E-mini NASDAQ-100 Future December 2018


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 6,537.50 6,639.50 102.00 1.6% 6,875.00
High 6,696.50 6,723.00 26.50 0.4% 6,934.50
Low 6,530.50 6,613.25 82.75 1.3% 6,449.50
Close 6,673.25 6,712.50 39.25 0.6% 6,531.00
Range 166.00 109.75 -56.25 -33.9% 485.00
ATR 185.14 179.76 -5.39 -2.9% 0.00
Volume 503,369 577,173 73,804 14.7% 2,586,247
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 7,012.25 6,972.00 6,772.75
R3 6,902.50 6,862.25 6,742.75
R2 6,792.75 6,792.75 6,732.50
R1 6,752.50 6,752.50 6,722.50 6,772.50
PP 6,683.00 6,683.00 6,683.00 6,693.00
S1 6,642.75 6,642.75 6,702.50 6,663.00
S2 6,573.25 6,573.25 6,692.50
S3 6,463.50 6,533.00 6,682.25
S4 6,353.75 6,423.25 6,652.25
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 8,093.25 7,797.25 6,797.75
R3 7,608.25 7,312.25 6,664.50
R2 7,123.25 7,123.25 6,620.00
R1 6,827.25 6,827.25 6,575.50 6,732.75
PP 6,638.25 6,638.25 6,638.25 6,591.00
S1 6,342.25 6,342.25 6,486.50 6,247.75
S2 6,153.25 6,153.25 6,442.00
S3 5,668.25 5,857.25 6,397.50
S4 5,183.25 5,372.25 6,264.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,723.00 6,449.50 273.50 4.1% 148.25 2.2% 96% True False 584,570
10 6,962.00 6,449.50 512.50 7.6% 170.50 2.5% 51% False False 659,458
20 7,231.00 6,449.50 781.50 11.6% 178.00 2.7% 34% False False 649,207
40 7,712.75 6,449.50 1,263.25 18.8% 194.75 2.9% 21% False False 691,992
60 7,728.75 6,449.50 1,279.25 19.1% 163.50 2.4% 21% False False 541,406
80 7,728.75 6,449.50 1,279.25 19.1% 140.50 2.1% 21% False False 406,267
100 7,728.75 6,449.50 1,279.25 19.1% 132.25 2.0% 21% False False 325,114
120 7,728.75 6,449.50 1,279.25 19.1% 127.75 1.9% 21% False False 270,981
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 35.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,189.50
2.618 7,010.25
1.618 6,900.50
1.000 6,832.75
0.618 6,790.75
HIGH 6,723.00
0.618 6,681.00
0.500 6,668.00
0.382 6,655.25
LOW 6,613.25
0.618 6,545.50
1.000 6,503.50
1.618 6,435.75
2.618 6,326.00
4.250 6,146.75
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 6,697.75 6,678.00
PP 6,683.00 6,643.50
S1 6,668.00 6,609.00

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

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