E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 4,624.00 4,646.25 22.25 0.5% 4,721.25
High 4,674.50 4,659.00 -15.50 -0.3% 4,730.00
Low 4,618.25 4,527.50 -90.75 -2.0% 4,527.50
Close 4,644.00 4,539.25 -104.75 -2.3% 4,539.25
Range 56.25 131.50 75.25 133.8% 202.50
ATR 71.20 75.51 4.31 6.0% 0.00
Volume 302,768 226,524 -76,244 -25.2% 1,441,946
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,969.75 4,886.00 4,611.50
R3 4,838.25 4,754.50 4,575.50
R2 4,706.75 4,706.75 4,563.25
R1 4,623.00 4,623.00 4,551.25 4,599.00
PP 4,575.25 4,575.25 4,575.25 4,563.25
S1 4,491.50 4,491.50 4,527.25 4,467.50
S2 4,443.75 4,443.75 4,515.25
S3 4,312.25 4,360.00 4,503.00
S4 4,180.75 4,228.50 4,467.00
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,206.50 5,075.25 4,650.50
R3 5,004.00 4,872.75 4,595.00
R2 4,801.50 4,801.50 4,576.50
R1 4,670.25 4,670.25 4,557.75 4,634.50
PP 4,599.00 4,599.00 4,599.00 4,581.00
S1 4,467.75 4,467.75 4,520.75 4,432.00
S2 4,396.50 4,396.50 4,502.00
S3 4,194.00 4,265.25 4,483.50
S4 3,991.50 4,062.75 4,428.00
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 4,527.50 202.50 4.5% 85.75 1.9% 6% False True 288,389
10 4,739.50 4,527.50 212.00 4.7% 85.00 1.9% 6% False True 276,655
20 4,739.50 4,455.00 284.50 6.3% 73.00 1.6% 30% False False 245,920
40 4,739.50 4,394.75 344.75 7.6% 66.75 1.5% 42% False False 243,118
60 4,739.50 4,040.75 698.75 15.4% 73.75 1.6% 71% False False 262,787
80 4,739.50 3,901.00 838.50 18.5% 86.00 1.9% 76% False False 214,213
100 4,739.50 3,901.00 838.50 18.5% 80.50 1.8% 76% False False 171,421
120 4,739.50 3,901.00 838.50 18.5% 76.00 1.7% 76% False False 142,862
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 13.98
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,218.00
2.618 5,003.25
1.618 4,871.75
1.000 4,790.50
0.618 4,740.25
HIGH 4,659.00
0.618 4,608.75
0.500 4,593.25
0.382 4,577.75
LOW 4,527.50
0.618 4,446.25
1.000 4,396.00
1.618 4,314.75
2.618 4,183.25
4.250 3,968.50
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 4,593.25 4,617.50
PP 4,575.25 4,591.50
S1 4,557.25 4,565.25

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

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