E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 4,864.25 4,861.00 -3.25 -0.1% 4,813.50
High 4,879.75 4,897.75 18.00 0.4% 4,884.75
Low 4,842.75 4,847.50 4.75 0.1% 4,803.25
Close 4,861.00 4,875.00 14.00 0.3% 4,868.50
Range 37.00 50.25 13.25 35.8% 81.50
ATR 67.39 66.16 -1.22 -1.8% 0.00
Volume 143,185 175,916 32,731 22.9% 560,142
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,024.25 4,999.75 4,902.75
R3 4,974.00 4,949.50 4,888.75
R2 4,923.75 4,923.75 4,884.25
R1 4,899.25 4,899.25 4,879.50 4,911.50
PP 4,873.50 4,873.50 4,873.50 4,879.50
S1 4,849.00 4,849.00 4,870.50 4,861.25
S2 4,823.25 4,823.25 4,865.75
S3 4,773.00 4,798.75 4,861.25
S4 4,722.75 4,748.50 4,847.25
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 4,897.75 4,830.25 67.50 1.4% 39.50 0.8% 66% True False 142,340
10 4,897.75 4,688.00 209.75 4.3% 49.75 1.0% 89% True False 167,240
20 4,897.75 4,558.50 339.25 7.0% 78.50 1.6% 93% True False 257,675
40 4,919.50 4,558.50 361.00 7.4% 64.25 1.3% 88% False False 242,126
60 4,919.50 4,558.50 361.00 7.4% 63.00 1.3% 88% False False 242,711
80 4,919.50 4,558.50 361.00 7.4% 55.50 1.1% 88% False False 182,186
100 4,919.50 4,515.00 404.50 8.3% 52.00 1.1% 89% False False 145,774
120 4,919.50 4,164.00 755.50 15.5% 55.00 1.1% 94% False False 121,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,111.25
2.618 5,029.25
1.618 4,979.00
1.000 4,948.00
0.618 4,928.75
HIGH 4,897.75
0.618 4,878.50
0.500 4,872.50
0.382 4,866.75
LOW 4,847.50
0.618 4,816.50
1.000 4,797.25
1.618 4,766.25
2.618 4,716.00
4.250 4,634.00
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 4,874.25 4,873.00
PP 4,873.50 4,870.75
S1 4,872.50 4,868.50

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

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