E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 4,552.75 4,594.50 41.75 0.9% 4,557.25
High 4,591.50 4,601.00 9.50 0.2% 4,601.00
Low 4,530.25 4,571.25 41.00 0.9% 4,494.00
Close 4,588.25 4,578.00 -10.25 -0.2% 4,578.00
Range 61.25 29.75 -31.50 -51.4% 107.00
ATR 55.47 53.63 -1.84 -3.3% 0.00
Volume 80 177 97 121.3% 780
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,672.75 4,655.00 4,594.25
R3 4,643.00 4,625.25 4,586.25
R2 4,613.25 4,613.25 4,583.50
R1 4,595.50 4,595.50 4,580.75 4,589.50
PP 4,583.50 4,583.50 4,583.50 4,580.50
S1 4,565.75 4,565.75 4,575.25 4,559.75
S2 4,553.75 4,553.75 4,572.50
S3 4,524.00 4,536.00 4,569.75
S4 4,494.25 4,506.25 4,561.75
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,878.75 4,835.25 4,636.75
R3 4,771.75 4,728.25 4,607.50
R2 4,664.75 4,664.75 4,597.50
R1 4,621.25 4,621.25 4,587.75 4,643.00
PP 4,557.75 4,557.75 4,557.75 4,568.50
S1 4,514.25 4,514.25 4,568.25 4,536.00
S2 4,450.75 4,450.75 4,558.50
S3 4,343.75 4,407.25 4,548.50
S4 4,236.75 4,300.25 4,519.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,601.00 4,494.00 107.00 2.3% 48.50 1.1% 79% True False 156
10 4,677.25 4,494.00 183.25 4.0% 52.00 1.1% 46% False False 124
20 4,677.25 4,333.25 344.00 7.5% 57.00 1.2% 71% False False 95
40 4,677.25 4,333.25 344.00 7.5% 47.75 1.0% 71% False False 63
60 4,677.25 4,333.25 344.00 7.5% 33.75 0.7% 71% False False 43
80 4,677.25 4,333.25 344.00 7.5% 26.00 0.6% 71% False False 32
100 4,677.25 4,290.00 387.25 8.5% 22.25 0.5% 74% False False 26
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 9.93
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,727.50
2.618 4,679.00
1.618 4,649.25
1.000 4,630.75
0.618 4,619.50
HIGH 4,601.00
0.618 4,589.75
0.500 4,586.00
0.382 4,582.50
LOW 4,571.25
0.618 4,552.75
1.000 4,541.50
1.618 4,523.00
2.618 4,493.25
4.250 4,444.75
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 4,586.00 4,574.00
PP 4,583.50 4,569.75
S1 4,580.75 4,565.50

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

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