E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 4,618.00 4,621.75 3.75 0.1% 4,384.00
High 4,636.50 4,634.75 -1.75 0.0% 4,654.00
Low 4,588.75 4,584.25 -4.50 -0.1% 4,372.50
Close 4,617.00 4,620.00 3.00 0.1% 4,650.00
Range 47.75 50.50 2.75 5.8% 281.50
ATR 64.34 63.35 -0.99 -1.5% 0.00
Volume 235,343 211,215 -24,128 -10.3% 933,477
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,764.50 4,742.75 4,647.75
R3 4,714.00 4,692.25 4,634.00
R2 4,663.50 4,663.50 4,629.25
R1 4,641.75 4,641.75 4,624.75 4,627.50
PP 4,613.00 4,613.00 4,613.00 4,605.75
S1 4,591.25 4,591.25 4,615.25 4,577.00
S2 4,562.50 4,562.50 4,610.75
S3 4,512.00 4,540.75 4,606.00
S4 4,461.50 4,490.25 4,592.25
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 5,403.25 5,308.25 4,804.75
R3 5,121.75 5,026.75 4,727.50
R2 4,840.25 4,840.25 4,701.50
R1 4,745.25 4,745.25 4,675.75 4,792.75
PP 4,558.75 4,558.75 4,558.75 4,582.50
S1 4,463.75 4,463.75 4,624.25 4,511.25
S2 4,277.25 4,277.25 4,598.50
S3 3,995.75 4,182.25 4,572.50
S4 3,714.25 3,900.75 4,495.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,686.00 4,584.25 101.75 2.2% 51.25 1.1% 35% False True 206,097
10 4,686.00 4,345.75 340.25 7.4% 61.25 1.3% 81% False False 201,279
20 4,686.00 4,331.75 354.25 7.7% 64.75 1.4% 81% False False 233,283
40 4,686.00 4,331.75 354.25 7.7% 56.75 1.2% 81% False False 164,689
60 4,686.00 4,331.75 354.25 7.7% 55.00 1.2% 81% False False 109,824
80 4,686.00 4,253.50 432.50 9.4% 52.50 1.1% 85% False False 82,384
100 4,686.00 4,253.50 432.50 9.4% 48.00 1.0% 85% False False 65,909
120 4,686.00 4,160.50 525.50 11.4% 41.25 0.9% 87% False False 54,924
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 7.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,849.50
2.618 4,767.00
1.618 4,716.50
1.000 4,685.25
0.618 4,666.00
HIGH 4,634.75
0.618 4,615.50
0.500 4,609.50
0.382 4,603.50
LOW 4,584.25
0.618 4,553.00
1.000 4,533.75
1.618 4,502.50
2.618 4,452.00
4.250 4,369.50
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 4,616.50 4,633.50
PP 4,613.00 4,629.00
S1 4,609.50 4,624.50

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

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