4,860.75
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 4,919.50 4,798.75 120.75 2.5% 44.75 0.9% 72% True False 190,471
10 4,919.50 4,754.50 165.00 3.4% 46.50 1.0% 80% True False 210,761
20 4,919.50 4,754.50 165.00 3.4% 49.00 1.0% 80% True False 222,604
40 4,919.50 4,625.25 294.25 6.0% 53.50 1.1% 89% True False 209,878
60 4,919.50 4,625.25 294.25 6.0% 47.25 1.0% 89% True False 140,044
80 4,919.50 4,358.25 561.25 11.5% 45.75 0.9% 94% True False 105,054
100 4,919.50 4,164.00 755.50 15.5% 48.75 1.0% 96% True False 84,053
120 4,919.50 4,164.00 755.50 15.5% 44.75 0.9% 96% True False 70,044
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 10.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,115.00
2.618 5,040.00
1.618 4,994.00
1.000 4,965.50
0.618 4,948.00
HIGH 4,919.50
0.618 4,902.00
0.500 4,896.50
0.382 4,891.00
LOW 4,873.50
0.618 4,845.00
1.000 4,827.50
1.618 4,799.00
2.618 4,753.00
4.250 4,678.00
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 4,896.50 4,879.75
PP 4,893.00 4,873.50
S1 4,889.50 4,867.00

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

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