E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 04-Dec-2017
Day Change Summary
Previous Current
01-Dec-2017 04-Dec-2017 Change Change % Previous Week
Open 6,353.75 6,371.00 17.25 0.3% 6,414.25
High 6,369.00 6,391.75 22.75 0.4% 6,429.50
Low 6,246.00 6,250.75 4.75 0.1% 6,246.00
Close 6,346.25 6,265.25 -81.00 -1.3% 6,346.25
Range 123.00 141.00 18.00 14.6% 183.50
ATR 64.74 70.19 5.45 8.4% 0.00
Volume 608,005 520,744 -87,261 -14.4% 2,202,987
Daily Pivots for day following 04-Dec-2017
Classic Woodie Camarilla DeMark
R4 6,725.50 6,636.50 6,342.75
R3 6,584.50 6,495.50 6,304.00
R2 6,443.50 6,443.50 6,291.00
R1 6,354.50 6,354.50 6,278.25 6,328.50
PP 6,302.50 6,302.50 6,302.50 6,289.50
S1 6,213.50 6,213.50 6,252.25 6,187.50
S2 6,161.50 6,161.50 6,239.50
S3 6,020.50 6,072.50 6,226.50
S4 5,879.50 5,931.50 6,187.75
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 6,891.00 6,802.25 6,447.25
R3 6,707.50 6,618.75 6,396.75
R2 6,524.00 6,524.00 6,380.00
R1 6,435.25 6,435.25 6,363.00 6,388.00
PP 6,340.50 6,340.50 6,340.50 6,317.00
S1 6,251.75 6,251.75 6,329.50 6,204.50
S2 6,157.00 6,157.00 6,312.50
S3 5,973.50 6,068.25 6,295.75
S4 5,790.00 5,884.75 6,245.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,429.50 6,246.00 183.50 2.9% 107.75 1.7% 10% False False 503,921
10 6,429.50 6,246.00 183.50 2.9% 74.00 1.2% 10% False False 345,306
20 6,429.50 6,230.75 198.75 3.2% 66.00 1.1% 17% False False 328,909
40 6,429.50 6,011.00 418.50 6.7% 58.75 0.9% 61% False False 296,730
60 6,429.50 5,842.00 587.50 9.4% 56.00 0.9% 72% False False 291,757
80 6,429.50 5,760.00 669.50 10.7% 59.25 0.9% 75% False False 223,630
100 6,429.50 5,760.00 669.50 10.7% 59.50 1.0% 75% False False 179,036
120 6,429.50 5,568.25 861.25 13.7% 63.00 1.0% 81% False False 149,269
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 12.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,991.00
2.618 6,761.00
1.618 6,620.00
1.000 6,532.75
0.618 6,479.00
HIGH 6,391.75
0.618 6,338.00
0.500 6,321.25
0.382 6,304.50
LOW 6,250.75
0.618 6,163.50
1.000 6,109.75
1.618 6,022.50
2.618 5,881.50
4.250 5,651.50
Fisher Pivots for day following 04-Dec-2017
Pivot 1 day 3 day
R1 6,321.25 6,319.00
PP 6,302.50 6,301.00
S1 6,284.00 6,283.00

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

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