E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	4,796.75	4,800.00	3.25	0.1%	4,661.25
High	4,820.50	4,854.50	34.00	0.7%	4,823.50
Low	4,790.00	4,788.50	-1.50	0.0%	4,625.25
Close	4,798.50	4,850.00	51.50	1.1%	4,814.25
Range	30.50	66.00	35.50	116.4%	198.25
ATR	53.13	54.05	0.92	1.7%	0.00
Volume	195,027	291,231	96,204	49.3%	1,902,810

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,029.00	5,005.50	4,886.25
R3	4,963.00	4,939.50	4,868.25
R2	4,897.00	4,897.00	4,862.00
R1	4,873.50	4,873.50	4,856.00	4,885.25
PP	4,831.00	4,831.00	4,831.00	4,837.00
S1	4,807.50	4,807.50	4,844.00	4,819.25
S2	4,765.00	4,765.00	4,838.00
S3	4,699.00	4,741.50	4,831.75
S4	4,633.00	4,675.50	4,813.75

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	4,854.50	4,716.25	138.25	2.9%	58.75	1.2%	97%	True	False	270,154
10	4,854.50	4,625.25	229.25	4.7%	72.75	1.5%	98%	True	False	308,491
20	4,854.50	4,625.25	229.25	4.7%	55.75	1.2%	98%	True	False	155,806
40	4,854.50	4,625.25	229.25	4.7%	44.50	0.9%	98%	True	False	78,018
60	4,854.50	4,173.00	681.50	14.1%	46.75	1.0%	99%	True	False	52,032
80	4,854.50	4,164.00	690.50	14.2%	47.25	1.0%	99%	True	False	39,033
100	4,854.50	4,164.00	690.50	14.2%	42.25	0.9%	99%	True	False	31,226
120	4,854.50	4,164.00	690.50	14.2%	39.25	0.8%	99%	True	False	26,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,135.00
2.618	5,027.25
1.618	4,961.25
1.000	4,920.50
0.618	4,895.25
HIGH	4,854.50
0.618	4,829.25
0.500	4,821.50
0.382	4,813.75
LOW	4,788.50
0.618	4,747.75
1.000	4,722.50
1.618	4,681.75
2.618	4,615.75
4.250	4,508.00

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	4,840.50	4,839.50
PP	4,831.00	4,829.00
S1	4,821.50	4,818.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols