E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 4,671.25 4,709.75 38.50 0.8% 4,795.25
High 4,695.50 4,781.75 86.25 1.8% 4,830.00
Low 4,651.25 4,709.75 58.50 1.3% 4,651.25
Close 4,657.75 4,775.75 118.00 2.5% 4,657.75
Range 44.25 72.00 27.75 62.7% 178.75
ATR 54.64 59.59 4.95 9.1% 0.00
Volume 264,048 223,773 -40,275 -15.3% 1,351,935
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 4,971.75 4,945.75 4,815.25
R3 4,899.75 4,873.75 4,795.50
R2 4,827.75 4,827.75 4,789.00
R1 4,801.75 4,801.75 4,782.25 4,814.75
PP 4,755.75 4,755.75 4,755.75 4,762.25
S1 4,729.75 4,729.75 4,769.25 4,742.75
S2 4,683.75 4,683.75 4,762.50
S3 4,611.75 4,657.75 4,756.00
S4 4,539.75 4,585.75 4,736.25
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,249.25 5,132.25 4,756.00
R3 5,070.50 4,953.50 4,707.00
R2 4,891.75 4,891.75 4,690.50
R1 4,774.75 4,774.75 4,674.25 4,744.00
PP 4,713.00 4,713.00 4,713.00 4,697.50
S1 4,596.00 4,596.00 4,641.25 4,565.00
S2 4,534.25 4,534.25 4,625.00
S3 4,355.50 4,417.25 4,608.50
S4 4,176.75 4,238.50 4,559.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,817.00 4,651.25 165.75 3.5% 67.25 1.4% 75% False False 275,307
10 4,919.50 4,651.25 268.25 5.6% 60.00 1.3% 46% False False 258,129
20 4,919.50 4,651.25 268.25 5.6% 56.00 1.2% 46% False False 241,026
40 4,919.50 4,651.25 268.25 5.6% 53.75 1.1% 46% False False 246,205
60 4,919.50 4,625.25 294.25 6.2% 51.00 1.1% 51% False False 179,947
80 4,919.50 4,570.25 349.25 7.3% 47.25 1.0% 59% False False 135,003
100 4,919.50 4,164.00 755.50 15.8% 51.50 1.1% 81% False False 108,014
120 4,919.50 4,164.00 755.50 15.8% 47.00 1.0% 81% False False 90,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 15.90
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,087.75
2.618 4,970.25
1.618 4,898.25
1.000 4,853.75
0.618 4,826.25
HIGH 4,781.75
0.618 4,754.25
0.500 4,745.75
0.382 4,737.25
LOW 4,709.75
0.618 4,665.25
1.000 4,637.75
1.618 4,593.25
2.618 4,521.25
4.250 4,403.75
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 4,765.75 4,756.00
PP 4,755.75 4,736.25
S1 4,745.75 4,716.50

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

View Archives - Comment on this page... - Back to Index of Symbols