E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 4,721.25 4,699.75 -21.50 -0.5% 4,685.50
High 4,730.00 4,709.00 -21.00 -0.4% 4,739.50
Low 4,670.50 4,641.25 -29.25 -0.6% 4,579.00
Close 4,701.00 4,687.25 -13.75 -0.3% 4,713.25
Range 59.50 67.75 8.25 13.9% 160.50
ATR 69.03 68.94 -0.09 -0.1% 0.00
Volume 224,657 299,288 74,631 33.2% 1,324,606
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,882.50 4,852.50 4,724.50
R3 4,814.75 4,784.75 4,706.00
R2 4,747.00 4,747.00 4,699.75
R1 4,717.00 4,717.00 4,693.50 4,698.00
PP 4,679.25 4,679.25 4,679.25 4,669.75
S1 4,649.25 4,649.25 4,681.00 4,630.50
S2 4,611.50 4,611.50 4,674.75
S3 4,543.75 4,581.50 4,668.50
S4 4,476.00 4,513.75 4,650.00
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% 92.00 2.0% 67% False False 288,072
10 4,739.50 4,579.00 160.50 3.4% 67.50 1.4% 67% False False 230,377
20 4,739.50 4,455.00 284.50 6.1% 66.50 1.4% 82% False False 236,606
40 4,739.50 4,317.50 422.00 9.0% 63.50 1.4% 88% False False 240,007
60 4,739.50 4,040.75 698.75 14.9% 72.25 1.5% 93% False False 260,670
80 4,739.50 3,901.00 838.50 17.9% 84.25 1.8% 94% False False 202,749
100 4,739.50 3,901.00 838.50 17.9% 79.00 1.7% 94% False False 162,244
120 4,739.50 3,901.00 838.50 17.9% 74.25 1.6% 94% False False 135,213
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,997.00
2.618 4,886.25
1.618 4,818.50
1.000 4,776.75
0.618 4,750.75
HIGH 4,709.00
0.618 4,683.00
0.500 4,675.00
0.382 4,667.25
LOW 4,641.25
0.618 4,599.50
1.000 4,573.50
1.618 4,531.75
2.618 4,464.00
4.250 4,353.25
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 4,683.25 4,680.25
PP 4,679.25 4,673.50
S1 4,675.00 4,666.50

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

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