E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 4,616.00 4,721.25 105.25 2.3% 4,685.50
High 4,723.25 4,730.00 6.75 0.1% 4,739.50
Low 4,603.00 4,670.50 67.50 1.5% 4,579.00
Close 4,713.25 4,701.00 -12.25 -0.3% 4,713.25
Range 120.25 59.50 -60.75 -50.5% 160.50
ATR 69.76 69.03 -0.73 -1.1% 0.00
Volume 305,073 224,657 -80,416 -26.4% 1,324,606
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,879.00 4,849.50 4,733.75
R3 4,819.50 4,790.00 4,717.25
R2 4,760.00 4,760.00 4,712.00
R1 4,730.50 4,730.50 4,706.50 4,715.50
PP 4,700.50 4,700.50 4,700.50 4,693.00
S1 4,671.00 4,671.00 4,695.50 4,656.00
S2 4,641.00 4,641.00 4,690.00
S3 4,581.50 4,611.50 4,684.75
S4 4,522.00 4,552.00 4,668.25
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% 86.50 1.8% 76% False False 273,899
10 4,739.50 4,579.00 160.50 3.4% 66.00 1.4% 76% False False 216,781
20 4,739.50 4,455.00 284.50 6.1% 67.75 1.4% 86% False False 234,488
40 4,739.50 4,317.50 422.00 9.0% 62.75 1.3% 91% False False 235,841
60 4,739.50 4,040.75 698.75 14.9% 72.25 1.5% 94% False False 259,037
80 4,739.50 3,901.00 838.50 17.8% 83.75 1.8% 95% False False 199,014
100 4,739.50 3,901.00 838.50 17.8% 78.75 1.7% 95% False False 159,252
120 4,739.50 3,901.00 838.50 17.8% 74.50 1.6% 95% False False 132,719
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 14.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,983.00
2.618 4,885.75
1.618 4,826.25
1.000 4,789.50
0.618 4,766.75
HIGH 4,730.00
0.618 4,707.25
0.500 4,700.25
0.382 4,693.25
LOW 4,670.50
0.618 4,633.75
1.000 4,611.00
1.618 4,574.25
2.618 4,514.75
4.250 4,417.50
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 4,700.75 4,685.50
PP 4,700.50 4,670.00
S1 4,700.25 4,654.50

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

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