E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 4,646.25 4,534.50 -111.75 -2.4% 4,721.25
High 4,659.00 4,579.50 -79.50 -1.7% 4,730.00
Low 4,527.50 4,477.25 -50.25 -1.1% 4,527.50
Close 4,539.25 4,566.50 27.25 0.6% 4,539.25
Range 131.50 102.25 -29.25 -22.2% 202.50
ATR 75.51 77.42 1.91 2.5% 0.00
Volume 226,524 156,220 -70,304 -31.0% 1,441,946
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,847.75 4,809.50 4,622.75
R3 4,745.50 4,707.25 4,594.50
R2 4,643.25 4,643.25 4,585.25
R1 4,605.00 4,605.00 4,575.75 4,624.00
PP 4,541.00 4,541.00 4,541.00 4,550.75
S1 4,502.75 4,502.75 4,557.25 4,522.00
S2 4,438.75 4,438.75 4,547.75
S3 4,336.50 4,400.50 4,538.50
S4 4,234.25 4,298.25 4,510.25
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 4,709.00 4,477.25 231.75 5.1% 94.50 2.1% 39% False True 274,701
10 4,739.50 4,477.25 262.25 5.7% 90.50 2.0% 34% False True 274,300
20 4,739.50 4,455.00 284.50 6.2% 73.00 1.6% 39% False False 236,520
40 4,739.50 4,394.75 344.75 7.5% 68.25 1.5% 50% False False 241,843
60 4,739.50 4,040.75 698.75 15.3% 74.00 1.6% 75% False False 259,840
80 4,739.50 3,901.00 838.50 18.4% 85.50 1.9% 79% False False 216,157
100 4,739.50 3,901.00 838.50 18.4% 81.00 1.8% 79% False False 172,983
120 4,739.50 3,901.00 838.50 18.4% 76.50 1.7% 79% False False 144,163
Crabel Price Patterns
NR True
NR4 False
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 16.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,014.00
2.618 4,847.25
1.618 4,745.00
1.000 4,681.75
0.618 4,642.75
HIGH 4,579.50
0.618 4,540.50
0.500 4,528.50
0.382 4,516.25
LOW 4,477.25
0.618 4,414.00
1.000 4,375.00
1.618 4,311.75
2.618 4,209.50
4.250 4,042.75
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 4,553.75 4,576.00
PP 4,541.00 4,572.75
S1 4,528.50 4,569.50

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

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