E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 4,650.00 4,640.25 -9.75 -0.2% 4,644.50
High 4,662.25 4,674.75 12.50 0.3% 4,729.75
Low 4,612.50 4,625.25 12.75 0.3% 4,625.00
Close 4,643.00 4,631.75 -11.25 -0.2% 4,703.00
Range 49.75 49.50 -0.25 -0.5% 104.75
ATR 66.42 65.21 -1.21 -1.8% 0.00
Volume 241,859 221,698 -20,161 -8.3% 1,103,266
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,792.50 4,761.50 4,659.00
R3 4,743.00 4,712.00 4,645.25
R2 4,693.50 4,693.50 4,640.75
R1 4,662.50 4,662.50 4,636.25 4,653.25
PP 4,644.00 4,644.00 4,644.00 4,639.25
S1 4,613.00 4,613.00 4,627.25 4,603.75
S2 4,594.50 4,594.50 4,622.75
S3 4,545.00 4,563.50 4,618.25
S4 4,495.50 4,514.00 4,604.50
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 4,727.50 4,612.50 115.00 2.5% 58.75 1.3% 17% False False 248,668
10 4,729.75 4,612.50 117.25 2.5% 54.00 1.2% 16% False False 221,953
20 4,729.75 4,332.50 397.25 8.6% 60.75 1.3% 75% False False 240,708
40 4,729.75 4,040.75 689.00 14.9% 74.25 1.6% 86% False False 272,763
60 4,729.75 3,901.00 828.75 17.9% 90.00 1.9% 88% False False 199,178
80 4,729.75 3,901.00 828.75 17.9% 82.00 1.8% 88% False False 149,446
100 4,729.75 3,901.00 828.75 17.9% 76.00 1.6% 88% False False 119,570
120 4,729.75 3,901.00 828.75 17.9% 67.50 1.5% 88% False False 99,643
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 14.50
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,885.00
2.618 4,804.25
1.618 4,754.75
1.000 4,724.25
0.618 4,705.25
HIGH 4,674.75
0.618 4,655.75
0.500 4,650.00
0.382 4,644.25
LOW 4,625.25
0.618 4,594.75
1.000 4,575.75
1.618 4,545.25
2.618 4,495.75
4.250 4,415.00
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 4,650.00 4,662.50
PP 4,644.00 4,652.25
S1 4,637.75 4,642.00

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

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