E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 4,687.25 4,648.00 -39.25 -0.8% 4,513.75
High 4,695.00 4,655.00 -40.00 -0.9% 4,630.00
Low 4,643.50 4,579.50 -64.00 -1.4% 4,511.75
Close 4,646.00 4,587.75 -58.25 -1.3% 4,611.00
Range 51.50 75.50 24.00 46.6% 118.25
ATR 69.67 70.08 0.42 0.6% 0.00
Volume 117,427 160,705 43,278 36.9% 553,051
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,834.00 4,786.25 4,629.25
R3 4,758.50 4,710.75 4,608.50
R2 4,683.00 4,683.00 4,601.50
R1 4,635.25 4,635.25 4,594.75 4,621.50
PP 4,607.50 4,607.50 4,607.50 4,600.50
S1 4,559.75 4,559.75 4,580.75 4,546.00
S2 4,532.00 4,532.00 4,574.00
S3 4,456.50 4,484.25 4,567.00
S4 4,381.00 4,408.75 4,546.25
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,939.00 4,893.25 4,676.00
R3 4,820.75 4,775.00 4,643.50
R2 4,702.50 4,702.50 4,632.75
R1 4,656.75 4,656.75 4,621.75 4,679.50
PP 4,584.25 4,584.25 4,584.25 4,595.75
S1 4,538.50 4,538.50 4,600.25 4,561.50
S2 4,466.00 4,466.00 4,589.25
S3 4,347.75 4,420.25 4,578.50
S4 4,229.50 4,302.00 4,546.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,697.75 4,571.50 126.25 2.8% 58.25 1.3% 13% False False 122,370
10 4,697.75 4,502.25 195.50 4.3% 64.75 1.4% 44% False False 176,401
20 4,725.25 4,471.25 254.00 5.5% 80.75 1.8% 46% False False 164,018
40 4,734.75 4,452.75 282.00 6.1% 68.50 1.5% 48% False False 82,250
60 4,734.75 4,261.00 473.75 10.3% 64.00 1.4% 69% False False 54,927
80 4,734.75 4,034.25 700.50 15.3% 68.75 1.5% 79% False False 41,215
100 4,734.75 3,975.75 759.00 16.5% 66.00 1.4% 81% False False 32,972
120 4,734.75 3,975.75 759.00 16.5% 60.00 1.3% 81% False False 27,477
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 12.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,976.00
2.618 4,852.75
1.618 4,777.25
1.000 4,730.50
0.618 4,701.75
HIGH 4,655.00
0.618 4,626.25
0.500 4,617.25
0.382 4,608.25
LOW 4,579.50
0.618 4,532.75
1.000 4,504.00
1.618 4,457.25
2.618 4,381.75
4.250 4,258.50
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 4,617.25 4,638.50
PP 4,607.50 4,621.75
S1 4,597.50 4,604.75

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

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