E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 4,899.00 4,867.00 -32.00 -0.7% 4,719.00
High 4,917.00 4,962.00 45.00 0.9% 4,897.50
Low 4,852.50 4,861.50 9.00 0.2% 4,701.50
Close 4,867.75 4,937.75 70.00 1.4% 4,893.75
Range 64.50 100.50 36.00 55.8% 196.00
ATR 64.71 67.27 2.56 4.0% 0.00
Volume 124,198 131,855 7,657 6.2% 984,188
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,222.00 5,180.25 4,993.00
R3 5,121.50 5,079.75 4,965.50
R2 5,021.00 5,021.00 4,956.25
R1 4,979.25 4,979.25 4,947.00 5,000.00
PP 4,920.50 4,920.50 4,920.50 4,930.75
S1 4,878.75 4,878.75 4,928.50 4,899.50
S2 4,820.00 4,820.00 4,919.25
S3 4,719.50 4,778.25 4,910.00
S4 4,619.00 4,677.75 4,882.50
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 4,962.00 4,763.50 198.50 4.0% 67.00 1.4% 88% True False 169,538
10 4,962.00 4,701.50 260.50 5.3% 68.75 1.4% 91% True False 199,843
20 4,962.00 4,688.00 274.00 5.5% 59.25 1.2% 91% True False 183,541
40 4,962.00 4,558.50 403.50 8.2% 69.00 1.4% 94% True False 233,240
60 4,962.00 4,558.50 403.50 8.2% 62.75 1.3% 94% True False 232,344
80 4,962.00 4,558.50 403.50 8.2% 60.50 1.2% 94% True False 207,143
100 4,962.00 4,558.50 403.50 8.2% 55.25 1.1% 94% True False 165,753
120 4,962.00 4,164.00 798.00 16.2% 56.75 1.2% 97% True False 138,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,389.00
2.618 5,225.00
1.618 5,124.50
1.000 5,062.50
0.618 5,024.00
HIGH 4,962.00
0.618 4,923.50
0.500 4,911.75
0.382 4,900.00
LOW 4,861.50
0.618 4,799.50
1.000 4,761.00
1.618 4,699.00
2.618 4,598.50
4.250 4,434.50
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 4,929.00 4,927.50
PP 4,920.50 4,917.50
S1 4,911.75 4,907.25

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

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