E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 4,858.00 4,877.25 19.25 0.4% 4,753.00
High 4,884.75 4,882.50 -2.25 0.0% 4,840.50
Low 4,857.00 4,830.25 -26.75 -0.6% 4,672.75
Close 4,874.75 4,849.50 -25.25 -0.5% 4,808.50
Range 27.75 52.25 24.50 88.3% 167.75
ATR 74.32 72.74 -1.58 -2.1% 0.00
Volume 157,465 159,650 2,185 1.4% 1,078,201
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,010.75 4,982.50 4,878.25
R3 4,958.50 4,930.25 4,863.75
R2 4,906.25 4,906.25 4,859.00
R1 4,878.00 4,878.00 4,854.25 4,866.00
PP 4,854.00 4,854.00 4,854.00 4,848.00
S1 4,825.75 4,825.75 4,844.75 4,813.75
S2 4,801.75 4,801.75 4,840.00
S3 4,749.50 4,773.50 4,835.25
S4 4,697.25 4,721.25 4,820.75
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 4,778.00 106.75 2.2% 46.00 0.9% 67% False False 168,724
10 4,884.75 4,672.75 212.00 4.4% 76.75 1.6% 83% False False 244,289
20 4,884.75 4,558.50 326.25 6.7% 81.25 1.7% 89% False False 277,228
40 4,919.50 4,558.50 361.00 7.4% 65.50 1.4% 81% False False 250,552
60 4,919.50 4,558.50 361.00 7.4% 63.00 1.3% 81% False False 236,215
80 4,919.50 4,558.50 361.00 7.4% 55.25 1.1% 81% False False 177,263
100 4,919.50 4,358.25 561.25 11.6% 52.50 1.1% 88% False False 141,830
120 4,919.50 4,164.00 755.50 15.6% 54.50 1.1% 91% False False 118,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,104.50
2.618 5,019.25
1.618 4,967.00
1.000 4,934.75
0.618 4,914.75
HIGH 4,882.50
0.618 4,862.50
0.500 4,856.50
0.382 4,850.25
LOW 4,830.25
0.618 4,798.00
1.000 4,778.00
1.618 4,745.75
2.618 4,693.50
4.250 4,608.25
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 4,856.50 4,847.75
PP 4,854.00 4,845.75
S1 4,851.75 4,844.00

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

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