E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 16-Dec-2016

Day Change Summary
	Previous	Current
	15-Dec-2016	16-Dec-2016	Change	Change %	Previous Week
Open	4,928.50	4,938.00	9.50	0.2%	4,899.00
High	4,960.75	4,954.19	-6.56	-0.1%	4,962.00
Low	4,917.50	4,930.25	12.75	0.3%	4,852.50
Close	4,934.50	4,954.19	19.69	0.4%	4,954.19
Range	43.25	23.94	-19.31	-44.6%	109.50
ATR	64.16	61.29	-2.87	-4.5%	0.00
Volume	48,306	3,748	-44,558	-92.2%	382,126

Daily Pivots for day following 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,018.00	5,010.00	4,967.25
R3	4,994.00	4,986.00	4,960.75
R2	4,970.25	4,970.25	4,958.50
R1	4,962.25	4,962.25	4,956.50	4,966.25
PP	4,946.25	4,946.25	4,946.25	4,948.25
S1	4,938.25	4,938.25	4,952.00	4,942.25
S2	4,922.25	4,922.25	4,949.75
S3	4,898.25	4,914.25	4,947.50
S4	4,874.50	4,890.25	4,941.00

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,251.50	5,212.25	5,014.50
R3	5,142.00	5,102.75	4,984.25
R2	5,032.50	5,032.50	4,974.25
R1	4,993.25	4,993.25	4,964.25	5,012.75
PP	4,923.00	4,923.00	4,923.00	4,932.75
S1	4,883.75	4,883.75	4,944.25	4,903.25
S2	4,813.50	4,813.50	4,934.00
S3	4,704.00	4,774.25	4,924.00
S4	4,594.50	4,664.75	4,894.00

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	4,852.50	109.50	2.2%	55.75	1.1%	93%	False	False	76,425
10	4,962.00	4,701.50	260.50	5.3%	57.00	1.2%	97%	False	False	136,631
20	4,962.00	4,701.50	260.50	5.3%	54.75	1.1%	97%	False	False	158,627
40	4,962.00	4,558.50	403.50	8.1%	68.25	1.4%	98%	False	False	221,342
60	4,962.00	4,558.50	403.50	8.1%	62.25	1.3%	98%	False	False	223,065
80	4,962.00	4,558.50	403.50	8.1%	60.50	1.2%	98%	False	False	208,695
100	4,962.00	4,558.50	403.50	8.1%	55.25	1.1%	98%	False	False	167,008
120	4,962.00	4,262.00	700.00	14.1%	54.00	1.1%	99%	False	False	139,186

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.23
Narrowest range in 84 trading days

Fibonacci Retracements and Extensions
4.250	5,056.00
2.618	5,016.75
1.618	4,993.00
1.000	4,978.25
0.618	4,969.00
HIGH	4,954.25
0.618	4,945.00
0.500	4,942.25
0.382	4,939.50
LOW	4,930.25
0.618	4,915.50
1.000	4,906.25
1.618	4,891.50
2.618	4,867.50
4.250	4,828.50

Fisher Pivots for day following 16-Dec-2016
Pivot	1 day	3 day
R1	4,950.25	4,948.00
PP	4,946.25	4,941.75
S1	4,942.25	4,935.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols