E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 4,692.75 4,765.00 72.25 1.5% 4,709.75
High 4,779.25 4,794.75 15.50 0.3% 4,879.75
Low 4,688.00 4,736.25 48.25 1.0% 4,558.50
Close 4,766.00 4,783.25 17.25 0.4% 4,748.00
Range 91.25 58.50 -32.75 -35.9% 321.25
ATR 86.55 84.55 -2.00 -2.3% 0.00
Volume 238,486 195,711 -42,775 -17.9% 2,043,299
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 4,947.00 4,923.50 4,815.50
R3 4,888.50 4,865.00 4,799.25
R2 4,830.00 4,830.00 4,794.00
R1 4,806.50 4,806.50 4,788.50 4,818.25
PP 4,771.50 4,771.50 4,771.50 4,777.25
S1 4,748.00 4,748.00 4,778.00 4,759.75
S2 4,713.00 4,713.00 4,772.50
S3 4,654.50 4,689.50 4,767.25
S4 4,596.00 4,631.00 4,751.00
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 4,672.75 207.00 4.3% 107.75 2.3% 53% False False 319,855
10 4,879.75 4,558.50 321.25 6.7% 106.50 2.2% 70% False False 330,718
20 4,919.50 4,558.50 361.00 7.5% 81.75 1.7% 62% False False 286,954
40 4,919.50 4,558.50 361.00 7.5% 65.75 1.4% 62% False False 255,443
60 4,919.50 4,558.50 361.00 7.5% 62.50 1.3% 62% False False 222,231
80 4,919.50 4,558.50 361.00 7.5% 55.25 1.2% 62% False False 166,731
100 4,919.50 4,173.00 746.50 15.6% 54.25 1.1% 82% False False 133,397
120 4,919.50 4,164.00 755.50 15.8% 53.50 1.1% 82% False False 111,170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24.80
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,043.50
2.618 4,948.00
1.618 4,889.50
1.000 4,853.25
0.618 4,831.00
HIGH 4,794.75
0.618 4,772.50
0.500 4,765.50
0.382 4,758.50
LOW 4,736.25
0.618 4,700.00
1.000 4,677.75
1.618 4,641.50
2.618 4,583.00
4.250 4,487.50
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 4,777.25 4,766.75
PP 4,771.50 4,750.25
S1 4,765.50 4,733.75

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

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