E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 4,817.50 4,741.75 -75.75 -1.6% 4,709.75
High 4,879.75 4,758.00 -121.75 -2.5% 4,879.75
Low 4,679.25 4,681.75 2.50 0.1% 4,558.50
Close 4,743.75 4,748.00 4.25 0.1% 4,748.00
Range 200.50 76.25 -124.25 -62.0% 321.25
ATR 84.84 84.22 -0.61 -0.7% 0.00
Volume 555,100 324,940 -230,160 -41.5% 2,043,299
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 4,958.00 4,929.25 4,790.00
R3 4,881.75 4,853.00 4,769.00
R2 4,805.50 4,805.50 4,762.00
R1 4,776.75 4,776.75 4,755.00 4,791.00
PP 4,729.25 4,729.25 4,729.25 4,736.50
S1 4,700.50 4,700.50 4,741.00 4,715.00
S2 4,653.00 4,653.00 4,734.00
S3 4,576.75 4,624.25 4,727.00
S4 4,500.50 4,548.00 4,706.00
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,692.50 5,541.50 4,924.75
R3 5,371.25 5,220.25 4,836.25
R2 5,050.00 5,050.00 4,807.00
R1 4,899.00 4,899.00 4,777.50 4,974.50
PP 4,728.75 4,728.75 4,728.75 4,766.50
S1 4,577.75 4,577.75 4,718.50 4,653.25
S2 4,407.50 4,407.50 4,689.00
S3 4,086.25 4,256.50 4,659.75
S4 3,765.00 3,935.25 4,571.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,879.75 4,558.50 321.25 6.8% 139.50 2.9% 59% False False 408,659
10 4,879.75 4,558.50 321.25 6.8% 100.25 2.1% 59% False False 339,523
20 4,919.50 4,558.50 361.00 7.6% 74.50 1.6% 52% False False 277,670
40 4,919.50 4,558.50 361.00 7.6% 63.00 1.3% 52% False False 255,494
60 4,919.50 4,558.50 361.00 7.6% 59.50 1.3% 52% False False 210,265
80 4,919.50 4,558.50 361.00 7.6% 53.25 1.1% 52% False False 157,744
100 4,919.50 4,164.00 755.50 15.9% 55.75 1.2% 77% False False 126,208
120 4,919.50 4,164.00 755.50 15.9% 51.25 1.1% 77% False False 105,176
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,082.00
2.618 4,957.50
1.618 4,881.25
1.000 4,834.25
0.618 4,805.00
HIGH 4,758.00
0.618 4,728.75
0.500 4,720.00
0.382 4,711.00
LOW 4,681.75
0.618 4,634.75
1.000 4,605.50
1.618 4,558.50
2.618 4,482.25
4.250 4,357.75
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 4,738.50 4,738.50
PP 4,729.25 4,728.75
S1 4,720.00 4,719.00

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

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