E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 4,569.00 4,590.50 21.50 0.5% 4,527.25
High 4,594.50 4,620.25 25.75 0.6% 4,683.75
Low 4,541.25 4,583.00 41.75 0.9% 4,471.25
Close 4,591.00 4,606.75 15.75 0.3% 4,504.50
Range 53.25 37.25 -16.00 -30.0% 212.50
ATR 77.63 74.75 -2.88 -3.7% 0.00
Volume 166,650 147,737 -18,913 -11.3% 1,701,099
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,715.00 4,698.25 4,627.25
R3 4,677.75 4,661.00 4,617.00
R2 4,640.50 4,640.50 4,613.50
R1 4,623.75 4,623.75 4,610.25 4,632.00
PP 4,603.25 4,603.25 4,603.25 4,607.50
S1 4,586.50 4,586.50 4,603.25 4,595.00
S2 4,566.00 4,566.00 4,600.00
S3 4,528.75 4,549.25 4,596.50
S4 4,491.50 4,512.00 4,586.25
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,190.75 5,060.00 4,621.50
R3 4,978.25 4,847.50 4,563.00
R2 4,765.75 4,765.75 4,543.50
R1 4,635.00 4,635.00 4,524.00 4,594.00
PP 4,553.25 4,553.25 4,553.25 4,532.75
S1 4,422.50 4,422.50 4,485.00 4,381.50
S2 4,340.75 4,340.75 4,465.50
S3 4,128.25 4,210.00 4,446.00
S4 3,915.75 3,997.50 4,387.50
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 4,502.25 181.50 3.9% 71.00 1.5% 58% False False 230,433
10 4,683.75 4,471.25 212.50 4.6% 81.25 1.8% 64% False False 262,150
20 4,734.75 4,471.25 263.50 5.7% 76.50 1.7% 51% False False 133,647
40 4,734.75 4,452.75 282.00 6.1% 67.75 1.5% 55% False False 66,974
60 4,734.75 4,060.00 674.75 14.6% 67.25 1.5% 81% False False 44,748
80 4,734.75 4,034.25 700.50 15.2% 66.00 1.4% 82% False False 33,567
100 4,734.75 3,975.75 759.00 16.5% 64.75 1.4% 83% False False 26,854
120 4,734.75 3,975.75 759.00 16.5% 59.50 1.3% 83% False False 22,378
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 18.08
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4,778.50
2.618 4,717.75
1.618 4,680.50
1.000 4,657.50
0.618 4,643.25
HIGH 4,620.25
0.618 4,606.00
0.500 4,601.50
0.382 4,597.25
LOW 4,583.00
0.618 4,560.00
1.000 4,545.75
1.618 4,522.75
2.618 4,485.50
4.250 4,424.75
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 4,605.00 4,593.25
PP 4,603.25 4,579.50
S1 4,601.50 4,566.00

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

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