E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 4,527.25 4,514.00 -13.25 -0.3% 4,583.25
High 4,533.75 4,580.00 46.25 1.0% 4,629.00
Low 4,480.50 4,512.75 32.25 0.7% 4,480.50
Close 4,519.00 4,566.00 47.00 1.0% 4,519.00
Range 53.25 67.25 14.00 26.3% 148.50
ATR 63.30 63.58 0.28 0.4% 0.00
Volume 249,232 199,353 -49,879 -20.0% 1,273,663
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,754.75 4,727.50 4,603.00
R3 4,687.50 4,660.25 4,584.50
R2 4,620.25 4,620.25 4,578.25
R1 4,593.00 4,593.00 4,572.25 4,606.50
PP 4,553.00 4,553.00 4,553.00 4,559.75
S1 4,525.75 4,525.75 4,559.75 4,539.50
S2 4,485.75 4,485.75 4,553.75
S3 4,418.50 4,458.50 4,547.50
S4 4,351.25 4,391.25 4,529.00
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,988.25 4,902.25 4,600.75
R3 4,839.75 4,753.75 4,559.75
R2 4,691.25 4,691.25 4,546.25
R1 4,605.25 4,605.25 4,532.50 4,574.00
PP 4,542.75 4,542.75 4,542.75 4,527.25
S1 4,456.75 4,456.75 4,505.50 4,425.50
S2 4,394.25 4,394.25 4,491.75
S3 4,245.75 4,308.25 4,478.25
S4 4,097.25 4,159.75 4,437.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,629.00 4,480.50 148.50 3.3% 68.50 1.5% 58% False False 244,290
10 4,629.00 4,480.50 148.50 3.3% 60.00 1.3% 58% False False 241,721
20 4,686.00 4,480.50 205.50 4.5% 58.75 1.3% 42% False False 225,669
40 4,686.00 4,331.75 354.25 7.8% 61.50 1.3% 66% False False 229,991
60 4,686.00 4,331.75 354.25 7.8% 56.75 1.2% 66% False False 158,928
80 4,686.00 4,321.75 364.25 8.0% 56.00 1.2% 67% False False 119,211
100 4,686.00 4,253.50 432.50 9.5% 53.50 1.2% 72% False False 95,380
120 4,686.00 4,253.50 432.50 9.5% 46.75 1.0% 72% False False 79,484
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 13.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,865.75
2.618 4,756.00
1.618 4,688.75
1.000 4,647.25
0.618 4,621.50
HIGH 4,580.00
0.618 4,554.25
0.500 4,546.50
0.382 4,538.50
LOW 4,512.75
0.618 4,471.25
1.000 4,445.50
1.618 4,404.00
2.618 4,336.75
4.250 4,227.00
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 4,559.50 4,559.00
PP 4,553.00 4,551.75
S1 4,546.50 4,544.50

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

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