E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 4,818.25 4,795.25 -23.00 -0.5% 4,847.25
High 4,843.25 4,830.00 -13.25 -0.3% 4,919.50
Low 4,786.50 4,788.25 1.75 0.0% 4,786.50
Close 4,806.00 4,796.75 -9.25 -0.2% 4,806.00
Range 56.75 41.75 -15.00 -26.4% 133.00
ATR 51.96 51.23 -0.73 -1.4% 0.00
Volume 325,145 199,169 -125,976 -38.7% 1,187,845
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 4,930.25 4,905.25 4,819.75
R3 4,888.50 4,863.50 4,808.25
R2 4,846.75 4,846.75 4,804.50
R1 4,821.75 4,821.75 4,800.50 4,834.25
PP 4,805.00 4,805.00 4,805.00 4,811.25
S1 4,780.00 4,780.00 4,793.00 4,792.50
S2 4,763.25 4,763.25 4,789.00
S3 4,721.50 4,738.25 4,785.25
S4 4,679.75 4,696.50 4,773.75
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% 52.50 1.1% 8% False False 240,951
10 4,919.50 4,786.50 133.00 2.8% 49.75 1.0% 8% False False 217,768
20 4,919.50 4,754.50 165.00 3.4% 49.75 1.0% 26% False False 226,578
40 4,919.50 4,625.25 294.25 6.1% 55.25 1.2% 58% False False 235,229
60 4,919.50 4,625.25 294.25 6.1% 47.75 1.0% 58% False False 157,023
80 4,919.50 4,515.00 404.50 8.4% 45.25 0.9% 70% False False 117,799
100 4,919.50 4,164.00 755.50 15.8% 50.25 1.0% 84% False False 94,250
120 4,919.50 4,164.00 755.50 15.8% 45.50 0.9% 84% False False 78,542
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.48
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,007.50
2.618 4,939.25
1.618 4,897.50
1.000 4,871.75
0.618 4,855.75
HIGH 4,830.00
0.618 4,814.00
0.500 4,809.00
0.382 4,804.25
LOW 4,788.25
0.618 4,762.50
1.000 4,746.50
1.618 4,720.75
2.618 4,679.00
4.250 4,610.75
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 4,809.00 4,833.50
PP 4,805.00 4,821.25
S1 4,801.00 4,809.00

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

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