E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 4,802.75 4,754.50 -48.25 -1.0% 4,847.25
High 4,817.00 4,768.50 -48.50 -1.0% 4,919.50
Low 4,718.75 4,708.25 -10.50 -0.2% 4,786.50
Close 4,757.25 4,716.75 -40.50 -0.9% 4,806.00
Range 98.25 60.25 -38.00 -38.7% 133.00
ATR 54.59 54.99 0.40 0.7% 0.00
Volume 307,806 300,313 -7,493 -2.4% 1,187,845
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 4,912.00 4,874.50 4,750.00
R3 4,851.75 4,814.25 4,733.25
R2 4,791.50 4,791.50 4,727.75
R1 4,754.00 4,754.00 4,722.25 4,742.50
PP 4,731.25 4,731.25 4,731.25 4,725.50
S1 4,693.75 4,693.75 4,711.25 4,682.50
S2 4,671.00 4,671.00 4,705.75
S3 4,610.75 4,633.50 4,700.25
S4 4,550.50 4,573.25 4,683.50
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,236.25 5,154.25 4,879.25
R3 5,103.25 5,021.25 4,842.50
R2 4,970.25 4,970.25 4,830.50
R1 4,888.25 4,888.25 4,818.25 4,862.75
PP 4,837.25 4,837.25 4,837.25 4,824.50
S1 4,755.25 4,755.25 4,793.75 4,729.75
S2 4,704.25 4,704.25 4,781.50
S3 4,571.25 4,622.25 4,769.50
S4 4,438.25 4,489.25 4,732.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,880.25 4,708.25 172.00 3.6% 66.50 1.4% 5% False True 278,755
10 4,919.50 4,708.25 211.25 4.5% 57.00 1.2% 4% False True 243,191
20 4,919.50 4,708.25 211.25 4.5% 53.25 1.1% 4% False True 233,987
40 4,919.50 4,625.25 294.25 6.2% 57.25 1.2% 31% False False 249,886
60 4,919.50 4,625.25 294.25 6.2% 49.25 1.0% 31% False False 167,147
80 4,919.50 4,546.25 373.25 7.9% 46.50 1.0% 46% False False 125,400
100 4,919.50 4,164.00 755.50 16.0% 51.00 1.1% 73% False False 100,331
120 4,919.50 4,164.00 755.50 16.0% 46.25 1.0% 73% False False 83,610
Crabel Price Patterns
NR True
NR4 False
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 13.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,024.50
2.618 4,926.25
1.618 4,866.00
1.000 4,828.75
0.618 4,805.75
HIGH 4,768.50
0.618 4,745.50
0.500 4,738.50
0.382 4,731.25
LOW 4,708.25
0.618 4,671.00
1.000 4,648.00
1.618 4,610.75
2.618 4,550.50
4.250 4,452.25
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 4,738.50 4,769.00
PP 4,731.25 4,751.75
S1 4,724.00 4,734.25

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

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