E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 4,780.25 4,777.00 -3.25 -0.1% 4,726.50
High 4,792.00 4,803.50 11.50 0.2% 4,790.00
Low 4,761.25 4,770.25 9.00 0.2% 4,674.50
Close 4,774.50 4,793.00 18.50 0.4% 4,775.00
Range 30.75 33.25 2.50 8.1% 115.50
ATR 43.23 42.52 -0.71 -1.6% 0.00
Volume 76 255 179 235.5% 1,208
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,888.75 4,874.00 4,811.25
R3 4,855.50 4,840.75 4,802.25
R2 4,822.25 4,822.25 4,799.00
R1 4,807.50 4,807.50 4,796.00 4,815.00
PP 4,789.00 4,789.00 4,789.00 4,792.50
S1 4,774.25 4,774.25 4,790.00 4,781.50
S2 4,755.75 4,755.75 4,787.00
S3 4,722.50 4,741.00 4,783.75
S4 4,689.25 4,707.75 4,774.75
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,093.00 5,049.50 4,838.50
R3 4,977.50 4,934.00 4,806.75
R2 4,862.00 4,862.00 4,796.25
R1 4,818.50 4,818.50 4,785.50 4,840.25
PP 4,746.50 4,746.50 4,746.50 4,757.50
S1 4,703.00 4,703.00 4,764.50 4,724.75
S2 4,631.00 4,631.00 4,753.75
S3 4,515.50 4,587.50 4,743.25
S4 4,400.00 4,472.00 4,711.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,803.50 4,738.00 65.50 1.4% 36.00 0.8% 84% True False 257
10 4,803.50 4,674.50 129.00 2.7% 37.75 0.8% 92% True False 238
20 4,803.50 4,546.25 257.25 5.4% 37.50 0.8% 96% True False 170
40 4,803.50 4,164.00 639.50 13.3% 53.25 1.1% 98% True False 116
60 4,803.50 4,164.00 639.50 13.3% 43.00 0.9% 98% True False 78
80 4,803.50 4,164.00 639.50 13.3% 38.50 0.8% 98% True False 59
100 4,803.50 4,164.00 639.50 13.3% 36.25 0.8% 98% True False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,944.75
2.618 4,890.50
1.618 4,857.25
1.000 4,836.75
0.618 4,824.00
HIGH 4,803.50
0.618 4,790.75
0.500 4,787.00
0.382 4,783.00
LOW 4,770.25
0.618 4,749.75
1.000 4,737.00
1.618 4,716.50
2.618 4,683.25
4.250 4,629.00
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 4,791.00 4,789.50
PP 4,789.00 4,786.00
S1 4,787.00 4,782.50

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

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