E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 4,594.50 4,576.75 -17.75 -0.4% 4,557.25
High 4,601.00 4,592.25 -8.75 -0.2% 4,601.00
Low 4,571.25 4,535.00 -36.25 -0.8% 4,494.00
Close 4,578.00 4,565.50 -12.50 -0.3% 4,578.00
Range 29.75 57.25 27.50 92.4% 107.00
ATR 53.63 53.89 0.26 0.5% 0.00
Volume 177 48 -129 -72.9% 780
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,736.00 4,708.00 4,597.00
R3 4,678.75 4,650.75 4,581.25
R2 4,621.50 4,621.50 4,576.00
R1 4,593.50 4,593.50 4,570.75 4,579.00
PP 4,564.25 4,564.25 4,564.25 4,557.00
S1 4,536.25 4,536.25 4,560.25 4,521.50
S2 4,507.00 4,507.00 4,555.00
S3 4,449.75 4,479.00 4,549.75
S4 4,392.50 4,421.75 4,534.00
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% 48.00 1.1% 67% False False 115
10 4,670.50 4,494.00 176.50 3.9% 54.00 1.2% 41% False False 119
20 4,677.25 4,333.25 344.00 7.5% 56.50 1.2% 68% False False 97
40 4,677.25 4,333.25 344.00 7.5% 48.75 1.1% 68% False False 64
60 4,677.25 4,333.25 344.00 7.5% 34.75 0.8% 68% False False 43
80 4,677.25 4,333.25 344.00 7.5% 26.75 0.6% 68% False False 33
100 4,677.25 4,290.00 387.25 8.5% 22.75 0.5% 71% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 11.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,835.50
2.618 4,742.25
1.618 4,685.00
1.000 4,649.50
0.618 4,627.75
HIGH 4,592.25
0.618 4,570.50
0.500 4,563.50
0.382 4,556.75
LOW 4,535.00
0.618 4,499.50
1.000 4,477.75
1.618 4,442.25
2.618 4,385.00
4.250 4,291.75
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 4,565.00 4,565.50
PP 4,564.25 4,565.50
S1 4,563.50 4,565.50

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

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