E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 4,867.25 4,866.75 -0.50 0.0% 4,852.00
High 4,879.50 4,888.00 8.50 0.2% 4,885.50
Low 4,842.75 4,836.25 -6.50 -0.1% 4,800.75
Close 4,865.75 4,857.50 -8.25 -0.2% 4,870.25
Range 36.75 51.75 15.00 40.8% 84.75
ATR 52.92 52.84 -0.08 -0.2% 0.00
Volume 177,125 276,978 99,853 56.4% 1,199,913
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,015.75 4,988.50 4,886.00
R3 4,964.00 4,936.75 4,871.75
R2 4,912.25 4,912.25 4,867.00
R1 4,885.00 4,885.00 4,862.25 4,872.75
PP 4,860.50 4,860.50 4,860.50 4,854.50
S1 4,833.25 4,833.25 4,852.75 4,821.00
S2 4,808.75 4,808.75 4,848.00
S3 4,757.00 4,781.50 4,843.25
S4 4,705.25 4,729.75 4,829.00
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,106.50 5,073.00 4,916.75
R3 5,021.75 4,988.25 4,893.50
R2 4,937.00 4,937.00 4,885.75
R1 4,903.50 4,903.50 4,878.00 4,920.25
PP 4,852.25 4,852.25 4,852.25 4,860.50
S1 4,818.75 4,818.75 4,862.50 4,835.50
S2 4,767.50 4,767.50 4,854.75
S3 4,682.75 4,734.00 4,847.00
S4 4,598.00 4,649.25 4,823.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,888.00 4,811.75 76.25 1.6% 51.00 1.0% 60% True False 243,454
10 4,892.25 4,788.50 103.75 2.1% 52.75 1.1% 67% False False 233,908
20 4,892.25 4,625.25 267.00 5.5% 60.75 1.3% 87% False False 257,528
40 4,892.25 4,625.25 267.00 5.5% 47.25 1.0% 87% False False 129,166
60 4,892.25 4,546.25 346.00 7.1% 44.00 0.9% 90% False False 86,155
80 4,892.25 4,164.00 728.25 15.0% 50.50 1.0% 95% False False 64,630
100 4,892.25 4,164.00 728.25 15.0% 44.50 0.9% 95% False False 51,705
120 4,892.25 4,164.00 728.25 15.0% 41.25 0.9% 95% False False 43,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 12.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,108.00
2.618 5,023.50
1.618 4,971.75
1.000 4,939.75
0.618 4,920.00
HIGH 4,888.00
0.618 4,868.25
0.500 4,862.00
0.382 4,856.00
LOW 4,836.25
0.618 4,804.25
1.000 4,784.50
1.618 4,752.50
2.618 4,700.75
4.250 4,616.25
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 4,862.00 4,855.00
PP 4,860.50 4,852.50
S1 4,859.00 4,850.00

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

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