E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 4,538.75 4,543.50 4.75 0.1% 4,430.00
High 4,548.75 4,555.25 6.50 0.1% 4,539.75
Low 4,522.75 4,514.50 -8.25 -0.2% 4,386.50
Close 4,541.25 4,515.75 -25.50 -0.6% 4,499.75
Range 26.00 40.75 14.75 56.7% 153.25
ATR 50.99 50.26 -0.73 -1.4% 0.00
Volume 116,969 165,445 48,476 41.4% 1,147,413
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,650.75 4,624.00 4,538.25
R3 4,610.00 4,583.25 4,527.00
R2 4,569.25 4,569.25 4,523.25
R1 4,542.50 4,542.50 4,519.50 4,535.50
PP 4,528.50 4,528.50 4,528.50 4,525.00
S1 4,501.75 4,501.75 4,512.00 4,494.75
S2 4,487.75 4,487.75 4,508.25
S3 4,447.00 4,461.00 4,504.50
S4 4,406.25 4,420.25 4,493.25
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 4,555.25 4,440.00 115.25 2.6% 49.00 1.1% 66% True False 175,534
10 4,555.25 4,386.50 168.75 3.7% 47.75 1.1% 77% True False 187,262
20 4,555.25 4,382.75 172.50 3.8% 49.00 1.1% 77% True False 96,096
40 4,555.25 4,340.00 215.25 4.8% 50.00 1.1% 82% True False 48,094
60 4,555.25 4,253.50 301.75 6.7% 48.50 1.1% 87% True False 32,084
80 4,555.25 4,253.50 301.75 6.7% 44.00 1.0% 87% True False 24,066
100 4,555.25 4,160.50 394.75 8.7% 36.50 0.8% 90% True False 19,253
120 4,555.25 4,068.50 486.75 10.8% 33.50 0.7% 92% True False 16,044
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.95
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,728.50
2.618 4,662.00
1.618 4,621.25
1.000 4,596.00
0.618 4,580.50
HIGH 4,555.25
0.618 4,539.75
0.500 4,535.00
0.382 4,530.00
LOW 4,514.50
0.618 4,489.25
1.000 4,473.75
1.618 4,448.50
2.618 4,407.75
4.250 4,341.25
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 4,535.00 4,533.75
PP 4,528.50 4,527.75
S1 4,522.00 4,521.75

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

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