E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 4,560.75 4,570.25 9.50 0.2% 4,701.25
High 4,597.75 4,656.75 59.00 1.3% 4,712.75
Low 4,552.00 4,556.25 4.25 0.1% 4,485.75
Close 4,569.50 4,652.50 83.00 1.8% 4,502.00
Range 45.75 100.50 54.75 119.7% 227.00
ATR 69.65 71.85 2.20 3.2% 0.00
Volume 269,684 242,823 -26,861 -10.0% 1,332,882
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,923.25 4,888.50 4,707.75
R3 4,822.75 4,788.00 4,680.25
R2 4,722.25 4,722.25 4,671.00
R1 4,687.50 4,687.50 4,661.75 4,705.00
PP 4,621.75 4,621.75 4,621.75 4,630.50
S1 4,587.00 4,587.00 4,643.25 4,604.50
S2 4,521.25 4,521.25 4,634.00
S3 4,420.75 4,486.50 4,624.75
S4 4,320.25 4,386.00 4,597.25
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 4,656.75 4,455.00 201.75 4.3% 86.75 1.9% 98% True False 281,416
10 4,727.50 4,455.00 272.50 5.9% 72.75 1.6% 72% False False 265,042
20 4,729.75 4,402.00 327.75 7.0% 68.75 1.5% 76% False False 252,281
40 4,729.75 4,040.75 689.00 14.8% 74.25 1.6% 89% False False 271,041
60 4,729.75 3,953.00 776.75 16.7% 82.75 1.8% 90% False False 222,449
80 4,729.75 3,901.00 828.75 17.8% 83.75 1.8% 91% False False 167,026
100 4,729.75 3,901.00 828.75 17.8% 78.00 1.7% 91% False False 133,638
120 4,729.75 3,901.00 828.75 17.8% 70.75 1.5% 91% False False 111,368
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 14.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,084.00
2.618 4,919.75
1.618 4,819.25
1.000 4,757.25
0.618 4,718.75
HIGH 4,656.75
0.618 4,618.25
0.500 4,606.50
0.382 4,594.75
LOW 4,556.25
0.618 4,494.25
1.000 4,455.75
1.618 4,393.75
2.618 4,293.25
4.250 4,129.00
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 4,637.25 4,620.25
PP 4,621.75 4,588.00
S1 4,606.50 4,556.00

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

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