E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 4,558.00 4,562.75 4.75 0.1% 4,649.00
High 4,579.50 4,598.75 19.25 0.4% 4,686.00
Low 4,544.00 4,530.75 -13.25 -0.3% 4,544.50
Close 4,565.00 4,595.25 30.25 0.7% 4,561.75
Range 35.50 68.00 32.50 91.5% 141.50
ATR 63.28 63.61 0.34 0.5% 0.00
Volume 222,563 226,285 3,722 1.7% 1,078,735
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,779.00 4,755.00 4,632.75
R3 4,711.00 4,687.00 4,614.00
R2 4,643.00 4,643.00 4,607.75
R1 4,619.00 4,619.00 4,601.50 4,631.00
PP 4,575.00 4,575.00 4,575.00 4,581.00
S1 4,551.00 4,551.00 4,589.00 4,563.00
S2 4,507.00 4,507.00 4,582.75
S3 4,439.00 4,483.00 4,576.50
S4 4,371.00 4,415.00 4,557.75
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 5,022.00 4,933.25 4,639.50
R3 4,880.50 4,791.75 4,600.75
R2 4,739.00 4,739.00 4,587.75
R1 4,650.25 4,650.25 4,574.75 4,624.00
PP 4,597.50 4,597.50 4,597.50 4,584.25
S1 4,508.75 4,508.75 4,548.75 4,482.50
S2 4,456.00 4,456.00 4,535.75
S3 4,314.50 4,367.25 4,522.75
S4 4,173.00 4,225.75 4,484.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,638.75 4,497.00 141.75 3.1% 65.25 1.4% 69% False False 251,887
10 4,686.00 4,497.00 189.00 4.1% 58.25 1.3% 52% False False 228,992
20 4,686.00 4,331.75 354.25 7.7% 67.00 1.5% 74% False False 234,637
40 4,686.00 4,331.75 354.25 7.7% 59.75 1.3% 74% False False 196,072
60 4,686.00 4,331.75 354.25 7.7% 55.25 1.2% 74% False False 130,807
80 4,686.00 4,321.75 364.25 7.9% 53.50 1.2% 75% False False 98,124
100 4,686.00 4,253.50 432.50 9.4% 51.00 1.1% 79% False False 78,503
120 4,686.00 4,253.50 432.50 9.4% 43.50 0.9% 79% False False 65,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.98
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,887.75
2.618 4,776.75
1.618 4,708.75
1.000 4,666.75
0.618 4,640.75
HIGH 4,598.75
0.618 4,572.75
0.500 4,564.75
0.382 4,556.75
LOW 4,530.75
0.618 4,488.75
1.000 4,462.75
1.618 4,420.75
2.618 4,352.75
4.250 4,241.75
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 4,585.00 4,579.50
PP 4,575.00 4,563.75
S1 4,564.75 4,548.00

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

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