E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 4,465.00 4,404.00 -61.00 -1.4% 4,527.75
High 4,465.00 4,406.00 -59.00 -1.3% 4,541.50
Low 4,395.00 4,340.00 -55.00 -1.3% 4,383.00
Close 4,399.75 4,365.50 -34.25 -0.8% 4,460.00
Range 70.00 66.00 -4.00 -5.7% 158.50
ATR 51.71 52.73 1.02 2.0% 0.00
Volume 46 110 64 139.1% 410
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 4,568.50 4,533.00 4,401.75
R3 4,502.50 4,467.00 4,383.75
R2 4,436.50 4,436.50 4,377.50
R1 4,401.00 4,401.00 4,371.50 4,385.75
PP 4,370.50 4,370.50 4,370.50 4,363.00
S1 4,335.00 4,335.00 4,359.50 4,319.75
S2 4,304.50 4,304.50 4,353.50
S3 4,238.50 4,269.00 4,347.25
S4 4,172.50 4,203.00 4,329.25
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 4,937.00 4,857.00 4,547.25
R3 4,778.50 4,698.50 4,503.50
R2 4,620.00 4,620.00 4,489.00
R1 4,540.00 4,540.00 4,474.50 4,500.75
PP 4,461.50 4,461.50 4,461.50 4,442.00
S1 4,381.50 4,381.50 4,445.50 4,342.25
S2 4,303.00 4,303.00 4,431.00
S3 4,144.50 4,223.00 4,416.50
S4 3,986.00 4,064.50 4,372.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,491.00 4,340.00 151.00 3.5% 64.25 1.5% 17% False True 99
10 4,541.50 4,340.00 201.50 4.6% 56.00 1.3% 13% False True 77
20 4,541.50 4,321.75 219.75 5.0% 49.25 1.1% 20% False False 78
40 4,541.50 4,253.50 288.00 6.6% 46.50 1.1% 39% False False 50
60 4,541.50 4,253.50 288.00 6.6% 32.75 0.7% 39% False False 34
80 4,541.50 4,068.50 473.00 10.8% 27.75 0.6% 63% False False 26
100 4,541.50 4,056.50 485.00 11.1% 25.25 0.6% 64% False False 21
120 4,541.50 4,056.50 485.00 11.1% 21.50 0.5% 64% False False 18
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 4.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,686.50
2.618 4,578.75
1.618 4,512.75
1.000 4,472.00
0.618 4,446.75
HIGH 4,406.00
0.618 4,380.75
0.500 4,373.00
0.382 4,365.25
LOW 4,340.00
0.618 4,299.25
1.000 4,274.00
1.618 4,233.25
2.618 4,167.25
4.250 4,059.50
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 4,373.00 4,415.50
PP 4,370.50 4,398.75
S1 4,368.00 4,382.25

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

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