E-mini NASDAQ-100 Future December 2017


Trading Metrics calculated at close of trading on 12-Dec-2017
Day Change Summary
Previous Current
11-Dec-2017 12-Dec-2017 Change Change % Previous Week
Open 6,343.00 6,404.25 61.25 1.0% 6,371.00
High 6,409.75 6,407.75 -2.00 0.0% 6,391.75
Low 6,339.75 6,371.75 32.00 0.5% 6,231.75
Close 6,397.50 6,384.25 -13.25 -0.2% 6,340.00
Range 70.00 36.00 -34.00 -48.6% 160.00
ATR 70.21 67.77 -2.44 -3.5% 0.00
Volume 148,290 134,498 -13,792 -9.3% 1,833,643
Daily Pivots for day following 12-Dec-2017
Classic Woodie Camarilla DeMark
R4 6,496.00 6,476.00 6,404.00
R3 6,460.00 6,440.00 6,394.25
R2 6,424.00 6,424.00 6,390.75
R1 6,404.00 6,404.00 6,387.50 6,396.00
PP 6,388.00 6,388.00 6,388.00 6,384.00
S1 6,368.00 6,368.00 6,381.00 6,360.00
S2 6,352.00 6,352.00 6,377.75
S3 6,316.00 6,332.00 6,374.25
S4 6,280.00 6,296.00 6,364.50
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 6,801.25 6,730.50 6,428.00
R3 6,641.25 6,570.50 6,384.00
R2 6,481.25 6,481.25 6,369.25
R1 6,410.50 6,410.50 6,354.75 6,366.00
PP 6,321.25 6,321.25 6,321.25 6,298.75
S1 6,250.50 6,250.50 6,325.25 6,206.00
S2 6,161.25 6,161.25 6,310.75
S3 6,001.25 6,090.50 6,296.00
S4 5,841.25 5,930.50 6,252.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,409.75 6,232.50 177.25 2.8% 57.25 0.9% 86% False False 230,379
10 6,428.50 6,231.75 196.75 3.1% 89.25 1.4% 78% False False 380,796
20 6,429.50 6,230.75 198.75 3.1% 69.75 1.1% 77% False False 320,335
40 6,429.50 6,011.00 418.50 6.6% 63.50 1.0% 89% False False 308,577
60 6,429.50 5,842.00 587.50 9.2% 58.00 0.9% 92% False False 292,112
80 6,429.50 5,760.00 669.50 10.5% 58.50 0.9% 93% False False 243,458
100 6,429.50 5,760.00 669.50 10.5% 60.75 1.0% 93% False False 194,975
120 6,429.50 5,568.25 861.25 13.5% 62.75 1.0% 95% False False 162,554
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.65
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,560.75
2.618 6,502.00
1.618 6,466.00
1.000 6,443.75
0.618 6,430.00
HIGH 6,407.75
0.618 6,394.00
0.500 6,389.75
0.382 6,385.50
LOW 6,371.75
0.618 6,349.50
1.000 6,335.75
1.618 6,313.50
2.618 6,277.50
4.250 6,218.75
Fisher Pivots for day following 12-Dec-2017
Pivot 1 day 3 day
R1 6,389.75 6,378.00
PP 6,388.00 6,371.50
S1 6,386.00 6,365.00

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

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