E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 01-Dec-2016
Day Change Summary
Previous Current
30-Nov-2016 01-Dec-2016 Change Change % Previous Week
Open 4,872.50 4,819.00 -53.50 -1.1% 4,813.50
High 4,885.50 4,827.50 -58.00 -1.2% 4,884.75
Low 4,812.50 4,722.75 -89.75 -1.9% 4,803.25
Close 4,816.00 4,736.50 -79.50 -1.7% 4,868.50
Range 73.00 104.75 31.75 43.5% 81.50
ATR 66.65 69.37 2.72 4.1% 0.00
Volume 231,494 291,375 59,881 25.9% 560,142
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,076.50 5,011.25 4,794.00
R3 4,971.75 4,906.50 4,765.25
R2 4,867.00 4,867.00 4,755.75
R1 4,801.75 4,801.75 4,746.00 4,782.00
PP 4,762.25 4,762.25 4,762.25 4,752.50
S1 4,697.00 4,697.00 4,727.00 4,677.25
S2 4,657.50 4,657.50 4,717.25
S3 4,552.75 4,592.25 4,707.75
S4 4,448.00 4,487.50 4,679.00
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 4,722.75 175.00 3.7% 59.00 1.2% 8% False True 183,491
10 4,897.75 4,722.75 175.00 3.7% 52.50 1.1% 8% False True 176,107
20 4,897.75 4,558.50 339.25 7.2% 79.50 1.7% 52% False False 253,412
40 4,919.50 4,558.50 361.00 7.6% 66.25 1.4% 49% False False 243,700
60 4,919.50 4,558.50 361.00 7.6% 64.75 1.4% 49% False False 251,062
80 4,919.50 4,558.50 361.00 7.6% 57.00 1.2% 49% False False 188,713
100 4,919.50 4,546.25 373.25 7.9% 53.25 1.1% 51% False False 151,002
120 4,919.50 4,164.00 755.50 16.0% 55.75 1.2% 76% False False 125,845
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 9.33
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,272.75
2.618 5,101.75
1.618 4,997.00
1.000 4,932.25
0.618 4,892.25
HIGH 4,827.50
0.618 4,787.50
0.500 4,775.00
0.382 4,762.75
LOW 4,722.75
0.618 4,658.00
1.000 4,618.00
1.618 4,553.25
2.618 4,448.50
4.250 4,277.50
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 4,775.00 4,810.25
PP 4,762.25 4,785.75
S1 4,749.50 4,761.00

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

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