E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 4,570.25 4,649.75 79.50 1.7% 4,701.25
High 4,656.75 4,677.00 20.25 0.4% 4,712.75
Low 4,556.25 4,646.75 90.50 2.0% 4,485.75
Close 4,652.50 4,660.00 7.50 0.2% 4,502.00
Range 100.50 30.25 -70.25 -69.9% 227.00
ATR 71.85 68.88 -2.97 -4.1% 0.00
Volume 242,823 217,266 -25,557 -10.5% 1,332,882
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,752.00 4,736.25 4,676.75
R3 4,721.75 4,706.00 4,668.25
R2 4,691.50 4,691.50 4,665.50
R1 4,675.75 4,675.75 4,662.75 4,683.50
PP 4,661.25 4,661.25 4,661.25 4,665.25
S1 4,645.50 4,645.50 4,657.25 4,653.50
S2 4,631.00 4,631.00 4,654.50
S3 4,600.75 4,615.25 4,651.75
S4 4,570.50 4,585.00 4,643.25
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 4,677.00 4,455.00 222.00 4.8% 78.25 1.7% 92% True False 271,238
10 4,712.75 4,455.00 257.75 5.5% 70.50 1.5% 80% False False 262,152
20 4,729.75 4,455.00 274.75 5.9% 62.25 1.3% 75% False False 245,720
40 4,729.75 4,040.75 689.00 14.8% 72.50 1.6% 90% False False 267,596
60 4,729.75 4,040.75 689.00 14.8% 79.00 1.7% 90% False False 226,013
80 4,729.75 3,901.00 828.75 17.8% 83.75 1.8% 92% False False 169,740
100 4,729.75 3,901.00 828.75 17.8% 78.00 1.7% 92% False False 135,810
120 4,729.75 3,901.00 828.75 17.8% 71.00 1.5% 92% False False 113,179
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 12.45
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,805.50
2.618 4,756.25
1.618 4,726.00
1.000 4,707.25
0.618 4,695.75
HIGH 4,677.00
0.618 4,665.50
0.500 4,662.00
0.382 4,658.25
LOW 4,646.75
0.618 4,628.00
1.000 4,616.50
1.618 4,597.75
2.618 4,567.50
4.250 4,518.25
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 4,662.00 4,644.75
PP 4,661.25 4,629.75
S1 4,660.50 4,614.50

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

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