E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 4,877.25 4,850.50 -26.75 -0.5% 4,813.50
High 4,882.50 4,870.00 -12.50 -0.3% 4,884.75
Low 4,830.25 4,839.50 9.25 0.2% 4,803.25
Close 4,849.50 4,868.50 19.00 0.4% 4,868.50
Range 52.25 30.50 -21.75 -41.6% 81.50
ATR 72.74 69.73 -3.02 -4.1% 0.00
Volume 159,650 75,485 -84,165 -52.7% 560,142
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 4,950.75 4,940.25 4,885.25
R3 4,920.25 4,909.75 4,877.00
R2 4,889.75 4,889.75 4,874.00
R1 4,879.25 4,879.25 4,871.25 4,884.50
PP 4,859.25 4,859.25 4,859.25 4,862.00
S1 4,848.75 4,848.75 4,865.75 4,854.00
S2 4,828.75 4,828.75 4,863.00
S3 4,798.25 4,818.25 4,860.00
S4 4,767.75 4,787.75 4,851.75
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,096.75 5,064.00 4,913.25
R3 5,015.25 4,982.50 4,891.00
R2 4,933.75 4,933.75 4,883.50
R1 4,901.00 4,901.00 4,876.00 4,917.50
PP 4,852.25 4,852.25 4,852.25 4,860.25
S1 4,819.50 4,819.50 4,861.00 4,836.00
S2 4,770.75 4,770.75 4,853.50
S3 4,689.25 4,738.00 4,846.00
S4 4,607.75 4,656.50 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 4,884.75 4,803.00 81.75 1.7% 41.25 0.8% 80% False False 145,787
10 4,884.75 4,672.75 212.00 4.4% 59.75 1.2% 92% False False 196,328
20 4,884.75 4,558.50 326.25 6.7% 79.00 1.6% 95% False False 267,936
40 4,919.50 4,558.50 361.00 7.4% 64.75 1.3% 86% False False 244,781
60 4,919.50 4,558.50 361.00 7.4% 63.00 1.3% 86% False False 237,464
80 4,919.50 4,558.50 361.00 7.4% 55.25 1.1% 86% False False 178,205
100 4,919.50 4,421.50 498.00 10.2% 52.25 1.1% 90% False False 142,584
120 4,919.50 4,164.00 755.50 15.5% 54.50 1.1% 93% False False 118,829
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,999.50
2.618 4,949.75
1.618 4,919.25
1.000 4,900.50
0.618 4,888.75
HIGH 4,870.00
0.618 4,858.25
0.500 4,854.75
0.382 4,851.25
LOW 4,839.50
0.618 4,820.75
1.000 4,809.00
1.618 4,790.25
2.618 4,759.75
4.250 4,710.00
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 4,864.00 4,864.75
PP 4,859.25 4,861.25
S1 4,854.75 4,857.50

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

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