E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 4,787.75 4,769.00 -18.75 -0.4% 4,799.50
High 4,792.50 4,772.00 -20.50 -0.4% 4,829.50
Low 4,755.00 4,746.75 -8.25 -0.2% 4,752.00
Close 4,770.50 4,768.00 -2.50 -0.1% 4,779.75
Range 37.50 25.25 -12.25 -32.7% 77.50
ATR 37.25 36.39 -0.86 -2.3% 0.00
Volume 864 558 -306 -35.4% 3,611
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 4,838.00 4,828.25 4,782.00
R3 4,812.75 4,803.00 4,775.00
R2 4,787.50 4,787.50 4,772.75
R1 4,777.75 4,777.75 4,770.25 4,770.00
PP 4,762.25 4,762.25 4,762.25 4,758.50
S1 4,752.50 4,752.50 4,765.75 4,744.75
S2 4,737.00 4,737.00 4,763.25
S3 4,711.75 4,727.25 4,761.00
S4 4,686.50 4,702.00 4,754.00
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,019.50 4,977.25 4,822.50
R3 4,942.00 4,899.75 4,801.00
R2 4,864.50 4,864.50 4,794.00
R1 4,822.25 4,822.25 4,786.75 4,804.50
PP 4,787.00 4,787.00 4,787.00 4,778.25
S1 4,744.75 4,744.75 4,772.75 4,727.00
S2 4,709.50 4,709.50 4,765.50
S3 4,632.00 4,667.25 4,758.50
S4 4,554.50 4,589.75 4,737.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,810.75 4,746.75 64.00 1.3% 35.25 0.7% 33% False True 831
10 4,829.50 4,746.75 82.75 1.7% 33.50 0.7% 26% False True 649
20 4,829.50 4,709.50 120.00 2.5% 32.50 0.7% 49% False False 428
40 4,829.50 4,421.50 408.00 8.6% 35.75 0.8% 85% False False 264
60 4,829.50 4,164.00 665.50 14.0% 46.25 1.0% 91% False False 193
80 4,829.50 4,164.00 665.50 14.0% 40.50 0.9% 91% False False 145
100 4,829.50 4,164.00 665.50 14.0% 37.00 0.8% 91% False False 116
120 4,829.50 4,164.00 665.50 14.0% 34.25 0.7% 91% False False 97
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 8.90
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,879.25
2.618 4,838.00
1.618 4,812.75
1.000 4,797.25
0.618 4,787.50
HIGH 4,772.00
0.618 4,762.25
0.500 4,759.50
0.382 4,756.50
LOW 4,746.75
0.618 4,731.25
1.000 4,721.50
1.618 4,706.00
2.618 4,680.75
4.250 4,639.50
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 4,765.00 4,773.00
PP 4,762.25 4,771.50
S1 4,759.50 4,769.75

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

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