E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 4,368.50 4,409.00 40.50 0.9% 4,459.25
High 4,404.75 4,452.00 47.25 1.1% 4,491.00
Low 4,351.00 4,405.50 54.50 1.3% 4,340.00
Close 4,395.50 4,443.00 47.50 1.1% 4,443.00
Range 53.75 46.50 -7.25 -13.5% 151.00
ATR 52.81 53.07 0.26 0.5% 0.00
Volume 45 81 36 80.0% 368
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 4,573.00 4,554.50 4,468.50
R3 4,526.50 4,508.00 4,455.75
R2 4,480.00 4,480.00 4,451.50
R1 4,461.50 4,461.50 4,447.25 4,470.75
PP 4,433.50 4,433.50 4,433.50 4,438.00
S1 4,415.00 4,415.00 4,438.75 4,424.25
S2 4,387.00 4,387.00 4,434.50
S3 4,340.50 4,368.50 4,430.25
S4 4,294.00 4,322.00 4,417.50
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 4,877.75 4,811.25 4,526.00
R3 4,726.75 4,660.25 4,484.50
R2 4,575.75 4,575.75 4,470.75
R1 4,509.25 4,509.25 4,456.75 4,467.00
PP 4,424.75 4,424.75 4,424.75 4,403.50
S1 4,358.25 4,358.25 4,429.25 4,316.00
S2 4,273.75 4,273.75 4,415.25
S3 4,122.75 4,207.25 4,401.50
S4 3,971.75 4,056.25 4,360.00
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 3.4% 54.25 1.2% 68% False False 73
10 4,541.50 4,340.00 201.50 4.5% 56.25 1.3% 51% False False 77
20 4,541.50 4,321.75 219.75 4.9% 51.50 1.2% 55% False False 65
40 4,541.50 4,253.50 288.00 6.5% 48.75 1.1% 66% False False 53
60 4,541.50 4,253.50 288.00 6.5% 34.00 0.8% 66% False False 36
80 4,541.50 4,068.50 473.00 10.6% 28.75 0.6% 79% False False 28
100 4,541.50 4,056.50 485.00 10.9% 25.75 0.6% 80% False False 23
120 4,541.50 4,056.50 485.00 10.9% 22.25 0.5% 80% False False 19
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 4.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,649.50
2.618 4,573.75
1.618 4,527.25
1.000 4,498.50
0.618 4,480.75
HIGH 4,452.00
0.618 4,434.25
0.500 4,428.75
0.382 4,423.25
LOW 4,405.50
0.618 4,376.75
1.000 4,359.00
1.618 4,330.25
2.618 4,283.75
4.250 4,208.00
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 4,438.25 4,427.25
PP 4,433.50 4,411.75
S1 4,428.75 4,396.00

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

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