E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 4,640.25 4,631.25 -9.00 -0.2% 4,644.50
High 4,674.75 4,653.25 -21.50 -0.5% 4,729.75
Low 4,625.25 4,581.25 -44.00 -1.0% 4,625.00
Close 4,631.75 4,585.25 -46.50 -1.0% 4,703.00
Range 49.50 72.00 22.50 45.5% 104.75
ATR 65.21 65.70 0.48 0.7% 0.00
Volume 221,698 268,158 46,460 21.0% 1,103,266
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,822.50 4,776.00 4,624.75
R3 4,750.50 4,704.00 4,605.00
R2 4,678.50 4,678.50 4,598.50
R1 4,632.00 4,632.00 4,591.75 4,619.25
PP 4,606.50 4,606.50 4,606.50 4,600.25
S1 4,560.00 4,560.00 4,578.75 4,547.25
S2 4,534.50 4,534.50 4,572.00
S3 4,462.50 4,488.00 4,565.50
S4 4,390.50 4,416.00 4,545.75
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 4,712.75 4,581.25 131.50 2.9% 62.50 1.4% 3% False True 253,067
10 4,729.75 4,581.25 148.50 3.2% 58.25 1.3% 3% False True 230,316
20 4,729.75 4,394.75 335.00 7.3% 60.25 1.3% 57% False False 240,317
40 4,729.75 4,040.75 689.00 15.0% 74.00 1.6% 79% False False 271,221
60 4,729.75 3,901.00 828.75 18.1% 90.25 2.0% 83% False False 203,645
80 4,729.75 3,901.00 828.75 18.1% 82.50 1.8% 83% False False 152,797
100 4,729.75 3,901.00 828.75 18.1% 76.50 1.7% 83% False False 122,251
120 4,729.75 3,901.00 828.75 18.1% 68.00 1.5% 83% False False 101,877
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,959.25
2.618 4,841.75
1.618 4,769.75
1.000 4,725.25
0.618 4,697.75
HIGH 4,653.25
0.618 4,625.75
0.500 4,617.25
0.382 4,608.75
LOW 4,581.25
0.618 4,536.75
1.000 4,509.25
1.618 4,464.75
2.618 4,392.75
4.250 4,275.25
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 4,617.25 4,628.00
PP 4,606.50 4,613.75
S1 4,596.00 4,599.50

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

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