E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 09-Dec-2016
Day Change Summary
Previous Current
08-Dec-2016 09-Dec-2016 Change Change % Previous Week
Open 4,844.50 4,861.25 16.75 0.3% 4,719.00
High 4,869.50 4,897.50 28.00 0.6% 4,897.50
Low 4,836.00 4,852.50 16.50 0.3% 4,701.50
Close 4,863.00 4,893.75 30.75 0.6% 4,893.75
Range 33.50 45.00 11.50 34.3% 196.00
ATR 66.25 64.73 -1.52 -2.3% 0.00
Volume 225,777 133,170 -92,607 -41.0% 984,188
Daily Pivots for day following 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,016.25 5,000.00 4,918.50
R3 4,971.25 4,955.00 4,906.00
R2 4,926.25 4,926.25 4,902.00
R1 4,910.00 4,910.00 4,898.00 4,918.00
PP 4,881.25 4,881.25 4,881.25 4,885.25
S1 4,865.00 4,865.00 4,889.50 4,873.00
S2 4,836.25 4,836.25 4,885.50
S3 4,791.25 4,820.00 4,881.50
S4 4,746.25 4,775.00 4,869.00
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,419.00 5,352.25 5,001.50
R3 5,223.00 5,156.25 4,947.75
R2 5,027.00 5,027.00 4,929.75
R1 4,960.25 4,960.25 4,911.75 4,993.50
PP 4,831.00 4,831.00 4,831.00 4,847.50
S1 4,764.25 4,764.25 4,875.75 4,797.50
S2 4,635.00 4,635.00 4,857.75
S3 4,439.00 4,568.25 4,839.75
S4 4,243.00 4,372.25 4,786.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,897.50 4,701.50 196.00 4.0% 58.50 1.2% 98% True False 196,837
10 4,897.75 4,701.50 196.25 4.0% 61.00 1.2% 98% False False 206,148
20 4,897.75 4,672.75 225.00 4.6% 60.50 1.2% 98% False False 201,238
40 4,919.50 4,558.50 361.00 7.4% 66.75 1.4% 93% False False 237,277
60 4,919.50 4,558.50 361.00 7.4% 61.50 1.3% 93% False False 236,758
80 4,919.50 4,558.50 361.00 7.4% 59.00 1.2% 93% False False 203,948
100 4,919.50 4,558.50 361.00 7.4% 54.25 1.1% 93% False False 163,194
120 4,919.50 4,164.00 755.50 15.4% 56.25 1.1% 97% False False 136,005
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 14.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,088.75
2.618 5,015.25
1.618 4,970.25
1.000 4,942.50
0.618 4,925.25
HIGH 4,897.50
0.618 4,880.25
0.500 4,875.00
0.382 4,869.75
LOW 4,852.50
0.618 4,824.75
1.000 4,807.50
1.618 4,779.75
2.618 4,734.75
4.250 4,661.25
Fisher Pivots for day following 09-Dec-2016
Pivot 1 day 3 day
R1 4,887.50 4,872.75
PP 4,881.25 4,851.50
S1 4,875.00 4,830.50

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

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