E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 4,688.25 4,711.75 23.50 0.5% 4,614.00
High 4,727.50 4,729.75 2.25 0.0% 4,690.25
Low 4,677.00 4,691.25 14.25 0.3% 4,592.75
Close 4,712.00 4,709.50 -2.50 -0.1% 4,643.25
Range 50.50 38.50 -12.00 -23.8% 97.50
ATR 70.47 68.19 -2.28 -3.2% 0.00
Volume 186,758 231,004 44,246 23.7% 1,104,711
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,825.75 4,806.00 4,730.75
R3 4,787.25 4,767.50 4,720.00
R2 4,748.75 4,748.75 4,716.50
R1 4,729.00 4,729.00 4,713.00 4,719.50
PP 4,710.25 4,710.25 4,710.25 4,705.50
S1 4,690.50 4,690.50 4,706.00 4,681.00
S2 4,671.75 4,671.75 4,702.50
S3 4,633.25 4,652.00 4,699.00
S4 4,594.75 4,613.50 4,688.25
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 4,729.75 4,625.00 104.75 2.2% 49.00 1.0% 81% True False 195,237
10 4,729.75 4,402.00 327.75 7.0% 65.00 1.4% 94% True False 239,521
20 4,729.75 4,265.00 464.75 9.9% 59.25 1.3% 96% True False 237,344
40 4,729.75 4,040.75 689.00 14.6% 76.00 1.6% 97% True False 265,516
60 4,729.75 3,901.00 828.75 17.6% 89.75 1.9% 98% True False 178,498
80 4,729.75 3,901.00 828.75 17.6% 81.25 1.7% 98% True False 133,909
100 4,729.75 3,901.00 828.75 17.6% 75.50 1.6% 98% True False 107,137
120 4,729.75 3,901.00 828.75 17.6% 65.50 1.4% 98% True False 89,281
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 15.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,893.50
2.618 4,830.50
1.618 4,792.00
1.000 4,768.25
0.618 4,753.50
HIGH 4,729.75
0.618 4,715.00
0.500 4,710.50
0.382 4,706.00
LOW 4,691.25
0.618 4,667.50
1.000 4,652.75
1.618 4,629.00
2.618 4,590.50
4.250 4,527.50
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 4,710.50 4,698.75
PP 4,710.25 4,688.00
S1 4,709.75 4,677.50

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

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