E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 4,478.25 4,560.75 82.50 1.8% 4,701.25
High 4,565.50 4,597.75 32.25 0.7% 4,712.75
Low 4,455.00 4,552.00 97.00 2.2% 4,485.75
Close 4,559.75 4,569.50 9.75 0.2% 4,502.00
Range 110.50 45.75 -64.75 -58.6% 227.00
ATR 71.49 69.65 -1.84 -2.6% 0.00
Volume 282,188 269,684 -12,504 -4.4% 1,332,882
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,710.25 4,685.75 4,594.75
R3 4,664.50 4,640.00 4,582.00
R2 4,618.75 4,618.75 4,578.00
R1 4,594.25 4,594.25 4,573.75 4,606.50
PP 4,573.00 4,573.00 4,573.00 4,579.25
S1 4,548.50 4,548.50 4,565.25 4,560.75
S2 4,527.25 4,527.25 4,561.00
S3 4,481.50 4,502.75 4,557.00
S4 4,435.75 4,457.00 4,544.25
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% 76.50 1.7% 52% False False 277,191
10 4,729.75 4,455.00 274.75 6.0% 66.50 1.5% 42% False False 263,860
20 4,729.75 4,394.75 335.00 7.3% 67.00 1.5% 52% False False 254,629
40 4,729.75 4,040.75 689.00 15.1% 73.50 1.6% 77% False False 270,934
60 4,729.75 3,953.00 776.75 17.0% 84.50 1.8% 79% False False 218,506
80 4,729.75 3,901.00 828.75 18.1% 83.25 1.8% 81% False False 163,992
100 4,729.75 3,901.00 828.75 18.1% 77.75 1.7% 81% False False 131,210
120 4,729.75 3,901.00 828.75 18.1% 70.00 1.5% 81% False False 109,345
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14.48
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,792.25
2.618 4,717.50
1.618 4,671.75
1.000 4,643.50
0.618 4,626.00
HIGH 4,597.75
0.618 4,580.25
0.500 4,575.00
0.382 4,569.50
LOW 4,552.00
0.618 4,523.75
1.000 4,506.25
1.618 4,478.00
2.618 4,432.25
4.250 4,357.50
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 4,575.00 4,555.00
PP 4,573.00 4,540.75
S1 4,571.25 4,526.50

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

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