E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 4,698.75 4,616.00 -82.75 -1.8% 4,685.50
High 4,730.25 4,723.25 -7.00 -0.1% 4,739.50
Low 4,579.00 4,603.00 24.00 0.5% 4,579.00
Close 4,611.00 4,713.25 102.25 2.2% 4,713.25
Range 151.25 120.25 -31.00 -20.5% 160.50
ATR 65.88 69.76 3.88 5.9% 0.00
Volume 379,530 305,073 -74,457 -19.6% 1,324,606
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,040.50 4,997.25 4,779.50
R3 4,920.25 4,877.00 4,746.25
R2 4,800.00 4,800.00 4,735.25
R1 4,756.75 4,756.75 4,724.25 4,778.50
PP 4,679.75 4,679.75 4,679.75 4,690.75
S1 4,636.50 4,636.50 4,702.25 4,658.00
S2 4,559.50 4,559.50 4,691.25
S3 4,439.25 4,516.25 4,680.25
S4 4,319.00 4,396.00 4,647.00
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,158.75 5,096.50 4,801.50
R3 4,998.25 4,936.00 4,757.50
R2 4,837.75 4,837.75 4,742.75
R1 4,775.50 4,775.50 4,728.00 4,806.50
PP 4,677.25 4,677.25 4,677.25 4,692.75
S1 4,615.00 4,615.00 4,698.50 4,646.00
S2 4,516.75 4,516.75 4,683.75
S3 4,356.25 4,454.50 4,669.00
S4 4,195.75 4,294.00 4,625.00
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 4,579.00 160.50 3.4% 84.00 1.8% 84% False False 264,921
10 4,739.50 4,579.00 160.50 3.4% 64.00 1.4% 84% False False 212,027
20 4,739.50 4,455.00 284.50 6.0% 67.25 1.4% 91% False False 237,090
40 4,739.50 4,317.50 422.00 9.0% 62.50 1.3% 94% False False 235,445
60 4,739.50 4,040.75 698.75 14.8% 72.25 1.5% 96% False False 258,589
80 4,739.50 3,901.00 838.50 17.8% 83.50 1.8% 97% False False 196,212
100 4,739.50 3,901.00 838.50 17.8% 78.75 1.7% 97% False False 157,006
120 4,739.50 3,901.00 838.50 17.8% 74.25 1.6% 97% False False 130,847
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,234.25
2.618 5,038.00
1.618 4,917.75
1.000 4,843.50
0.618 4,797.50
HIGH 4,723.25
0.618 4,677.25
0.500 4,663.00
0.382 4,649.00
LOW 4,603.00
0.618 4,528.75
1.000 4,482.75
1.618 4,408.50
2.618 4,288.25
4.250 4,092.00
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 4,696.50 4,695.25
PP 4,679.75 4,677.25
S1 4,663.00 4,659.25

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

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