E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 6,293.50 6,264.50 -29.00 -0.5% 6,285.25
High 6,294.75 6,358.50 63.75 1.0% 6,351.50
Low 6,230.75 6,260.75 30.00 0.5% 6,244.75
Close 6,266.25 6,341.00 74.75 1.2% 6,309.25
Range 64.00 97.75 33.75 52.7% 106.75
ATR 55.93 58.92 2.99 5.3% 0.00
Volume 399,624 339,694 -59,930 -15.0% 1,537,792
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 6,613.25 6,575.00 6,394.75
R3 6,515.50 6,477.25 6,368.00
R2 6,417.75 6,417.75 6,359.00
R1 6,379.50 6,379.50 6,350.00 6,398.50
PP 6,320.00 6,320.00 6,320.00 6,329.75
S1 6,281.75 6,281.75 6,332.00 6,301.00
S2 6,222.25 6,222.25 6,323.00
S3 6,124.50 6,184.00 6,314.00
S4 6,026.75 6,086.25 6,287.25
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 6,622.00 6,572.50 6,368.00
R3 6,515.25 6,465.75 6,338.50
R2 6,408.50 6,408.50 6,328.75
R1 6,359.00 6,359.00 6,319.00 6,383.75
PP 6,301.75 6,301.75 6,301.75 6,314.25
S1 6,252.25 6,252.25 6,299.50 6,277.00
S2 6,195.00 6,195.00 6,289.75
S3 6,088.25 6,145.50 6,280.00
S4 5,981.50 6,038.75 6,250.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,358.50 6,230.75 127.75 2.0% 60.25 1.0% 86% True False 315,642
10 6,358.50 6,230.75 127.75 2.0% 59.75 0.9% 86% True False 315,096
20 6,358.50 6,011.00 347.50 5.5% 62.25 1.0% 95% True False 317,572
40 6,358.50 5,842.00 516.50 8.1% 53.50 0.8% 97% True False 282,469
60 6,358.50 5,784.50 574.00 9.1% 55.25 0.9% 97% True False 235,790
80 6,358.50 5,760.00 598.50 9.4% 59.75 0.9% 97% True False 177,149
100 6,358.50 5,568.25 790.25 12.5% 61.25 1.0% 98% True False 141,804
120 6,358.50 5,568.25 790.25 12.5% 62.75 1.0% 98% True False 118,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,774.00
2.618 6,614.50
1.618 6,516.75
1.000 6,456.25
0.618 6,419.00
HIGH 6,358.50
0.618 6,321.25
0.500 6,309.50
0.382 6,298.00
LOW 6,260.75
0.618 6,200.25
1.000 6,163.00
1.618 6,102.50
2.618 6,004.75
4.250 5,845.25
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 6,330.50 6,325.50
PP 6,320.00 6,310.00
S1 6,309.50 6,294.50

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

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