E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 4,867.00 4,939.50 72.50 1.5% 4,719.00
High 4,962.00 4,956.50 -5.50 -0.1% 4,897.50
Low 4,861.50 4,910.25 48.75 1.0% 4,701.50
Close 4,937.75 4,931.75 -6.00 -0.1% 4,893.75
Range 100.50 46.25 -54.25 -54.0% 196.00
ATR 67.27 65.77 -1.50 -2.2% 0.00
Volume 131,855 74,019 -57,836 -43.9% 984,188
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,071.50 5,048.00 4,957.25
R3 5,025.25 5,001.75 4,944.50
R2 4,979.00 4,979.00 4,940.25
R1 4,955.50 4,955.50 4,936.00 4,944.00
PP 4,932.75 4,932.75 4,932.75 4,927.25
S1 4,909.25 4,909.25 4,927.50 4,898.00
S2 4,886.50 4,886.50 4,923.25
S3 4,840.25 4,863.00 4,919.00
S4 4,794.00 4,816.75 4,906.25
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 4,836.00 126.00 2.6% 58.00 1.2% 76% False False 137,803
10 4,962.00 4,701.50 260.50 5.3% 66.00 1.3% 88% False False 184,096
20 4,962.00 4,701.50 260.50 5.3% 57.00 1.2% 88% False False 175,318
40 4,962.00 4,558.50 403.50 8.2% 68.50 1.4% 93% False False 229,952
60 4,962.00 4,558.50 403.50 8.2% 63.00 1.3% 93% False False 230,327
80 4,962.00 4,558.50 403.50 8.2% 60.75 1.2% 93% False False 208,065
100 4,962.00 4,558.50 403.50 8.2% 55.50 1.1% 93% False False 166,492
120 4,962.00 4,164.00 798.00 16.2% 55.00 1.1% 96% False False 138,754
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,153.00
2.618 5,077.50
1.618 5,031.25
1.000 5,002.75
0.618 4,985.00
HIGH 4,956.50
0.618 4,938.75
0.500 4,933.50
0.382 4,928.00
LOW 4,910.25
0.618 4,881.75
1.000 4,864.00
1.618 4,835.50
2.618 4,789.25
4.250 4,713.75
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 4,933.50 4,923.50
PP 4,932.75 4,915.50
S1 4,932.25 4,907.25

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

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