E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 02-Dec-2016
Day Change Summary
Previous Current
01-Dec-2016 02-Dec-2016 Change Change % Previous Week
Open 4,819.00 4,735.50 -83.50 -1.7% 4,864.25
High 4,827.50 4,759.00 -68.50 -1.4% 4,897.75
Low 4,722.75 4,707.25 -15.50 -0.3% 4,707.25
Close 4,736.50 4,738.50 2.00 0.0% 4,738.50
Range 104.75 51.75 -53.00 -50.6% 190.50
ATR 69.37 68.11 -1.26 -1.8% 0.00
Volume 291,375 235,325 -56,050 -19.2% 1,077,295
Daily Pivots for day following 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 4,890.25 4,866.00 4,767.00
R3 4,838.50 4,814.25 4,752.75
R2 4,786.75 4,786.75 4,748.00
R1 4,762.50 4,762.50 4,743.25 4,774.50
PP 4,735.00 4,735.00 4,735.00 4,741.00
S1 4,710.75 4,710.75 4,733.75 4,723.00
S2 4,683.25 4,683.25 4,729.00
S3 4,631.50 4,659.00 4,724.25
S4 4,579.75 4,607.25 4,710.00
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,352.75 5,236.00 4,843.25
R3 5,162.25 5,045.50 4,791.00
R2 4,971.75 4,971.75 4,773.50
R1 4,855.00 4,855.00 4,756.00 4,818.00
PP 4,781.25 4,781.25 4,781.25 4,762.75
S1 4,664.50 4,664.50 4,721.00 4,627.50
S2 4,590.75 4,590.75 4,703.50
S3 4,400.25 4,474.00 4,686.00
S4 4,209.75 4,283.50 4,633.75
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 4,707.25 190.50 4.0% 63.25 1.3% 16% False True 215,459
10 4,897.75 4,707.25 190.50 4.0% 52.25 1.1% 16% False True 180,623
20 4,897.75 4,558.50 339.25 7.2% 79.00 1.7% 53% False False 251,149
40 4,919.50 4,558.50 361.00 7.6% 66.75 1.4% 50% False False 244,903
60 4,919.50 4,558.50 361.00 7.6% 64.75 1.4% 50% False False 253,686
80 4,919.50 4,558.50 361.00 7.6% 57.25 1.2% 50% False False 191,654
100 4,919.50 4,546.25 373.25 7.9% 53.50 1.1% 52% False False 153,355
120 4,919.50 4,164.00 755.50 15.9% 55.75 1.2% 76% False False 127,806
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 11.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,979.00
2.618 4,894.50
1.618 4,842.75
1.000 4,810.75
0.618 4,791.00
HIGH 4,759.00
0.618 4,739.25
0.500 4,733.00
0.382 4,727.00
LOW 4,707.25
0.618 4,675.25
1.000 4,655.50
1.618 4,623.50
2.618 4,571.75
4.250 4,487.25
Fisher Pivots for day following 02-Dec-2016
Pivot 1 day 3 day
R1 4,736.75 4,796.50
PP 4,735.00 4,777.00
S1 4,733.00 4,757.75

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

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