E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 4,708.25 4,700.75 -7.50 -0.2% 4,644.50
High 4,727.50 4,708.75 -18.75 -0.4% 4,729.75
Low 4,673.75 4,658.75 -15.00 -0.3% 4,625.00
Close 4,695.25 4,703.00 7.75 0.2% 4,703.00
Range 53.75 50.00 -3.75 -7.0% 104.75
ATR 67.16 65.93 -1.23 -1.8% 0.00
Volume 246,167 276,682 30,515 12.4% 1,103,266
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,840.25 4,821.50 4,730.50
R3 4,790.25 4,771.50 4,716.75
R2 4,740.25 4,740.25 4,712.25
R1 4,721.50 4,721.50 4,707.50 4,731.00
PP 4,690.25 4,690.25 4,690.25 4,694.75
S1 4,671.50 4,671.50 4,698.50 4,681.00
S2 4,640.25 4,640.25 4,693.75
S3 4,590.25 4,621.50 4,689.25
S4 4,540.25 4,571.50 4,675.50
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,000.25 4,956.25 4,760.50
R3 4,895.50 4,851.50 4,731.75
R2 4,790.75 4,790.75 4,722.25
R1 4,746.75 4,746.75 4,712.50 4,768.75
PP 4,686.00 4,686.00 4,686.00 4,697.00
S1 4,642.00 4,642.00 4,693.50 4,664.00
S2 4,581.25 4,581.25 4,683.75
S3 4,476.50 4,537.25 4,674.25
S4 4,371.75 4,432.50 4,645.50
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% 53.50 1.1% 74% False False 220,653
10 4,729.75 4,592.75 137.00 2.9% 51.50 1.1% 80% False False 220,797
20 4,729.75 4,317.50 412.25 8.8% 58.00 1.2% 94% False False 237,194
40 4,729.75 4,040.75 689.00 14.7% 74.50 1.6% 96% False False 271,311
60 4,729.75 3,901.00 828.75 17.6% 89.25 1.9% 97% False False 187,189
80 4,729.75 3,901.00 828.75 17.6% 81.50 1.7% 97% False False 140,443
100 4,729.75 3,901.00 828.75 17.6% 75.75 1.6% 97% False False 112,366
120 4,729.75 3,901.00 828.75 17.6% 66.00 1.4% 97% False False 93,639
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 True
Bear Hook False
Bull Hook False
Stretch 17.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,921.25
2.618 4,839.75
1.618 4,789.75
1.000 4,758.75
0.618 4,739.75
HIGH 4,708.75
0.618 4,689.75
0.500 4,683.75
0.382 4,677.75
LOW 4,658.75
0.618 4,627.75
1.000 4,608.75
1.618 4,577.75
2.618 4,527.75
4.250 4,446.25
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 4,696.50 4,700.00
PP 4,690.25 4,697.25
S1 4,683.75 4,694.25

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

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