E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 4,665.00 4,679.75 14.75 0.3% 4,689.50
High 4,684.50 4,703.25 18.75 0.4% 4,706.75
Low 4,659.50 4,664.75 5.25 0.1% 4,620.00
Close 4,677.25 4,682.50 5.25 0.1% 4,682.50
Range 25.00 38.50 13.50 54.0% 86.75
ATR 62.78 61.05 -1.73 -2.8% 0.00
Volume 119,712 105,382 -14,330 -12.0% 618,547
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,799.00 4,779.25 4,703.75
R3 4,760.50 4,740.75 4,693.00
R2 4,722.00 4,722.00 4,689.50
R1 4,702.25 4,702.25 4,686.00 4,712.00
PP 4,683.50 4,683.50 4,683.50 4,688.50
S1 4,663.75 4,663.75 4,679.00 4,673.50
S2 4,645.00 4,645.00 4,675.50
S3 4,606.50 4,625.25 4,672.00
S4 4,568.00 4,586.75 4,661.25
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 4,930.00 4,893.00 4,730.25
R3 4,843.25 4,806.25 4,706.25
R2 4,756.50 4,756.50 4,698.50
R1 4,719.50 4,719.50 4,690.50 4,694.50
PP 4,669.75 4,669.75 4,669.75 4,657.25
S1 4,632.75 4,632.75 4,674.50 4,608.00
S2 4,583.00 4,583.00 4,666.50
S3 4,496.25 4,546.00 4,658.75
S4 4,409.50 4,459.25 4,634.75
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% 44.00 0.9% 72% False False 159,134
10 4,706.75 4,455.00 251.75 5.4% 61.25 1.3% 90% False False 215,186
20 4,729.75 4,455.00 274.75 5.9% 59.75 1.3% 83% False False 222,751
40 4,729.75 4,111.50 618.25 13.2% 63.00 1.3% 92% False False 241,295
60 4,729.75 4,040.75 689.00 14.7% 74.00 1.6% 93% False False 238,973
80 4,729.75 3,901.00 828.75 17.7% 83.50 1.8% 94% False False 179,678
100 4,729.75 3,901.00 828.75 17.7% 77.25 1.7% 94% False False 143,764
120 4,729.75 3,901.00 828.75 17.7% 72.25 1.5% 94% False False 119,809
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,867.00
2.618 4,804.00
1.618 4,765.50
1.000 4,741.75
0.618 4,727.00
HIGH 4,703.25
0.618 4,688.50
0.500 4,684.00
0.382 4,679.50
LOW 4,664.75
0.618 4,641.00
1.000 4,626.25
1.618 4,602.50
2.618 4,564.00
4.250 4,501.00
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 4,684.00 4,675.50
PP 4,683.50 4,668.50
S1 4,683.00 4,661.50

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

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