E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 4,692.50 4,698.75 6.25 0.1% 4,627.75
High 4,701.00 4,708.50 7.50 0.2% 4,722.50
Low 4,656.75 4,617.75 -39.00 -0.8% 4,619.50
Close 4,698.50 4,647.00 -51.50 -1.1% 4,698.50
Range 44.25 90.75 46.50 105.1% 103.00
ATR 60.72 62.86 2.15 3.5% 0.00
Volume 606 112 -494 -81.5% 1,291
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,930.00 4,879.25 4,697.00
R3 4,839.25 4,788.50 4,672.00
R2 4,748.50 4,748.50 4,663.75
R1 4,697.75 4,697.75 4,655.25 4,677.75
PP 4,657.75 4,657.75 4,657.75 4,647.75
S1 4,607.00 4,607.00 4,638.75 4,587.00
S2 4,567.00 4,567.00 4,630.25
S3 4,476.25 4,516.25 4,622.00
S4 4,385.50 4,425.50 4,597.00
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,989.25 4,946.75 4,755.25
R3 4,886.25 4,843.75 4,726.75
R2 4,783.25 4,783.25 4,717.50
R1 4,740.75 4,740.75 4,708.00 4,762.00
PP 4,680.25 4,680.25 4,680.25 4,690.75
S1 4,637.75 4,637.75 4,689.00 4,659.00
S2 4,577.25 4,577.25 4,679.50
S3 4,474.25 4,534.75 4,670.25
S4 4,371.25 4,431.75 4,641.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,722.50 4,617.75 104.75 2.3% 53.75 1.2% 28% False True 252
10 4,722.50 4,594.75 127.75 2.7% 53.50 1.2% 41% False False 195
20 4,722.50 4,311.25 411.25 8.8% 55.75 1.2% 82% False False 273
40 4,722.50 4,034.25 688.25 14.8% 68.75 1.5% 89% False False 204
60 4,722.50 3,975.75 746.75 16.1% 64.25 1.4% 90% False False 137
80 4,722.50 3,975.75 746.75 16.1% 57.75 1.2% 90% False False 103
100 4,722.50 3,975.75 746.75 16.1% 50.00 1.1% 90% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 13.35
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,094.25
2.618 4,946.00
1.618 4,855.25
1.000 4,799.25
0.618 4,764.50
HIGH 4,708.50
0.618 4,673.75
0.500 4,663.00
0.382 4,652.50
LOW 4,617.75
0.618 4,561.75
1.000 4,527.00
1.618 4,471.00
2.618 4,380.25
4.250 4,232.00
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 4,663.00 4,669.50
PP 4,657.75 4,662.00
S1 4,652.50 4,654.50

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

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