E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	4,502.25	4,367.75	-134.50	-3.0%	4,532.50
High	4,513.00	4,368.25	-144.75	-3.2%	4,573.50
Low	4,360.00	4,189.00	-171.00	-3.9%	4,189.00
Close	4,366.25	4,200.75	-165.50	-3.8%	4,200.75
Range	153.00	179.25	26.25	17.2%	384.50
ATR	70.02	77.82	7.80	11.1%	0.00
Volume	449,728	614,566	164,838	36.7%	1,752,500

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,790.50	4,674.75	4,299.25
R3	4,611.25	4,495.50	4,250.00
R2	4,432.00	4,432.00	4,233.50
R1	4,316.25	4,316.25	4,217.25	4,284.50
PP	4,252.75	4,252.75	4,252.75	4,236.75
S1	4,137.00	4,137.00	4,184.25	4,105.25
S2	4,073.50	4,073.50	4,168.00
S3	3,894.25	3,957.75	4,151.50
S4	3,715.00	3,778.50	4,102.25

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,474.50	5,222.25	4,412.25
R3	5,090.00	4,837.75	4,306.50
R2	4,705.50	4,705.50	4,271.25
R1	4,453.25	4,453.25	4,236.00	4,387.00
PP	4,321.00	4,321.00	4,321.00	4,288.00
S1	4,068.75	4,068.75	4,165.50	4,002.50
S2	3,936.50	3,936.50	4,130.25
S3	3,552.00	3,684.25	4,095.00
S4	3,167.50	3,299.75	3,989.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,573.50	4,189.00	384.50	9.2%	101.00	2.4%	3%	False	True	350,500
10	4,584.75	4,189.00	395.75	9.4%	86.00	2.0%	3%	False	True	301,467
20	4,629.00	4,189.00	440.00	10.5%	73.00	1.7%	3%	False	True	276,313
40	4,686.00	4,189.00	497.00	11.8%	70.00	1.7%	2%	False	True	256,319
60	4,686.00	4,189.00	497.00	11.8%	63.25	1.5%	2%	False	True	205,826
80	4,686.00	4,189.00	497.00	11.8%	60.00	1.4%	2%	False	True	154,398
100	4,686.00	4,189.00	497.00	11.8%	56.75	1.4%	2%	False	True	123,531
120	4,686.00	4,189.00	497.00	11.8%	53.00	1.3%	2%	False	True	102,944

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.35
Widest range in 209 trading days

Fibonacci Retracements and Extensions
4.250	5,130.00
2.618	4,837.50
1.618	4,658.25
1.000	4,547.50
0.618	4,479.00
HIGH	4,368.25
0.618	4,299.75
0.500	4,278.50
0.382	4,257.50
LOW	4,189.00
0.618	4,078.25
1.000	4,009.75
1.618	3,899.00
2.618	3,719.75
4.250	3,427.25

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	4,278.50	4,370.50
PP	4,252.75	4,314.00
S1	4,226.75	4,257.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols