E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 4,614.00 4,641.50 27.50 0.6% 4,711.25
High 4,668.50 4,653.50 -15.00 -0.3% 4,724.25
Low 4,612.50 4,521.50 -91.00 -2.0% 4,521.50
Close 4,638.25 4,532.50 -105.75 -2.3% 4,532.50
Range 56.00 132.00 76.00 135.7% 202.75
ATR 69.41 73.88 4.47 6.4% 0.00
Volume 108,319 321,094 212,775 196.4% 470,100
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,965.25 4,880.75 4,605.00
R3 4,833.25 4,748.75 4,568.75
R2 4,701.25 4,701.25 4,556.75
R1 4,616.75 4,616.75 4,544.50 4,593.00
PP 4,569.25 4,569.25 4,569.25 4,557.25
S1 4,484.75 4,484.75 4,520.50 4,461.00
S2 4,437.25 4,437.25 4,508.25
S3 4,305.25 4,352.75 4,496.25
S4 4,173.25 4,220.75 4,460.00
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,201.00 5,069.50 4,644.00
R3 4,998.25 4,866.75 4,588.25
R2 4,795.50 4,795.50 4,569.75
R1 4,664.00 4,664.00 4,551.00 4,628.50
PP 4,592.75 4,592.75 4,592.75 4,575.00
S1 4,461.25 4,461.25 4,514.00 4,425.50
S2 4,390.00 4,390.00 4,495.25
S3 4,187.25 4,258.50 4,476.75
S4 3,984.50 4,055.75 4,421.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,724.25 4,521.50 202.75 4.5% 85.75 1.9% 5% False True 94,020
10 4,734.75 4,521.50 213.25 4.7% 84.50 1.9% 5% False True 47,979
20 4,734.75 4,452.75 282.00 6.2% 72.00 1.6% 28% False False 24,214
40 4,734.75 4,387.25 347.50 7.7% 64.00 1.4% 42% False False 12,232
60 4,734.75 4,034.25 700.50 15.5% 69.50 1.5% 71% False False 8,220
80 4,734.75 3,975.75 759.00 16.7% 67.25 1.5% 73% False False 6,166
100 4,734.75 3,975.75 759.00 16.7% 61.50 1.4% 73% False False 4,933
120 4,734.75 3,975.75 759.00 16.7% 55.00 1.2% 73% False False 4,110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,214.50
2.618 4,999.00
1.618 4,867.00
1.000 4,785.50
0.618 4,735.00
HIGH 4,653.50
0.618 4,603.00
0.500 4,587.50
0.382 4,572.00
LOW 4,521.50
0.618 4,440.00
1.000 4,389.50
1.618 4,308.00
2.618 4,176.00
4.250 3,960.50
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 4,587.50 4,611.50
PP 4,569.25 4,585.25
S1 4,550.75 4,559.00

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

View Archives - Comment on this page... - Back to Index of Symbols