E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 4,644.50 4,688.25 43.75 0.9% 4,614.00
High 4,699.50 4,727.50 28.00 0.6% 4,690.25
Low 4,625.00 4,677.00 52.00 1.1% 4,592.75
Close 4,694.00 4,712.00 18.00 0.4% 4,643.25
Range 74.50 50.50 -24.00 -32.2% 97.50
ATR 72.01 70.47 -1.54 -2.1% 0.00
Volume 162,655 186,758 24,103 14.8% 1,104,711
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,857.00 4,835.00 4,739.75
R3 4,806.50 4,784.50 4,726.00
R2 4,756.00 4,756.00 4,721.25
R1 4,734.00 4,734.00 4,716.75 4,745.00
PP 4,705.50 4,705.50 4,705.50 4,711.00
S1 4,683.50 4,683.50 4,707.25 4,694.50
S2 4,655.00 4,655.00 4,702.75
S3 4,604.50 4,633.00 4,698.00
S4 4,554.00 4,582.50 4,684.25
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 4,727.50 4,600.50 127.00 2.7% 57.00 1.2% 88% True False 210,411
10 4,727.50 4,394.75 332.75 7.1% 67.25 1.4% 95% True False 245,397
20 4,727.50 4,265.00 462.50 9.8% 60.50 1.3% 97% True False 242,293
40 4,727.50 4,040.75 686.75 14.6% 78.50 1.7% 98% True False 260,514
60 4,727.50 3,901.00 826.50 17.5% 90.75 1.9% 98% True False 174,651
80 4,727.50 3,901.00 826.50 17.5% 81.25 1.7% 98% True False 131,022
100 4,727.50 3,901.00 826.50 17.5% 75.50 1.6% 98% True False 104,827
120 4,727.50 3,901.00 826.50 17.5% 65.00 1.4% 98% True False 87,356
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,942.00
2.618 4,859.75
1.618 4,809.25
1.000 4,778.00
0.618 4,758.75
HIGH 4,727.50
0.618 4,708.25
0.500 4,702.25
0.382 4,696.25
LOW 4,677.00
0.618 4,645.75
1.000 4,626.50
1.618 4,595.25
2.618 4,544.75
4.250 4,462.50
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 4,708.75 4,700.00
PP 4,705.50 4,688.25
S1 4,702.25 4,676.25

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

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