E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 4,519.25 4,534.50 15.25 0.3% 4,366.00
High 4,539.50 4,612.50 73.00 1.6% 4,448.00
Low 4,509.25 4,531.00 21.75 0.5% 4,331.75
Close 4,536.50 4,597.75 61.25 1.4% 4,408.25
Range 30.25 81.50 51.25 169.4% 116.25
ATR 63.84 65.10 1.26 2.0% 0.00
Volume 187,307 192,220 4,913 2.6% 1,502,040
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,825.00 4,792.75 4,642.50
R3 4,743.50 4,711.25 4,620.25
R2 4,662.00 4,662.00 4,612.75
R1 4,629.75 4,629.75 4,605.25 4,646.00
PP 4,580.50 4,580.50 4,580.50 4,588.50
S1 4,548.25 4,548.25 4,590.25 4,564.50
S2 4,499.00 4,499.00 4,582.75
S3 4,417.50 4,466.75 4,575.25
S4 4,336.00 4,385.25 4,553.00
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 4,612.50 4,345.75 266.75 5.8% 71.50 1.6% 94% True False 196,462
10 4,612.50 4,331.75 280.75 6.1% 76.00 1.7% 95% True False 240,283
20 4,612.50 4,331.75 280.75 6.1% 64.00 1.4% 95% True False 225,642
40 4,612.50 4,331.75 280.75 6.1% 57.25 1.2% 95% True False 138,943
60 4,612.50 4,331.75 280.75 6.1% 54.75 1.2% 95% True False 92,653
80 4,612.50 4,253.50 359.00 7.8% 53.00 1.2% 96% True False 69,504
100 4,612.50 4,253.50 359.00 7.8% 45.75 1.0% 96% True False 55,604
120 4,612.50 4,100.00 512.50 11.1% 40.50 0.9% 97% True False 46,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,959.00
2.618 4,825.75
1.618 4,744.25
1.000 4,694.00
0.618 4,662.75
HIGH 4,612.50
0.618 4,581.25
0.500 4,571.75
0.382 4,562.25
LOW 4,531.00
0.618 4,480.75
1.000 4,449.50
1.618 4,399.25
2.618 4,317.75
4.250 4,184.50
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 4,589.00 4,581.25
PP 4,580.50 4,565.00
S1 4,571.75 4,548.50

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

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