E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	4,487.25	4,519.25	32.00	0.7%	4,366.00
High	4,529.75	4,539.50	9.75	0.2%	4,448.00
Low	4,484.50	4,509.25	24.75	0.6%	4,331.75
Close	4,517.50	4,536.50	19.00	0.4%	4,408.25
Range	45.25	30.25	-15.00	-33.1%	116.25
ATR	66.42	63.84	-2.58	-3.9%	0.00
Volume	156,246	187,307	31,061	19.9%	1,502,040

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,619.25	4,608.00	4,553.25
R3	4,589.00	4,577.75	4,544.75
R2	4,558.75	4,558.75	4,542.00
R1	4,547.50	4,547.50	4,539.25	4,553.00
PP	4,528.50	4,528.50	4,528.50	4,531.25
S1	4,517.25	4,517.25	4,533.75	4,523.00
S2	4,498.25	4,498.25	4,531.00
S3	4,468.00	4,487.00	4,528.25
S4	4,437.75	4,456.75	4,519.75

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,744.75	4,692.75	4,472.25
R3	4,628.50	4,576.50	4,440.25
R2	4,512.25	4,512.25	4,429.50
R1	4,460.25	4,460.25	4,419.00	4,486.25
PP	4,396.00	4,396.00	4,396.00	4,409.00
S1	4,344.00	4,344.00	4,397.50	4,370.00
S2	4,279.75	4,279.75	4,387.00
S3	4,163.50	4,227.75	4,376.25
S4	4,047.25	4,111.50	4,344.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,539.50	4,331.75	207.75	4.6%	70.25	1.6%	99%	True	False	210,052
10	4,539.50	4,331.75	207.75	4.6%	72.75	1.6%	99%	True	False	240,177
20	4,555.25	4,331.75	223.50	4.9%	62.25	1.4%	92%	False	False	227,284
40	4,555.25	4,331.75	223.50	4.9%	55.75	1.2%	92%	False	False	134,140
60	4,555.25	4,331.75	223.50	4.9%	53.75	1.2%	92%	False	False	89,450
80	4,555.25	4,253.50	301.75	6.7%	52.25	1.2%	94%	False	False	67,102
100	4,555.25	4,253.50	301.75	6.7%	45.00	1.0%	94%	False	False	53,682
120	4,555.25	4,100.00	455.25	10.0%	39.75	0.9%	96%	False	False	44,735

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	9.70
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	4,668.00
2.618	4,618.75
1.618	4,588.50
1.000	4,569.75
0.618	4,558.25
HIGH	4,539.50
0.618	4,528.00
0.500	4,524.50
0.382	4,520.75
LOW	4,509.25
0.618	4,490.50
1.000	4,479.00
1.618	4,460.25
2.618	4,430.00
4.250	4,380.75

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	4,532.50	4,509.75
PP	4,528.50	4,482.75
S1	4,524.50	4,456.00

Download as Excel Spreadsheet

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

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