E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	4,656.75	4,689.50	32.75	0.7%	4,478.25
High	4,691.50	4,706.75	15.25	0.3%	4,691.50
Low	4,652.25	4,653.75	1.50	0.0%	4,455.00
Close	4,689.50	4,675.75	-13.75	-0.3%	4,689.50
Range	39.25	53.00	13.75	35.0%	236.50
ATR	66.76	65.78	-0.98	-1.5%	0.00
Volume	177,125	163,322	-13,803	-7.8%	1,189,086

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,837.75	4,809.75	4,705.00
R3	4,784.75	4,756.75	4,690.25
R2	4,731.75	4,731.75	4,685.50
R1	4,703.75	4,703.75	4,680.50	4,691.25
PP	4,678.75	4,678.75	4,678.75	4,672.50
S1	4,650.75	4,650.75	4,671.00	4,638.25
S2	4,625.75	4,625.75	4,666.00
S3	4,572.75	4,597.75	4,661.25
S4	4,519.75	4,544.75	4,646.50

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,321.50	5,242.00	4,819.50
R3	5,085.00	5,005.50	4,754.50
R2	4,848.50	4,848.50	4,732.75
R1	4,769.00	4,769.00	4,711.25	4,808.75
PP	4,612.00	4,612.00	4,612.00	4,632.00
S1	4,532.50	4,532.50	4,667.75	4,572.25
S2	4,375.50	4,375.50	4,646.25
S3	4,139.00	4,296.00	4,624.50
S4	3,902.50	4,059.50	4,559.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,706.75	4,552.00	154.75	3.3%	53.75	1.1%	80%	True	False	214,044
10	4,706.75	4,455.00	251.75	5.4%	65.50	1.4%	88%	True	False	242,835
20	4,729.75	4,455.00	274.75	5.9%	61.25	1.3%	80%	False	False	235,457
40	4,729.75	4,040.75	689.00	14.7%	67.50	1.4%	92%	False	False	258,467
60	4,729.75	4,040.75	689.00	14.7%	77.50	1.7%	92%	False	False	231,636
80	4,729.75	3,901.00	828.75	17.7%	83.75	1.8%	93%	False	False	173,992
100	4,729.75	3,901.00	828.75	17.7%	78.50	1.7%	93%	False	False	139,213
120	4,729.75	3,901.00	828.75	17.7%	71.75	1.5%	93%	False	False	116,016

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	12.68
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,932.00
2.618	4,845.50
1.618	4,792.50
1.000	4,759.75
0.618	4,739.50
HIGH	4,706.75
0.618	4,686.50
0.500	4,680.25
0.382	4,674.00
LOW	4,653.75
0.618	4,621.00
1.000	4,600.75
1.618	4,568.00
2.618	4,515.00
4.250	4,428.50

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	4,680.25	4,676.75
PP	4,678.75	4,676.50
S1	4,677.25	4,676.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols