E-mini NASDAQ-100 Future March 2016


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 4,614.00 4,711.25 97.25 2.1% 4,681.00
High 4,717.75 4,724.25 6.50 0.1% 4,734.75
Low 4,598.00 4,665.75 67.75 1.5% 4,575.00
Close 4,708.25 4,696.00 -12.25 -0.3% 4,708.25
Range 119.75 58.50 -61.25 -51.1% 159.75
ATR 67.43 66.79 -0.64 -0.9% 0.00
Volume 3,313 5,611 2,298 69.4% 9,695
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,870.75 4,842.00 4,728.25
R3 4,812.25 4,783.50 4,712.00
R2 4,753.75 4,753.75 4,706.75
R1 4,725.00 4,725.00 4,701.25 4,710.00
PP 4,695.25 4,695.25 4,695.25 4,688.00
S1 4,666.50 4,666.50 4,690.75 4,651.50
S2 4,636.75 4,636.75 4,685.25
S3 4,578.25 4,608.00 4,680.00
S4 4,519.75 4,549.50 4,663.75
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,152.00 5,089.75 4,796.00
R3 4,992.25 4,930.00 4,752.25
R2 4,832.50 4,832.50 4,737.50
R1 4,770.25 4,770.25 4,723.00 4,801.50
PP 4,672.75 4,672.75 4,672.75 4,688.25
S1 4,610.50 4,610.50 4,693.50 4,641.50
S2 4,513.00 4,513.00 4,679.00
S3 4,353.25 4,450.75 4,664.25
S4 4,193.50 4,291.00 4,620.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,734.75 4,575.00 159.75 3.4% 85.50 1.8% 76% False False 2,879
10 4,734.75 4,575.00 159.75 3.4% 65.00 1.4% 76% False False 1,770
20 4,734.75 4,452.75 282.00 6.0% 66.00 1.4% 86% False False 1,034
40 4,734.75 4,311.25 423.50 9.0% 59.25 1.3% 91% False False 664
60 4,734.75 4,034.25 700.50 14.9% 67.00 1.4% 94% False False 479
80 4,734.75 3,975.75 759.00 16.2% 63.75 1.4% 95% False False 360
100 4,734.75 3,975.75 759.00 16.2% 58.50 1.2% 95% False False 288
120 4,734.75 3,975.75 759.00 16.2% 52.00 1.1% 95% False False 240
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 14.93
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,973.00
2.618 4,877.50
1.618 4,819.00
1.000 4,782.75
0.618 4,760.50
HIGH 4,724.25
0.618 4,702.00
0.500 4,695.00
0.382 4,688.00
LOW 4,665.75
0.618 4,629.50
1.000 4,607.25
1.618 4,571.00
2.618 4,512.50
4.250 4,417.00
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 4,695.75 4,680.75
PP 4,695.25 4,665.50
S1 4,695.00 4,650.00

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

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