E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 4,656.75 4,577.00 -79.75 -1.7% 4,534.50
High 4,689.50 4,597.00 -92.50 -2.0% 4,689.50
Low 4,573.75 4,552.50 -21.25 -0.5% 4,477.25
Close 4,577.75 4,576.08 -1.67 0.0% 4,576.08
Range 115.75 44.50 -71.25 -61.6% 212.25
ATR 80.99 78.38 -2.61 -3.2% 0.00
Volume 47,631 2,269 -45,362 -95.2% 428,980
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,708.75 4,687.00 4,600.50
R3 4,664.25 4,642.50 4,588.25
R2 4,619.75 4,619.75 4,584.25
R1 4,598.00 4,598.00 4,580.25 4,586.50
PP 4,575.25 4,575.25 4,575.25 4,569.50
S1 4,553.50 4,553.50 4,572.00 4,542.00
S2 4,530.75 4,530.75 4,568.00
S3 4,486.25 4,509.00 4,563.75
S4 4,441.75 4,464.50 4,551.50
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,217.75 5,109.25 4,692.75
R3 5,005.50 4,897.00 4,634.50
R2 4,793.25 4,793.25 4,615.00
R1 4,684.75 4,684.75 4,595.50 4,739.00
PP 4,581.00 4,581.00 4,581.00 4,608.00
S1 4,472.50 4,472.50 4,556.50 4,526.75
S2 4,368.75 4,368.75 4,537.25
S3 4,156.50 4,260.25 4,517.75
S4 3,944.25 4,048.00 4,459.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,689.50 4,477.25 212.25 4.6% 85.75 1.9% 47% False False 85,796
10 4,730.00 4,477.25 252.75 5.5% 85.75 1.9% 39% False False 187,092
20 4,739.50 4,477.25 262.25 5.7% 75.00 1.6% 38% False False 199,560
40 4,739.50 4,455.00 284.50 6.2% 68.50 1.5% 43% False False 222,640
60 4,739.50 4,040.75 698.75 15.3% 73.25 1.6% 77% False False 244,917
80 4,739.50 4,040.75 698.75 15.3% 78.00 1.7% 77% False False 219,400
100 4,739.50 3,901.00 838.50 18.3% 82.00 1.8% 81% False False 175,704
120 4,739.50 3,901.00 838.50 18.3% 77.50 1.7% 81% False False 146,435
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 18.35
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,786.00
2.618 4,713.50
1.618 4,669.00
1.000 4,641.50
0.618 4,624.50
HIGH 4,597.00
0.618 4,580.00
0.500 4,574.75
0.382 4,569.50
LOW 4,552.50
0.618 4,525.00
1.000 4,508.00
1.618 4,480.50
2.618 4,436.00
4.250 4,363.50
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 4,575.75 4,621.00
PP 4,575.25 4,606.00
S1 4,574.75 4,591.00

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

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