E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 4,583.75 4,478.25 -105.50 -2.3% 4,701.25
High 4,590.50 4,565.50 -25.00 -0.5% 4,712.75
Low 4,485.75 4,455.00 -30.75 -0.7% 4,485.75
Close 4,502.00 4,559.75 57.75 1.3% 4,502.00
Range 104.75 110.50 5.75 5.5% 227.00
ATR 68.49 71.49 3.00 4.4% 0.00
Volume 344,229 282,188 -62,041 -18.0% 1,332,882
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,858.25 4,819.50 4,620.50
R3 4,747.75 4,709.00 4,590.25
R2 4,637.25 4,637.25 4,580.00
R1 4,598.50 4,598.50 4,570.00 4,618.00
PP 4,526.75 4,526.75 4,526.75 4,536.50
S1 4,488.00 4,488.00 4,549.50 4,507.50
S2 4,416.25 4,416.25 4,539.50
S3 4,305.75 4,377.50 4,529.25
S4 4,195.25 4,267.00 4,499.00
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,247.75 5,102.00 4,626.75
R3 5,020.75 4,875.00 4,564.50
R2 4,793.75 4,793.75 4,543.50
R1 4,648.00 4,648.00 4,522.75 4,607.50
PP 4,566.75 4,566.75 4,566.75 4,546.50
S1 4,421.00 4,421.00 4,481.25 4,380.50
S2 4,339.75 4,339.75 4,460.50
S3 4,112.75 4,194.00 4,439.50
S4 3,885.75 3,967.00 4,377.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,674.75 4,455.00 219.75 4.8% 77.25 1.7% 48% False True 271,626
10 4,729.75 4,455.00 274.75 6.0% 67.00 1.5% 38% False True 255,568
20 4,729.75 4,394.75 335.00 7.3% 66.75 1.5% 49% False False 251,155
40 4,729.75 4,040.75 689.00 15.1% 75.50 1.7% 75% False False 272,192
60 4,729.75 3,901.00 828.75 18.2% 88.50 1.9% 79% False False 214,061
80 4,729.75 3,901.00 828.75 18.2% 83.50 1.8% 79% False False 160,624
100 4,729.75 3,901.00 828.75 18.2% 77.75 1.7% 79% False False 128,514
120 4,729.75 3,901.00 828.75 18.2% 69.75 1.5% 79% False False 107,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.73
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5,035.00
2.618 4,854.75
1.618 4,744.25
1.000 4,676.00
0.618 4,633.75
HIGH 4,565.50
0.618 4,523.25
0.500 4,510.25
0.382 4,497.25
LOW 4,455.00
0.618 4,386.75
1.000 4,344.50
1.618 4,276.25
2.618 4,165.75
4.250 3,985.50
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 4,543.25 4,558.00
PP 4,526.75 4,556.00
S1 4,510.25 4,554.00

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

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