E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 4,420.00 4,405.00 -15.00 -0.3% 4,434.00
High 4,429.00 4,421.25 -7.75 -0.2% 4,442.50
Low 4,410.00 4,357.50 -52.50 -1.2% 4,365.00
Close 4,422.50 4,416.50 -6.00 -0.1% 4,422.50
Range 19.00 63.75 44.75 235.5% 77.50
ATR 40.78 42.51 1.73 4.2% 0.00
Volume 152 11 -141 -92.8% 287
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,589.75 4,566.75 4,451.50
R3 4,526.00 4,503.00 4,434.00
R2 4,462.25 4,462.25 4,428.25
R1 4,439.25 4,439.25 4,422.25 4,450.75
PP 4,398.50 4,398.50 4,398.50 4,404.00
S1 4,375.50 4,375.50 4,410.75 4,387.00
S2 4,334.75 4,334.75 4,404.75
S3 4,271.00 4,311.75 4,399.00
S4 4,207.25 4,248.00 4,381.50
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,642.50 4,610.00 4,465.00
R3 4,565.00 4,532.50 4,443.75
R2 4,487.50 4,487.50 4,436.75
R1 4,455.00 4,455.00 4,429.50 4,432.50
PP 4,410.00 4,410.00 4,410.00 4,398.75
S1 4,377.50 4,377.50 4,415.50 4,355.00
S2 4,332.50 4,332.50 4,408.25
S3 4,255.00 4,300.00 4,401.25
S4 4,177.50 4,222.50 4,380.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,442.50 4,357.50 85.00 1.9% 46.00 1.0% 69% False True 59
10 4,547.25 4,357.50 189.75 4.3% 42.00 0.9% 31% False True 54
20 4,547.25 4,357.50 189.75 4.3% 40.75 0.9% 31% False True 31
40 4,547.25 4,357.50 189.75 4.3% 23.75 0.5% 31% False True 17
60 4,547.25 4,334.25 213.00 4.8% 16.75 0.4% 39% False False 12
80 4,547.25 4,290.00 257.25 5.8% 14.50 0.3% 49% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,692.25
2.618 4,588.25
1.618 4,524.50
1.000 4,485.00
0.618 4,460.75
HIGH 4,421.25
0.618 4,397.00
0.500 4,389.50
0.382 4,381.75
LOW 4,357.50
0.618 4,318.00
1.000 4,293.75
1.618 4,254.25
2.618 4,190.50
4.250 4,086.50
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 4,407.50 4,409.50
PP 4,398.50 4,402.50
S1 4,389.50 4,395.50

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

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