E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 4,874.00 4,852.00 -22.00 -0.5% 4,803.50
High 4,881.75 4,880.25 -1.50 0.0% 4,856.75
Low 4,839.50 4,804.25 -35.25 -0.7% 4,781.00
Close 4,853.75 4,807.00 -46.75 -1.0% 4,843.25
Range 42.25 76.00 33.75 79.9% 75.75
ATR 49.71 51.59 1.88 3.8% 0.00
Volume 234,117 261,342 27,225 11.6% 970,336
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,058.50 5,008.75 4,848.75
R3 4,982.50 4,932.75 4,828.00
R2 4,906.50 4,906.50 4,821.00
R1 4,856.75 4,856.75 4,814.00 4,843.50
PP 4,830.50 4,830.50 4,830.50 4,824.00
S1 4,780.75 4,780.75 4,800.00 4,767.50
S2 4,754.50 4,754.50 4,793.00
S3 4,678.50 4,704.75 4,786.00
S4 4,602.50 4,628.75 4,765.25
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 4,804.25 115.25 2.4% 53.00 1.1% 2% False True 210,272
10 4,919.50 4,781.00 138.50 2.9% 48.25 1.0% 19% False False 207,091
20 4,919.50 4,754.50 165.00 3.4% 50.50 1.0% 32% False False 221,626
40 4,919.50 4,625.25 294.25 6.1% 55.00 1.1% 62% False False 222,229
60 4,919.50 4,625.25 294.25 6.1% 47.50 1.0% 62% False False 148,295
80 4,919.50 4,421.50 498.00 10.4% 45.50 0.9% 77% False False 111,246
100 4,919.50 4,164.00 755.50 15.7% 49.75 1.0% 85% False False 89,007
120 4,919.50 4,164.00 755.50 15.7% 45.50 0.9% 85% False False 74,173
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 10.95
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,203.25
2.618 5,079.25
1.618 5,003.25
1.000 4,956.25
0.618 4,927.25
HIGH 4,880.25
0.618 4,851.25
0.500 4,842.25
0.382 4,833.25
LOW 4,804.25
0.618 4,757.25
1.000 4,728.25
1.618 4,681.25
2.618 4,605.25
4.250 4,481.25
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 4,842.25 4,862.00
PP 4,830.50 4,843.50
S1 4,818.75 4,825.25

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

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