E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	4,673.75	4,665.00	-8.75	-0.2%	4,478.25
High	4,684.50	4,684.50	0.00	0.0%	4,691.50
Low	4,620.00	4,659.50	39.50	0.9%	4,455.00
Close	4,666.00	4,677.25	11.25	0.2%	4,689.50
Range	64.50	25.00	-39.50	-61.2%	236.50
ATR	65.69	62.78	-2.91	-4.4%	0.00
Volume	230,131	119,712	-110,419	-48.0%	1,189,086

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,748.75	4,738.00	4,691.00
R3	4,723.75	4,713.00	4,684.00
R2	4,698.75	4,698.75	4,681.75
R1	4,688.00	4,688.00	4,679.50	4,693.50
PP	4,673.75	4,673.75	4,673.75	4,676.50
S1	4,663.00	4,663.00	4,675.00	4,668.50
S2	4,648.75	4,648.75	4,672.75
S3	4,623.75	4,638.00	4,670.50
S4	4,598.75	4,613.00	4,663.50

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	4,620.00	86.75	1.9%	42.50	0.9%	66%	False	False	181,511
10	4,706.75	4,455.00	251.75	5.4%	64.50	1.4%	88%	False	False	231,463
20	4,729.75	4,455.00	274.75	5.9%	59.25	1.3%	81%	False	False	226,708
40	4,729.75	4,111.50	618.25	13.2%	64.75	1.4%	92%	False	False	247,855
60	4,729.75	4,040.75	689.00	14.7%	75.50	1.6%	92%	False	False	237,298
80	4,729.75	3,901.00	828.75	17.7%	83.75	1.8%	94%	False	False	178,361
100	4,729.75	3,901.00	828.75	17.7%	77.75	1.7%	94%	False	False	142,711
120	4,729.75	3,901.00	828.75	17.7%	72.00	1.5%	94%	False	False	118,931

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	11.58
Narrowest range in 94 trading days

Fibonacci Retracements and Extensions
4.250	4,790.75
2.618	4,750.00
1.618	4,725.00
1.000	4,709.50
0.618	4,700.00
HIGH	4,684.50
0.618	4,675.00
0.500	4,672.00
0.382	4,669.00
LOW	4,659.50
0.618	4,644.00
1.000	4,634.50
1.618	4,619.00
2.618	4,594.00
4.250	4,553.25

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	4,675.50	4,672.50
PP	4,673.75	4,668.00
S1	4,672.00	4,663.50

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