E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 4,711.75 4,708.25 -3.50 -0.1% 4,614.00
High 4,729.75 4,727.50 -2.25 0.0% 4,690.25
Low 4,691.25 4,673.75 -17.50 -0.4% 4,592.75
Close 4,709.50 4,695.25 -14.25 -0.3% 4,643.25
Range 38.50 53.75 15.25 39.6% 97.50
ATR 68.19 67.16 -1.03 -1.5% 0.00
Volume 231,004 246,167 15,163 6.6% 1,104,711
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,860.00 4,831.50 4,724.75
R3 4,806.25 4,777.75 4,710.00
R2 4,752.50 4,752.50 4,705.00
R1 4,724.00 4,724.00 4,700.25 4,711.50
PP 4,698.75 4,698.75 4,698.75 4,692.50
S1 4,670.25 4,670.25 4,690.25 4,657.50
S2 4,645.00 4,645.00 4,685.50
S3 4,591.25 4,616.50 4,680.50
S4 4,537.50 4,562.75 4,665.75
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% 54.25 1.2% 67% False False 207,565
10 4,729.75 4,562.00 167.75 3.6% 54.00 1.2% 79% False False 229,288
20 4,729.75 4,317.50 412.25 8.8% 57.75 1.2% 92% False False 233,801
40 4,729.75 4,040.75 689.00 14.7% 75.00 1.6% 95% False False 269,338
60 4,729.75 3,901.00 828.75 17.7% 89.00 1.9% 96% False False 182,587
80 4,729.75 3,901.00 828.75 17.7% 81.75 1.7% 96% False False 136,984
100 4,729.75 3,901.00 828.75 17.7% 75.50 1.6% 96% False False 109,599
120 4,729.75 3,901.00 828.75 17.7% 65.75 1.4% 96% False False 91,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 16.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,956.00
2.618 4,868.25
1.618 4,814.50
1.000 4,781.25
0.618 4,760.75
HIGH 4,727.50
0.618 4,707.00
0.500 4,700.50
0.382 4,694.25
LOW 4,673.75
0.618 4,640.50
1.000 4,620.00
1.618 4,586.75
2.618 4,533.00
4.250 4,445.25
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 4,700.50 4,701.75
PP 4,698.75 4,699.50
S1 4,697.00 4,697.50

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

View Archives - Comment on this page... - Back to Index of Symbols