E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 4,690.50 4,624.00 -66.50 -1.4% 4,685.50
High 4,707.50 4,674.50 -33.00 -0.7% 4,739.50
Low 4,593.25 4,618.25 25.00 0.5% 4,579.00
Close 4,616.00 4,644.00 28.00 0.6% 4,713.25
Range 114.25 56.25 -58.00 -50.8% 160.50
ATR 72.18 71.20 -0.98 -1.4% 0.00
Volume 388,709 302,768 -85,941 -22.1% 1,324,606
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,814.25 4,785.50 4,675.00
R3 4,758.00 4,729.25 4,659.50
R2 4,701.75 4,701.75 4,654.25
R1 4,673.00 4,673.00 4,649.25 4,687.50
PP 4,645.50 4,645.50 4,645.50 4,652.75
S1 4,616.75 4,616.75 4,638.75 4,631.00
S2 4,589.25 4,589.25 4,633.75
S3 4,533.00 4,560.50 4,628.50
S4 4,476.75 4,504.25 4,613.00
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 4,730.00 4,593.25 136.75 2.9% 83.50 1.8% 37% False False 304,099
10 4,739.50 4,579.00 160.50 3.5% 75.50 1.6% 40% False False 264,541
20 4,739.50 4,455.00 284.50 6.1% 70.00 1.5% 66% False False 248,002
40 4,739.50 4,332.50 407.00 8.8% 65.50 1.4% 77% False False 244,355
60 4,739.50 4,040.75 698.75 15.0% 72.75 1.6% 86% False False 264,509
80 4,739.50 3,901.00 838.50 18.1% 85.00 1.8% 89% False False 211,384
100 4,739.50 3,901.00 838.50 18.1% 79.75 1.7% 89% False False 169,157
120 4,739.50 3,901.00 838.50 18.1% 75.00 1.6% 89% False False 140,975
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.20
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,913.50
2.618 4,821.75
1.618 4,765.50
1.000 4,730.75
0.618 4,709.25
HIGH 4,674.50
0.618 4,653.00
0.500 4,646.50
0.382 4,639.75
LOW 4,618.25
0.618 4,583.50
1.000 4,562.00
1.618 4,527.25
2.618 4,471.00
4.250 4,379.25
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 4,646.50 4,651.00
PP 4,645.50 4,648.75
S1 4,644.75 4,646.50

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

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