E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 4,506.50 4,429.75 -76.75 -1.7% 4,512.50
High 4,517.00 4,451.50 -65.50 -1.5% 4,555.25
Low 4,459.75 4,368.25 -91.50 -2.1% 4,459.75
Close 4,480.50 4,378.00 -102.50 -2.3% 4,480.50
Range 57.25 83.25 26.00 45.4% 95.50
ATR 50.57 54.98 4.41 8.7% 0.00
Volume 226,373 334,972 108,599 48.0% 841,151
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,649.00 4,596.75 4,423.75
R3 4,565.75 4,513.50 4,401.00
R2 4,482.50 4,482.50 4,393.25
R1 4,430.25 4,430.25 4,385.75 4,414.75
PP 4,399.25 4,399.25 4,399.25 4,391.50
S1 4,347.00 4,347.00 4,370.25 4,331.50
S2 4,316.00 4,316.00 4,362.75
S3 4,232.75 4,263.75 4,355.00
S4 4,149.50 4,180.50 4,332.25
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,785.00 4,728.25 4,533.00
R3 4,689.50 4,632.75 4,506.75
R2 4,594.00 4,594.00 4,498.00
R1 4,537.25 4,537.25 4,489.25 4,518.00
PP 4,498.50 4,498.50 4,498.50 4,488.75
S1 4,441.75 4,441.75 4,471.75 4,422.50
S2 4,403.00 4,403.00 4,463.00
S3 4,307.50 4,346.25 4,454.25
S4 4,212.00 4,250.75 4,428.00
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 4,368.25 187.00 4.3% 51.00 1.2% 5% False True 203,817
10 4,555.25 4,368.25 187.00 4.3% 54.00 1.2% 5% False True 205,883
20 4,555.25 4,368.25 187.00 4.3% 52.25 1.2% 5% False True 132,860
40 4,555.25 4,340.00 215.25 4.9% 49.75 1.1% 18% False False 66,503
60 4,555.25 4,263.00 292.25 6.7% 49.25 1.1% 39% False False 44,360
80 4,555.25 4,253.50 301.75 6.9% 46.25 1.1% 41% False False 33,274
100 4,555.25 4,180.00 375.25 8.6% 38.00 0.9% 53% False False 26,620
120 4,555.25 4,068.50 486.75 11.1% 34.25 0.8% 64% False False 22,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.83
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,805.25
2.618 4,669.50
1.618 4,586.25
1.000 4,534.75
0.618 4,503.00
HIGH 4,451.50
0.618 4,419.75
0.500 4,410.00
0.382 4,400.00
LOW 4,368.25
0.618 4,316.75
1.000 4,285.00
1.618 4,233.50
2.618 4,150.25
4.250 4,014.50
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 4,410.00 4,458.00
PP 4,399.25 4,431.25
S1 4,388.50 4,404.50

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

View Archives - Comment on this page... - Back to Index of Symbols