E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 4,529.75 4,514.50 -15.25 -0.3% 4,514.00
High 4,557.00 4,534.00 -23.00 -0.5% 4,584.75
Low 4,508.75 4,499.00 -9.75 -0.2% 4,431.25
Close 4,517.25 4,531.75 14.50 0.3% 4,531.75
Range 48.25 35.00 -13.25 -27.5% 153.50
ATR 67.38 65.07 -2.31 -3.4% 0.00
Volume 234,832 167,712 -67,120 -28.6% 1,262,171
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,626.50 4,614.25 4,551.00
R3 4,591.50 4,579.25 4,541.50
R2 4,556.50 4,556.50 4,538.25
R1 4,544.25 4,544.25 4,535.00 4,550.50
PP 4,521.50 4,521.50 4,521.50 4,524.75
S1 4,509.25 4,509.25 4,528.50 4,515.50
S2 4,486.50 4,486.50 4,525.25
S3 4,451.50 4,474.25 4,522.00
S4 4,416.50 4,439.25 4,512.50
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,976.50 4,907.50 4,616.25
R3 4,823.00 4,754.00 4,574.00
R2 4,669.50 4,669.50 4,560.00
R1 4,600.50 4,600.50 4,545.75 4,635.00
PP 4,516.00 4,516.00 4,516.00 4,533.00
S1 4,447.00 4,447.00 4,517.75 4,481.50
S2 4,362.50 4,362.50 4,503.50
S3 4,209.00 4,293.50 4,489.50
S4 4,055.50 4,140.00 4,447.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,584.75 4,431.25 153.50 3.4% 70.75 1.6% 65% False False 252,434
10 4,629.00 4,431.25 197.75 4.4% 68.75 1.5% 51% False False 253,583
20 4,686.00 4,431.25 254.75 5.6% 62.75 1.4% 39% False False 242,625
40 4,686.00 4,331.75 354.25 7.8% 62.25 1.4% 56% False False 231,943
60 4,686.00 4,331.75 354.25 7.8% 59.00 1.3% 56% False False 176,635
80 4,686.00 4,331.75 354.25 7.8% 56.50 1.2% 56% False False 132,495
100 4,686.00 4,253.50 432.50 9.5% 54.25 1.2% 64% False False 106,007
120 4,686.00 4,253.50 432.50 9.5% 49.00 1.1% 64% False False 88,340
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 11.35
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,682.75
2.618 4,625.75
1.618 4,590.75
1.000 4,569.00
0.618 4,555.75
HIGH 4,534.00
0.618 4,520.75
0.500 4,516.50
0.382 4,512.25
LOW 4,499.00
0.618 4,477.25
1.000 4,464.00
1.618 4,442.25
2.618 4,407.25
4.250 4,350.25
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 4,526.75 4,519.25
PP 4,521.50 4,506.75
S1 4,516.50 4,494.00

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

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