E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 4,852.00 4,818.25 -33.75 -0.7% 4,847.25
High 4,880.25 4,843.25 -37.00 -0.8% 4,919.50
Low 4,804.25 4,786.50 -17.75 -0.4% 4,786.50
Close 4,807.00 4,806.00 -1.00 0.0% 4,806.00
Range 76.00 56.75 -19.25 -25.3% 133.00
ATR 51.59 51.96 0.37 0.7% 0.00
Volume 261,342 325,145 63,803 24.4% 1,187,845
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 4,982.25 4,950.75 4,837.25
R3 4,925.50 4,894.00 4,821.50
R2 4,868.75 4,868.75 4,816.50
R1 4,837.25 4,837.25 4,811.25 4,824.50
PP 4,812.00 4,812.00 4,812.00 4,805.50
S1 4,780.50 4,780.50 4,800.75 4,768.00
S2 4,755.25 4,755.25 4,795.50
S3 4,698.50 4,723.75 4,790.50
S4 4,641.75 4,667.00 4,774.75
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,236.25 5,154.25 4,879.25
R3 5,103.25 5,021.25 4,842.50
R2 4,970.25 4,970.25 4,830.50
R1 4,888.25 4,888.25 4,818.25 4,862.75
PP 4,837.25 4,837.25 4,837.25 4,824.50
S1 4,755.25 4,755.25 4,793.75 4,729.75
S2 4,704.25 4,704.25 4,781.50
S3 4,571.25 4,622.25 4,769.50
S4 4,438.25 4,489.25 4,732.75
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 4,786.50 133.00 2.8% 57.50 1.2% 15% False True 237,569
10 4,919.50 4,781.00 138.50 2.9% 48.50 1.0% 18% False False 215,818
20 4,919.50 4,754.50 165.00 3.4% 49.50 1.0% 31% False False 225,476
40 4,919.50 4,625.25 294.25 6.1% 55.25 1.1% 61% False False 230,302
60 4,919.50 4,625.25 294.25 6.1% 48.00 1.0% 61% False False 153,708
80 4,919.50 4,433.75 485.75 10.1% 45.75 1.0% 77% False False 115,310
100 4,919.50 4,164.00 755.50 15.7% 50.00 1.0% 85% False False 92,259
120 4,919.50 4,164.00 755.50 15.7% 45.50 0.9% 85% False False 76,882
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 12.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,084.50
2.618 4,991.75
1.618 4,935.00
1.000 4,900.00
0.618 4,878.25
HIGH 4,843.25
0.618 4,821.50
0.500 4,815.00
0.382 4,808.25
LOW 4,786.50
0.618 4,751.50
1.000 4,729.75
1.618 4,694.75
2.618 4,638.00
4.250 4,545.25
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 4,815.00 4,834.00
PP 4,812.00 4,824.75
S1 4,809.00 4,815.50

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

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