E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 4,685.50 4,678.75 -6.75 -0.1% 4,689.50
High 4,700.50 4,716.75 16.25 0.3% 4,706.75
Low 4,653.50 4,676.50 23.00 0.5% 4,620.00
Close 4,668.75 4,716.25 47.50 1.0% 4,682.50
Range 47.00 40.25 -6.75 -14.4% 86.75
ATR 60.05 59.18 -0.86 -1.4% 0.00
Volume 179,766 228,425 48,659 27.1% 618,547
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,824.00 4,810.25 4,738.50
R3 4,783.75 4,770.00 4,727.25
R2 4,743.50 4,743.50 4,723.75
R1 4,729.75 4,729.75 4,720.00 4,736.50
PP 4,703.25 4,703.25 4,703.25 4,706.50
S1 4,689.50 4,689.50 4,712.50 4,696.50
S2 4,663.00 4,663.00 4,708.75
S3 4,622.75 4,649.25 4,705.25
S4 4,582.50 4,609.00 4,694.00
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 4,716.75 4,620.00 96.75 2.1% 43.00 0.9% 99% True False 172,683
10 4,716.75 4,552.00 164.75 3.5% 48.50 1.0% 100% True False 193,363
20 4,729.75 4,455.00 274.75 5.8% 57.75 1.2% 95% False False 224,465
40 4,729.75 4,263.50 466.25 9.9% 59.25 1.3% 97% False False 235,320
60 4,729.75 4,040.75 689.00 14.6% 72.75 1.5% 98% False False 245,632
80 4,729.75 3,901.00 828.75 17.6% 82.50 1.8% 98% False False 184,775
100 4,729.75 3,901.00 828.75 17.6% 77.00 1.6% 98% False False 147,844
120 4,729.75 3,901.00 828.75 17.6% 72.50 1.5% 98% False False 123,211
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,887.75
2.618 4,822.00
1.618 4,781.75
1.000 4,757.00
0.618 4,741.50
HIGH 4,716.75
0.618 4,701.25
0.500 4,696.50
0.382 4,692.00
LOW 4,676.50
0.618 4,651.75
1.000 4,636.25
1.618 4,611.50
2.618 4,571.25
4.250 4,505.50
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 4,709.75 4,706.00
PP 4,703.25 4,695.50
S1 4,696.50 4,685.00

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

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