E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 4,603.50 4,650.25 46.75 1.0% 4,711.25
High 4,669.75 4,683.75 14.00 0.3% 4,724.25
Low 4,575.00 4,564.75 -10.25 -0.2% 4,521.50
Close 4,657.75 4,569.50 -88.25 -1.9% 4,532.50
Range 94.75 119.00 24.25 25.6% 202.75
ATR 77.03 80.03 3.00 3.9% 0.00
Volume 287,576 320,692 33,116 11.5% 470,100
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,963.00 4,885.25 4,635.00
R3 4,844.00 4,766.25 4,602.25
R2 4,725.00 4,725.00 4,591.25
R1 4,647.25 4,647.25 4,580.50 4,626.50
PP 4,606.00 4,606.00 4,606.00 4,595.75
S1 4,528.25 4,528.25 4,558.50 4,507.50
S2 4,487.00 4,487.00 4,547.75
S3 4,368.00 4,409.25 4,536.75
S4 4,249.00 4,290.25 4,504.00
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 4,683.75 4,471.25 212.50 4.7% 104.00 2.3% 46% True False 336,342
10 4,724.25 4,471.25 253.00 5.5% 93.75 2.0% 39% False False 183,403
20 4,734.75 4,471.25 263.50 5.8% 73.75 1.6% 37% False False 92,189
40 4,734.75 4,404.00 330.75 7.2% 69.25 1.5% 50% False False 46,215
60 4,734.75 4,034.25 700.50 15.3% 70.75 1.5% 76% False False 30,895
80 4,734.75 3,975.75 759.00 16.6% 66.50 1.5% 78% False False 23,173
100 4,734.75 3,975.75 759.00 16.6% 63.50 1.4% 78% False False 18,539
120 4,734.75 3,975.75 759.00 16.6% 58.00 1.3% 78% False False 15,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.73
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,189.50
2.618 4,995.25
1.618 4,876.25
1.000 4,802.75
0.618 4,757.25
HIGH 4,683.75
0.618 4,638.25
0.500 4,624.25
0.382 4,610.25
LOW 4,564.75
0.618 4,491.25
1.000 4,445.75
1.618 4,372.25
2.618 4,253.25
4.250 4,059.00
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 4,624.25 4,622.00
PP 4,606.00 4,604.50
S1 4,587.75 4,587.00

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

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