E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 4,498.00 4,434.00 -64.00 -1.4% 4,497.00
High 4,506.75 4,442.50 -64.25 -1.4% 4,547.25
Low 4,457.75 4,365.00 -92.75 -2.1% 4,457.75
Close 4,474.75 4,372.25 -102.50 -2.3% 4,474.75
Range 49.00 77.50 28.50 58.2% 89.50
ATR 37.31 42.48 5.17 13.9% 0.00
Volume 35 40 5 14.3% 244
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,625.75 4,576.50 4,415.00
R3 4,548.25 4,499.00 4,393.50
R2 4,470.75 4,470.75 4,386.50
R1 4,421.50 4,421.50 4,379.25 4,407.50
PP 4,393.25 4,393.25 4,393.25 4,386.25
S1 4,344.00 4,344.00 4,365.25 4,330.00
S2 4,315.75 4,315.75 4,358.00
S3 4,238.25 4,266.50 4,351.00
S4 4,160.75 4,189.00 4,329.50
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,761.75 4,707.75 4,524.00
R3 4,672.25 4,618.25 4,499.25
R2 4,582.75 4,582.75 4,491.25
R1 4,528.75 4,528.75 4,483.00 4,511.00
PP 4,493.25 4,493.25 4,493.25 4,484.50
S1 4,439.25 4,439.25 4,466.50 4,421.50
S2 4,403.75 4,403.75 4,458.25
S3 4,314.25 4,349.75 4,450.25
S4 4,224.75 4,260.25 4,425.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,547.25 4,365.00 182.25 4.2% 43.75 1.0% 4% False True 48
10 4,547.25 4,365.00 182.25 4.2% 47.25 1.1% 4% False True 33
20 4,547.25 4,365.00 182.25 4.2% 34.50 0.8% 4% False True 18
40 4,547.25 4,358.75 188.50 4.3% 20.75 0.5% 7% False False 10
60 4,547.25 4,323.75 223.50 5.1% 14.75 0.3% 22% False False 7
80 4,547.25 4,290.00 257.25 5.9% 13.00 0.3% 32% False False 6
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 6.83
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,772.00
2.618 4,645.50
1.618 4,568.00
1.000 4,520.00
0.618 4,490.50
HIGH 4,442.50
0.618 4,413.00
0.500 4,403.75
0.382 4,394.50
LOW 4,365.00
0.618 4,317.00
1.000 4,287.50
1.618 4,239.50
2.618 4,162.00
4.250 4,035.50
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 4,403.75 4,451.00
PP 4,393.25 4,424.75
S1 4,382.75 4,398.50

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

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