E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 4,427.75 4,452.25 24.50 0.6% 4,477.00
High 4,456.50 4,476.00 19.50 0.4% 4,505.75
Low 4,395.75 4,431.25 35.50 0.8% 4,382.75
Close 4,451.75 4,454.25 2.50 0.1% 4,447.25
Range 60.75 44.75 -16.00 -26.3% 123.00
ATR 50.93 50.49 -0.44 -0.9% 0.00
Volume 219,413 225,073 5,660 2.6% 323,750
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,588.00 4,566.00 4,478.75
R3 4,543.25 4,521.25 4,466.50
R2 4,498.50 4,498.50 4,462.50
R1 4,476.50 4,476.50 4,458.25 4,487.50
PP 4,453.75 4,453.75 4,453.75 4,459.50
S1 4,431.75 4,431.75 4,450.25 4,442.75
S2 4,409.00 4,409.00 4,446.00
S3 4,364.25 4,387.00 4,442.00
S4 4,319.50 4,342.25 4,429.75
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,814.25 4,753.75 4,515.00
R3 4,691.25 4,630.75 4,481.00
R2 4,568.25 4,568.25 4,469.75
R1 4,507.75 4,507.75 4,458.50 4,476.50
PP 4,445.25 4,445.25 4,445.25 4,429.50
S1 4,384.75 4,384.75 4,436.00 4,353.50
S2 4,322.25 4,322.25 4,424.75
S3 4,199.25 4,261.75 4,413.50
S4 4,076.25 4,138.75 4,379.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,505.75 4,386.50 119.25 2.7% 46.50 1.0% 57% False False 198,991
10 4,520.00 4,382.75 137.25 3.1% 52.25 1.2% 52% False False 104,012
20 4,544.00 4,382.75 161.25 3.6% 50.25 1.1% 44% False False 52,245
40 4,544.00 4,340.00 204.00 4.6% 50.00 1.1% 56% False False 26,159
60 4,544.00 4,253.50 290.50 6.5% 49.25 1.1% 69% False False 17,458
80 4,544.00 4,253.50 290.50 6.5% 41.00 0.9% 69% False False 13,095
100 4,544.00 4,100.00 444.00 10.0% 35.75 0.8% 80% False False 10,476
120 4,544.00 4,068.50 475.50 10.7% 32.00 0.7% 81% False False 8,731
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 8.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,666.25
2.618 4,593.25
1.618 4,548.50
1.000 4,520.75
0.618 4,503.75
HIGH 4,476.00
0.618 4,459.00
0.500 4,453.50
0.382 4,448.25
LOW 4,431.25
0.618 4,403.50
1.000 4,386.50
1.618 4,358.75
2.618 4,314.00
4.250 4,241.00
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 4,454.00 4,446.50
PP 4,453.75 4,439.00
S1 4,453.50 4,431.25

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

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