E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	4,519.25	4,548.25	29.00	0.6%	4,645.00
High	4,553.75	4,571.00	17.25	0.4%	4,677.25
Low	4,494.00	4,539.00	45.00	1.0%	4,540.00
Close	4,549.00	4,558.00	9.00	0.2%	4,554.75
Range	59.75	32.00	-27.75	-46.4%	137.25
ATR	56.79	55.02	-1.77	-3.1%	0.00
Volume	113	160	47	41.6%	461

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,652.00	4,637.00	4,575.50
R3	4,620.00	4,605.00	4,566.75
R2	4,588.00	4,588.00	4,563.75
R1	4,573.00	4,573.00	4,561.00	4,580.50
PP	4,556.00	4,556.00	4,556.00	4,559.75
S1	4,541.00	4,541.00	4,555.00	4,548.50
S2	4,524.00	4,524.00	4,552.25
S3	4,492.00	4,509.00	4,549.25
S4	4,460.00	4,477.00	4,540.50

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,002.50	4,915.75	4,630.25
R3	4,865.25	4,778.50	4,592.50
R2	4,728.00	4,728.00	4,580.00
R1	4,641.25	4,641.25	4,567.25	4,616.00
PP	4,590.75	4,590.75	4,590.75	4,578.00
S1	4,504.00	4,504.00	4,542.25	4,478.75
S2	4,453.50	4,453.50	4,529.50
S3	4,316.25	4,366.75	4,517.00
S4	4,179.00	4,229.50	4,479.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,630.25	4,494.00	136.25	3.0%	57.00	1.3%	47%	False	False	150
10	4,677.25	4,494.00	183.25	4.0%	54.00	1.2%	35%	False	False	110
20	4,677.25	4,333.25	344.00	7.5%	55.25	1.2%	65%	False	False	92
40	4,677.25	4,333.25	344.00	7.5%	45.50	1.0%	65%	False	False	56
60	4,677.25	4,333.25	344.00	7.5%	32.75	0.7%	65%	False	False	38
80	4,677.25	4,323.75	353.50	7.8%	25.25	0.6%	66%	False	False	29
100	4,677.25	4,290.00	387.25	8.5%	21.75	0.5%	69%	False	False	24

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	7.03
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,707.00
2.618	4,654.75
1.618	4,622.75
1.000	4,603.00
0.618	4,590.75
HIGH	4,571.00
0.618	4,558.75
0.500	4,555.00
0.382	4,551.25
LOW	4,539.00
0.618	4,519.25
1.000	4,507.00
1.618	4,487.25
2.618	4,455.25
4.250	4,403.00

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	4,557.00	4,549.50
PP	4,556.00	4,541.00
S1	4,555.00	4,532.50

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