E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 4,576.75 4,562.00 -14.75 -0.3% 4,557.25
High 4,592.25 4,569.00 -23.25 -0.5% 4,601.00
Low 4,535.00 4,539.25 4.25 0.1% 4,494.00
Close 4,565.50 4,544.25 -21.25 -0.5% 4,578.00
Range 57.25 29.75 -27.50 -48.0% 107.00
ATR 53.89 52.16 -1.72 -3.2% 0.00
Volume 48 251 203 422.9% 780
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,640.00 4,622.00 4,560.50
R3 4,610.25 4,592.25 4,552.50
R2 4,580.50 4,580.50 4,549.75
R1 4,562.50 4,562.50 4,547.00 4,556.50
PP 4,550.75 4,550.75 4,550.75 4,548.00
S1 4,532.75 4,532.75 4,541.50 4,527.00
S2 4,521.00 4,521.00 4,538.75
S3 4,491.25 4,503.00 4,536.00
S4 4,461.50 4,473.25 4,528.00
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 4,530.25 70.75 1.6% 42.00 0.9% 20% False False 143
10 4,630.25 4,494.00 136.25 3.0% 50.50 1.1% 37% False False 138
20 4,677.25 4,333.25 344.00 7.6% 53.25 1.2% 61% False False 107
40 4,677.25 4,333.25 344.00 7.6% 48.50 1.1% 61% False False 70
60 4,677.25 4,333.25 344.00 7.6% 35.25 0.8% 61% False False 47
80 4,677.25 4,333.25 344.00 7.6% 27.00 0.6% 61% False False 36
100 4,677.25 4,290.00 387.25 8.5% 23.25 0.5% 66% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,695.50
2.618 4,647.00
1.618 4,617.25
1.000 4,598.75
0.618 4,587.50
HIGH 4,569.00
0.618 4,557.75
0.500 4,554.00
0.382 4,550.50
LOW 4,539.25
0.618 4,520.75
1.000 4,509.50
1.618 4,491.00
2.618 4,461.25
4.250 4,412.75
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 4,554.00 4,568.00
PP 4,550.75 4,560.00
S1 4,547.50 4,552.25

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

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