E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 4,861.00 4,872.50 11.50 0.2% 4,813.50
High 4,897.75 4,885.50 -12.25 -0.3% 4,884.75
Low 4,847.50 4,812.50 -35.00 -0.7% 4,803.25
Close 4,875.00 4,816.00 -59.00 -1.2% 4,868.50
Range 50.25 73.00 22.75 45.3% 81.50
ATR 66.16 66.65 0.49 0.7% 0.00
Volume 175,916 231,494 55,578 31.6% 560,142
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,057.00 5,009.50 4,856.25
R3 4,984.00 4,936.50 4,836.00
R2 4,911.00 4,911.00 4,829.50
R1 4,863.50 4,863.50 4,822.75 4,850.75
PP 4,838.00 4,838.00 4,838.00 4,831.50
S1 4,790.50 4,790.50 4,809.25 4,777.75
S2 4,765.00 4,765.00 4,802.50
S3 4,692.00 4,717.50 4,796.00
S4 4,619.00 4,644.50 4,775.75
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,096.75 5,064.00 4,913.25
R3 5,015.25 4,982.50 4,891.00
R2 4,933.75 4,933.75 4,883.50
R1 4,901.00 4,901.00 4,876.00 4,917.50
PP 4,852.25 4,852.25 4,852.25 4,860.25
S1 4,819.50 4,819.50 4,861.00 4,836.00
S2 4,770.75 4,770.75 4,853.50
S3 4,689.25 4,738.00 4,846.00
S4 4,607.75 4,656.50 4,823.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,897.75 4,812.50 85.25 1.8% 48.50 1.0% 4% False True 157,146
10 4,897.75 4,736.25 161.50 3.4% 48.00 1.0% 49% False False 166,541
20 4,897.75 4,558.50 339.25 7.0% 77.25 1.6% 76% False False 253,859
40 4,919.50 4,558.50 361.00 7.5% 64.75 1.3% 71% False False 240,989
60 4,919.50 4,558.50 361.00 7.5% 63.50 1.3% 71% False False 246,502
80 4,919.50 4,558.50 361.00 7.5% 56.00 1.2% 71% False False 185,078
100 4,919.50 4,546.25 373.25 7.8% 52.25 1.1% 72% False False 148,089
120 4,919.50 4,164.00 755.50 15.7% 55.25 1.1% 86% False False 123,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.35
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,195.75
2.618 5,076.50
1.618 5,003.50
1.000 4,958.50
0.618 4,930.50
HIGH 4,885.50
0.618 4,857.50
0.500 4,849.00
0.382 4,840.50
LOW 4,812.50
0.618 4,767.50
1.000 4,739.50
1.618 4,694.50
2.618 4,621.50
4.250 4,502.25
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 4,849.00 4,855.00
PP 4,838.00 4,842.00
S1 4,827.00 4,829.00

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

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