E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 4,813.50 4,858.00 44.50 0.9% 4,753.00
High 4,862.00 4,884.75 22.75 0.5% 4,840.50
Low 4,803.25 4,857.00 53.75 1.1% 4,672.75
Close 4,854.00 4,874.75 20.75 0.4% 4,808.50
Range 58.75 27.75 -31.00 -52.8% 167.75
ATR 77.67 74.32 -3.35 -4.3% 0.00
Volume 167,542 157,465 -10,077 -6.0% 1,078,201
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 4,955.50 4,942.75 4,890.00
R3 4,927.75 4,915.00 4,882.50
R2 4,900.00 4,900.00 4,879.75
R1 4,887.25 4,887.25 4,877.25 4,893.50
PP 4,872.25 4,872.25 4,872.25 4,875.25
S1 4,859.50 4,859.50 4,872.25 4,866.00
S2 4,844.50 4,844.50 4,869.75
S3 4,816.75 4,831.75 4,867.00
S4 4,789.00 4,804.00 4,859.50
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,277.25 5,210.50 4,900.75
R3 5,109.50 5,042.75 4,854.75
R2 4,941.75 4,941.75 4,839.25
R1 4,875.00 4,875.00 4,824.00 4,908.50
PP 4,774.00 4,774.00 4,774.00 4,790.50
S1 4,707.25 4,707.25 4,793.00 4,740.50
S2 4,606.25 4,606.25 4,777.75
S3 4,438.50 4,539.50 4,762.25
S4 4,270.75 4,371.75 4,716.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,884.75 4,736.25 148.50 3.0% 47.25 1.0% 93% True False 175,936
10 4,884.75 4,558.50 326.25 6.7% 99.50 2.0% 97% True False 300,274
20 4,884.75 4,558.50 326.25 6.7% 80.75 1.7% 97% True False 280,952
40 4,919.50 4,558.50 361.00 7.4% 65.00 1.3% 88% False False 251,778
60 4,919.50 4,558.50 361.00 7.4% 62.75 1.3% 88% False False 233,569
80 4,919.50 4,558.50 361.00 7.4% 55.75 1.1% 88% False False 175,271
100 4,919.50 4,358.25 561.25 11.5% 52.75 1.1% 92% False False 140,234
120 4,919.50 4,164.00 755.50 15.5% 54.00 1.1% 94% False False 116,869
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 20.03
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 5,002.75
2.618 4,957.50
1.618 4,929.75
1.000 4,912.50
0.618 4,902.00
HIGH 4,884.75
0.618 4,874.25
0.500 4,871.00
0.382 4,867.50
LOW 4,857.00
0.618 4,839.75
1.000 4,829.25
1.618 4,812.00
2.618 4,784.25
4.250 4,739.00
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 4,873.50 4,864.50
PP 4,872.25 4,854.25
S1 4,871.00 4,844.00

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

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