E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 4,689.50 4,673.75 -15.75 -0.3% 4,478.25
High 4,706.75 4,684.50 -22.25 -0.5% 4,691.50
Low 4,653.75 4,620.00 -33.75 -0.7% 4,455.00
Close 4,675.75 4,666.00 -9.75 -0.2% 4,689.50
Range 53.00 64.50 11.50 21.7% 236.50
ATR 65.78 65.69 -0.09 -0.1% 0.00
Volume 163,322 230,131 66,809 40.9% 1,189,086
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,850.25 4,822.75 4,701.50
R3 4,785.75 4,758.25 4,683.75
R2 4,721.25 4,721.25 4,677.75
R1 4,693.75 4,693.75 4,672.00 4,675.25
PP 4,656.75 4,656.75 4,656.75 4,647.50
S1 4,629.25 4,629.25 4,660.00 4,610.75
S2 4,592.25 4,592.25 4,654.25
S3 4,527.75 4,564.75 4,648.25
S4 4,463.25 4,500.25 4,630.50
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,321.50 5,242.00 4,819.50
R3 5,085.00 5,005.50 4,754.50
R2 4,848.50 4,848.50 4,732.75
R1 4,769.00 4,769.00 4,711.25 4,808.75
PP 4,612.00 4,612.00 4,612.00 4,632.00
S1 4,532.50 4,532.50 4,667.75 4,572.25
S2 4,375.50 4,375.50 4,646.25
S3 4,139.00 4,296.00 4,624.50
S4 3,902.50 4,059.50 4,559.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,706.75 4,556.25 150.50 3.2% 57.50 1.2% 73% False False 206,133
10 4,706.75 4,455.00 251.75 5.4% 67.00 1.4% 84% False False 241,662
20 4,729.75 4,455.00 274.75 5.9% 61.75 1.3% 77% False False 236,066
40 4,729.75 4,066.00 663.75 14.2% 66.75 1.4% 90% False False 253,539
60 4,729.75 4,040.75 689.00 14.8% 77.25 1.7% 91% False False 235,438
80 4,729.75 3,901.00 828.75 17.8% 83.75 1.8% 92% False False 176,868
100 4,729.75 3,901.00 828.75 17.8% 78.50 1.7% 92% False False 141,514
120 4,729.75 3,901.00 828.75 17.8% 72.25 1.5% 92% False False 117,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,958.50
2.618 4,853.25
1.618 4,788.75
1.000 4,749.00
0.618 4,724.25
HIGH 4,684.50
0.618 4,659.75
0.500 4,652.25
0.382 4,644.75
LOW 4,620.00
0.618 4,580.25
1.000 4,555.50
1.618 4,515.75
2.618 4,451.25
4.250 4,346.00
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 4,661.50 4,665.00
PP 4,656.75 4,664.25
S1 4,652.25 4,663.50

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

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