E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 4,678.75 4,715.00 36.25 0.8% 4,689.50
High 4,716.75 4,739.50 22.75 0.5% 4,706.75
Low 4,676.50 4,678.50 2.00 0.0% 4,620.00
Close 4,716.25 4,694.50 -21.75 -0.5% 4,682.50
Range 40.25 61.00 20.75 51.6% 86.75
ATR 59.18 59.31 0.13 0.2% 0.00
Volume 228,425 231,812 3,387 1.5% 618,547
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,887.25 4,851.75 4,728.00
R3 4,826.25 4,790.75 4,711.25
R2 4,765.25 4,765.25 4,705.75
R1 4,729.75 4,729.75 4,700.00 4,717.00
PP 4,704.25 4,704.25 4,704.25 4,697.75
S1 4,668.75 4,668.75 4,689.00 4,656.00
S2 4,643.25 4,643.25 4,683.25
S3 4,582.25 4,607.75 4,677.75
S4 4,521.25 4,546.75 4,661.00
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 4,739.50 4,653.50 86.00 1.8% 42.25 0.9% 48% True False 173,019
10 4,739.50 4,556.25 183.25 3.9% 50.00 1.1% 75% True False 189,576
20 4,739.50 4,455.00 284.50 6.1% 58.25 1.2% 84% True False 226,718
40 4,739.50 4,265.00 474.50 10.1% 59.50 1.3% 91% True False 234,506
60 4,739.50 4,040.75 698.75 14.9% 71.75 1.5% 94% True False 249,249
80 4,739.50 3,901.00 838.50 17.9% 82.75 1.8% 95% True False 187,668
100 4,739.50 3,901.00 838.50 17.9% 76.75 1.6% 95% True False 150,161
120 4,739.50 3,901.00 838.50 17.9% 72.75 1.5% 95% True False 125,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,998.75
2.618 4,899.25
1.618 4,838.25
1.000 4,800.50
0.618 4,777.25
HIGH 4,739.50
0.618 4,716.25
0.500 4,709.00
0.382 4,701.75
LOW 4,678.50
0.618 4,640.75
1.000 4,617.50
1.618 4,579.75
2.618 4,518.75
4.250 4,419.25
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 4,709.00 4,696.50
PP 4,704.25 4,695.75
S1 4,699.25 4,695.25

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

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