E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 4,700.75 4,701.25 0.50 0.0% 4,644.50
High 4,708.75 4,712.75 4.00 0.1% 4,729.75
Low 4,658.75 4,622.00 -36.75 -0.8% 4,625.00
Close 4,703.00 4,652.75 -50.25 -1.1% 4,703.00
Range 50.00 90.75 40.75 81.5% 104.75
ATR 65.93 67.70 1.77 2.7% 0.00
Volume 276,682 256,938 -19,744 -7.1% 1,103,266
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,934.75 4,884.50 4,702.75
R3 4,844.00 4,793.75 4,677.75
R2 4,753.25 4,753.25 4,669.50
R1 4,703.00 4,703.00 4,661.00 4,682.75
PP 4,662.50 4,662.50 4,662.50 4,652.50
S1 4,612.25 4,612.25 4,644.50 4,592.00
S2 4,571.75 4,571.75 4,636.00
S3 4,481.00 4,521.50 4,627.75
S4 4,390.25 4,430.75 4,602.75
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 4,622.00 107.75 2.3% 56.75 1.2% 29% False True 239,509
10 4,729.75 4,600.50 129.25 2.8% 56.75 1.2% 40% False False 228,078
20 4,729.75 4,317.50 412.25 8.9% 60.75 1.3% 81% False False 243,407
40 4,729.75 4,040.75 689.00 14.8% 75.00 1.6% 89% False False 272,702
60 4,729.75 3,901.00 828.75 17.8% 90.00 1.9% 91% False False 191,464
80 4,729.75 3,901.00 828.75 17.8% 82.00 1.8% 91% False False 143,653
100 4,729.75 3,901.00 828.75 17.8% 75.75 1.6% 91% False False 114,935
120 4,729.75 3,901.00 828.75 17.8% 66.75 1.4% 91% False False 95,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 17.10
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,098.50
2.618 4,950.25
1.618 4,859.50
1.000 4,803.50
0.618 4,768.75
HIGH 4,712.75
0.618 4,678.00
0.500 4,667.50
0.382 4,656.75
LOW 4,622.00
0.618 4,566.00
1.000 4,531.25
1.618 4,475.25
2.618 4,384.50
4.250 4,236.25
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 4,667.50 4,674.75
PP 4,662.50 4,667.50
S1 4,657.50 4,660.00

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

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