E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 4,530.00 4,512.50 -17.50 -0.4% 4,430.00
High 4,539.75 4,552.25 12.50 0.3% 4,539.75
Low 4,496.25 4,512.25 16.00 0.4% 4,386.50
Close 4,499.75 4,532.75 33.00 0.7% 4,499.75
Range 43.50 40.00 -3.50 -8.0% 153.25
ATR 52.94 52.91 -0.03 -0.1% 0.00
Volume 162,664 157,035 -5,629 -3.5% 1,147,413
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,652.50 4,632.50 4,554.75
R3 4,612.50 4,592.50 4,543.75
R2 4,572.50 4,572.50 4,540.00
R1 4,552.50 4,552.50 4,536.50 4,562.50
PP 4,532.50 4,532.50 4,532.50 4,537.50
S1 4,512.50 4,512.50 4,529.00 4,522.50
S2 4,492.50 4,492.50 4,525.50
S3 4,452.50 4,472.50 4,521.75
S4 4,412.50 4,432.50 4,510.75
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,935.00 4,870.75 4,584.00
R3 4,781.75 4,717.50 4,542.00
R2 4,628.50 4,628.50 4,527.75
R1 4,564.25 4,564.25 4,513.75 4,596.50
PP 4,475.25 4,475.25 4,475.25 4,491.50
S1 4,411.00 4,411.00 4,485.75 4,443.00
S2 4,322.00 4,322.00 4,471.75
S3 4,168.75 4,257.75 4,457.50
S4 4,015.50 4,104.50 4,415.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,552.25 4,395.75 156.50 3.5% 56.75 1.3% 88% True False 207,948
10 4,552.25 4,382.75 169.50 3.7% 53.00 1.2% 88% True False 162,326
20 4,552.25 4,382.75 169.50 3.7% 53.50 1.2% 88% True False 81,996
40 4,552.25 4,340.00 212.25 4.7% 50.50 1.1% 91% True False 41,036
60 4,552.25 4,253.50 298.75 6.6% 49.00 1.1% 93% True False 27,378
80 4,552.25 4,253.50 298.75 6.6% 43.25 1.0% 93% True False 20,535
100 4,552.25 4,122.75 429.50 9.5% 36.75 0.8% 95% True False 16,429
120 4,552.25 4,068.50 483.75 10.7% 33.00 0.7% 96% True False 13,691
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.53
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,722.25
2.618 4,657.00
1.618 4,617.00
1.000 4,592.25
0.618 4,577.00
HIGH 4,552.25
0.618 4,537.00
0.500 4,532.25
0.382 4,527.50
LOW 4,512.25
0.618 4,487.50
1.000 4,472.25
1.618 4,447.50
2.618 4,407.50
4.250 4,342.25
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 4,532.50 4,520.50
PP 4,532.50 4,508.25
S1 4,532.25 4,496.00

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

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