E-mini NASDAQ-100 Future March 2017


Trading Metrics calculated at close of trading on 06-Dec-2016
Day Change Summary
Previous Current
05-Dec-2016 06-Dec-2016 Change Change % Previous Week
Open 4,720.25 4,776.25 56.00 1.2% 4,862.50
High 4,794.75 4,795.00 0.25 0.0% 4,897.00
Low 4,700.50 4,766.75 66.25 1.4% 4,706.25
Close 4,779.75 4,785.50 5.75 0.1% 4,738.00
Range 94.25 28.25 -66.00 -70.0% 190.75
ATR 68.68 65.79 -2.89 -4.2% 0.00
Volume 2,390 3,235 845 35.4% 6,317
Daily Pivots for day following 06-Dec-2016
Classic Woodie Camarilla DeMark
R4 4,867.25 4,854.50 4,801.00
R3 4,839.00 4,826.25 4,793.25
R2 4,810.75 4,810.75 4,790.75
R1 4,798.00 4,798.00 4,788.00 4,804.50
PP 4,782.50 4,782.50 4,782.50 4,785.50
S1 4,769.75 4,769.75 4,783.00 4,776.00
S2 4,754.25 4,754.25 4,780.25
S3 4,726.00 4,741.50 4,777.75
S4 4,697.75 4,713.25 4,770.00
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,352.75 5,236.00 4,843.00
R3 5,162.00 5,045.25 4,790.50
R2 4,971.25 4,971.25 4,773.00
R1 4,854.50 4,854.50 4,755.50 4,817.50
PP 4,780.50 4,780.50 4,780.50 4,762.00
S1 4,663.75 4,663.75 4,720.50 4,626.75
S2 4,589.75 4,589.75 4,703.00
S3 4,399.00 4,473.00 4,685.50
S4 4,208.25 4,282.25 4,633.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,884.50 4,700.50 184.00 3.8% 69.75 1.5% 46% False False 2,108
10 4,897.00 4,700.50 196.50 4.1% 54.25 1.1% 43% False False 1,283
20 4,897.00 4,557.00 340.00 7.1% 78.25 1.6% 67% False False 962
40 4,916.75 4,557.00 359.75 7.5% 66.00 1.4% 64% False False 689
60 4,916.75 4,557.00 359.75 7.5% 59.75 1.2% 64% False False 506
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 11.80
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,915.00
2.618 4,869.00
1.618 4,840.75
1.000 4,823.25
0.618 4,812.50
HIGH 4,795.00
0.618 4,784.25
0.500 4,781.00
0.382 4,777.50
LOW 4,766.75
0.618 4,749.25
1.000 4,738.50
1.618 4,721.00
2.618 4,692.75
4.250 4,646.75
Fisher Pivots for day following 06-Dec-2016
Pivot 1 day 3 day
R1 4,784.00 4,773.00
PP 4,782.50 4,760.25
S1 4,781.00 4,747.75

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

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