E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 4,423.75 4,366.00 -57.75 -1.3% 4,429.75
High 4,441.50 4,437.25 -4.25 -0.1% 4,451.50
Low 4,408.25 4,344.00 -64.25 -1.5% 4,368.25
Close 4,428.75 4,422.75 -6.00 -0.1% 4,428.75
Range 33.25 93.25 60.00 180.5% 83.25
ATR 52.29 55.21 2.93 5.6% 0.00
Volume 155,244 285,735 130,491 84.1% 985,886
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,681.00 4,645.25 4,474.00
R3 4,587.75 4,552.00 4,448.50
R2 4,494.50 4,494.50 4,439.75
R1 4,458.75 4,458.75 4,431.25 4,476.50
PP 4,401.25 4,401.25 4,401.25 4,410.25
S1 4,365.50 4,365.50 4,414.25 4,383.50
S2 4,308.00 4,308.00 4,405.75
S3 4,214.75 4,272.25 4,397.00
S4 4,121.50 4,179.00 4,371.50
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,666.00 4,630.50 4,474.50
R3 4,582.75 4,547.25 4,451.75
R2 4,499.50 4,499.50 4,444.00
R1 4,464.00 4,464.00 4,436.50 4,440.00
PP 4,416.25 4,416.25 4,416.25 4,404.25
S1 4,380.75 4,380.75 4,421.00 4,357.00
S2 4,333.00 4,333.00 4,413.50
S3 4,249.75 4,297.50 4,405.75
S4 4,166.50 4,214.25 4,383.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,451.50 4,344.00 107.50 2.4% 60.00 1.4% 73% False True 254,324
10 4,555.25 4,344.00 211.25 4.8% 51.00 1.2% 37% False True 211,277
20 4,555.25 4,344.00 211.25 4.8% 53.25 1.2% 37% False True 179,196
40 4,555.25 4,344.00 211.25 4.8% 49.50 1.1% 37% False True 89,912
60 4,555.25 4,321.75 233.50 5.3% 49.75 1.1% 43% False False 59,968
80 4,555.25 4,253.50 301.75 6.8% 48.50 1.1% 56% False False 44,982
100 4,555.25 4,253.50 301.75 6.8% 40.00 0.9% 56% False False 35,986
120 4,555.25 4,068.50 486.75 11.0% 35.50 0.8% 73% False False 29,989
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 12.70
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,833.50
2.618 4,681.50
1.618 4,588.25
1.000 4,530.50
0.618 4,495.00
HIGH 4,437.25
0.618 4,401.75
0.500 4,390.50
0.382 4,379.50
LOW 4,344.00
0.618 4,286.25
1.000 4,250.75
1.618 4,193.00
2.618 4,099.75
4.250 3,947.75
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 4,412.00 4,412.75
PP 4,401.25 4,402.75
S1 4,390.50 4,393.00

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

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