E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 4,664.25 4,666.00 1.75 0.0% 4,614.00
High 4,670.25 4,690.25 20.00 0.4% 4,690.25
Low 4,642.75 4,636.00 -6.75 -0.1% 4,592.75
Close 4,661.75 4,643.25 -18.50 -0.4% 4,643.25
Range 27.50 54.25 26.75 97.3% 97.50
ATR 73.17 71.81 -1.35 -1.8% 0.00
Volume 184,529 211,241 26,712 14.5% 1,104,711
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,819.25 4,785.50 4,673.00
R3 4,765.00 4,731.25 4,658.25
R2 4,710.75 4,710.75 4,653.25
R1 4,677.00 4,677.00 4,648.25 4,666.75
PP 4,656.50 4,656.50 4,656.50 4,651.50
S1 4,622.75 4,622.75 4,638.25 4,612.50
S2 4,602.25 4,602.25 4,633.25
S3 4,548.00 4,568.50 4,628.25
S4 4,493.75 4,514.25 4,613.50
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,934.50 4,886.50 4,697.00
R3 4,837.00 4,789.00 4,670.00
R2 4,739.50 4,739.50 4,661.00
R1 4,691.50 4,691.50 4,652.25 4,715.50
PP 4,642.00 4,642.00 4,642.00 4,654.00
S1 4,594.00 4,594.00 4,634.25 4,618.00
S2 4,544.50 4,544.50 4,625.50
S3 4,447.00 4,496.50 4,616.50
S4 4,349.50 4,399.00 4,589.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,690.25 4,592.75 97.50 2.1% 49.50 1.1% 52% True False 220,942
10 4,690.25 4,394.75 295.50 6.4% 63.50 1.4% 84% True False 250,717
20 4,690.25 4,250.50 439.75 9.5% 61.25 1.3% 89% True False 250,156
40 4,690.25 4,040.75 649.50 14.0% 80.25 1.7% 93% True False 252,271
60 4,690.25 3,901.00 789.25 17.0% 90.50 1.9% 94% True False 168,839
80 4,690.25 3,901.00 789.25 17.0% 81.50 1.8% 94% True False 126,656
100 4,690.25 3,901.00 789.25 17.0% 74.75 1.6% 94% True False 101,333
120 4,690.25 3,901.00 789.25 17.0% 64.25 1.4% 94% True False 84,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,920.75
2.618 4,832.25
1.618 4,778.00
1.000 4,744.50
0.618 4,723.75
HIGH 4,690.25
0.618 4,669.50
0.500 4,663.00
0.382 4,656.75
LOW 4,636.00
0.618 4,602.50
1.000 4,581.75
1.618 4,548.25
2.618 4,494.00
4.250 4,405.50
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 4,663.00 4,645.50
PP 4,656.50 4,644.75
S1 4,650.00 4,644.00

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

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