E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 4,367.00 4,395.00 28.00 0.6% 4,405.00
High 4,420.00 4,482.00 62.00 1.4% 4,433.00
Low 4,367.00 4,395.00 28.00 0.6% 4,333.25
Close 4,402.00 4,481.75 79.75 1.8% 4,402.00
Range 53.00 87.00 34.00 64.2% 99.75
ATR 53.15 55.56 2.42 4.6% 0.00
Volume 105 68 -37 -35.2% 315
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,714.00 4,684.75 4,529.50
R3 4,627.00 4,597.75 4,505.75
R2 4,540.00 4,540.00 4,497.75
R1 4,510.75 4,510.75 4,489.75 4,525.50
PP 4,453.00 4,453.00 4,453.00 4,460.25
S1 4,423.75 4,423.75 4,473.75 4,438.50
S2 4,366.00 4,366.00 4,465.75
S3 4,279.00 4,336.75 4,457.75
S4 4,192.00 4,249.75 4,434.00
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,688.75 4,645.00 4,456.75
R3 4,589.00 4,545.25 4,429.50
R2 4,489.25 4,489.25 4,420.25
R1 4,445.50 4,445.50 4,411.25 4,417.50
PP 4,389.50 4,389.50 4,389.50 4,375.50
S1 4,345.75 4,345.75 4,392.75 4,317.75
S2 4,289.75 4,289.75 4,383.75
S3 4,190.00 4,246.00 4,374.50
S4 4,090.25 4,146.25 4,347.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,482.00 4,333.25 148.75 3.3% 76.50 1.7% 100% True False 74
10 4,482.00 4,333.25 148.75 3.3% 61.25 1.4% 100% True False 67
20 4,547.25 4,333.25 214.00 4.8% 52.50 1.2% 69% False False 48
40 4,547.25 4,333.25 214.00 4.8% 32.50 0.7% 69% False False 25
60 4,547.25 4,333.25 214.00 4.8% 23.00 0.5% 69% False False 18
80 4,547.25 4,290.00 257.25 5.7% 19.25 0.4% 75% False False 14
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 7.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,851.75
2.618 4,709.75
1.618 4,622.75
1.000 4,569.00
0.618 4,535.75
HIGH 4,482.00
0.618 4,448.75
0.500 4,438.50
0.382 4,428.25
LOW 4,395.00
0.618 4,341.25
1.000 4,308.00
1.618 4,254.25
2.618 4,167.25
4.250 4,025.25
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 4,467.25 4,457.00
PP 4,453.00 4,432.25
S1 4,438.50 4,407.50

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

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