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

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

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