E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 4,426.25 4,439.00 12.75 0.3% 4,404.50
High 4,450.00 4,481.50 31.50 0.7% 4,432.25
Low 4,394.75 4,419.75 25.00 0.6% 4,321.75
Close 4,437.25 4,473.50 36.25 0.8% 4,341.00
Range 55.25 61.75 6.50 11.8% 110.50
ATR 45.03 46.23 1.19 2.7% 0.00
Volume 26 50 24 92.3% 290
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,643.50 4,620.25 4,507.50
R3 4,581.75 4,558.50 4,490.50
R2 4,520.00 4,520.00 4,484.75
R1 4,496.75 4,496.75 4,479.25 4,508.50
PP 4,458.25 4,458.25 4,458.25 4,464.00
S1 4,435.00 4,435.00 4,467.75 4,446.50
S2 4,396.50 4,396.50 4,462.25
S3 4,334.75 4,373.25 4,456.50
S4 4,273.00 4,311.50 4,439.50
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,696.50 4,629.25 4,401.75
R3 4,586.00 4,518.75 4,371.50
R2 4,475.50 4,475.50 4,361.25
R1 4,408.25 4,408.25 4,351.25 4,386.50
PP 4,365.00 4,365.00 4,365.00 4,354.25
S1 4,297.75 4,297.75 4,330.75 4,276.00
S2 4,254.50 4,254.50 4,320.75
S3 4,144.00 4,187.25 4,310.50
S4 4,033.50 4,076.75 4,280.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,481.50 4,321.75 159.75 3.6% 59.25 1.3% 95% True False 40
10 4,481.50 4,321.75 159.75 3.6% 45.25 1.0% 95% True False 80
20 4,481.50 4,253.50 228.00 5.1% 45.25 1.0% 96% True False 58
40 4,481.50 4,253.50 228.00 5.1% 34.75 0.8% 96% True False 33
60 4,481.50 4,100.00 381.50 8.5% 28.25 0.6% 98% True False 23
80 4,481.50 4,068.50 413.00 9.2% 24.25 0.5% 98% True False 18
100 4,481.50 4,056.50 425.00 9.5% 20.75 0.5% 98% True False 14
120 4,481.50 4,056.50 425.00 9.5% 17.50 0.4% 98% True False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,744.00
2.618 4,643.25
1.618 4,581.50
1.000 4,543.25
0.618 4,519.75
HIGH 4,481.50
0.618 4,458.00
0.500 4,450.50
0.382 4,443.25
LOW 4,419.75
0.618 4,381.50
1.000 4,358.00
1.618 4,319.75
2.618 4,258.00
4.250 4,157.25
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 4,466.00 4,461.75
PP 4,458.25 4,450.00
S1 4,450.50 4,438.00

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

View Archives - Comment on this page... - Back to Index of Symbols