E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 4,814.75 4,796.75 -18.00 -0.4% 4,661.25
High 4,841.75 4,820.50 -21.25 -0.4% 4,823.50
Low 4,782.50 4,790.00 7.50 0.2% 4,625.25
Close 4,794.25 4,798.50 4.25 0.1% 4,814.25
Range 59.25 30.50 -28.75 -48.5% 198.25
ATR 54.87 53.13 -1.74 -3.2% 0.00
Volume 235,031 195,027 -40,004 -17.0% 1,902,810
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 4,894.50 4,877.00 4,815.25
R3 4,864.00 4,846.50 4,807.00
R2 4,833.50 4,833.50 4,804.00
R1 4,816.00 4,816.00 4,801.25 4,824.75
PP 4,803.00 4,803.00 4,803.00 4,807.50
S1 4,785.50 4,785.50 4,795.75 4,794.25
S2 4,772.50 4,772.50 4,793.00
S3 4,742.00 4,755.00 4,790.00
S4 4,711.50 4,724.50 4,781.75
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,349.00 5,280.00 4,923.25
R3 5,150.75 5,081.75 4,868.75
R2 4,952.50 4,952.50 4,850.50
R1 4,883.50 4,883.50 4,832.50 4,918.00
PP 4,754.25 4,754.25 4,754.25 4,771.50
S1 4,685.25 4,685.25 4,796.00 4,719.75
S2 4,556.00 4,556.00 4,778.00
S3 4,357.75 4,487.00 4,759.75
S4 4,159.50 4,288.75 4,705.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,841.75 4,716.25 125.50 2.6% 55.00 1.1% 66% False False 283,585
10 4,841.75 4,625.25 216.50 4.5% 68.75 1.4% 80% False False 281,149
20 4,841.75 4,625.25 216.50 4.5% 54.00 1.1% 80% False False 141,279
40 4,841.75 4,625.25 216.50 4.5% 44.00 0.9% 80% False False 70,741
60 4,841.75 4,164.00 677.75 14.1% 47.25 1.0% 94% False False 47,181
80 4,841.75 4,164.00 677.75 14.1% 46.50 1.0% 94% False False 35,392
100 4,841.75 4,164.00 677.75 14.1% 41.75 0.9% 94% False False 28,314
120 4,841.75 4,164.00 677.75 14.1% 39.25 0.8% 94% False False 23,595
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.08
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,950.00
2.618 4,900.25
1.618 4,869.75
1.000 4,851.00
0.618 4,839.25
HIGH 4,820.50
0.618 4,808.75
0.500 4,805.25
0.382 4,801.75
LOW 4,790.00
0.618 4,771.25
1.000 4,759.50
1.618 4,740.75
2.618 4,710.25
4.250 4,660.50
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 4,805.25 4,812.00
PP 4,803.00 4,807.50
S1 4,800.75 4,803.00

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

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