E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 4,562.00 4,554.25 -7.75 -0.2% 4,557.25
High 4,569.00 4,620.00 51.00 1.1% 4,601.00
Low 4,539.25 4,554.25 15.00 0.3% 4,494.00
Close 4,544.25 4,586.00 41.75 0.9% 4,578.00
Range 29.75 65.75 36.00 121.0% 107.00
ATR 52.16 53.85 1.68 3.2% 0.00
Volume 251 78 -173 -68.9% 780
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,784.00 4,750.75 4,622.25
R3 4,718.25 4,685.00 4,604.00
R2 4,652.50 4,652.50 4,598.00
R1 4,619.25 4,619.25 4,592.00 4,636.00
PP 4,586.75 4,586.75 4,586.75 4,595.00
S1 4,553.50 4,553.50 4,580.00 4,570.00
S2 4,521.00 4,521.00 4,574.00
S3 4,455.25 4,487.75 4,568.00
S4 4,389.50 4,422.00 4,549.75
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 4,620.00 4,530.25 89.75 2.0% 48.75 1.1% 62% True False 126
10 4,630.25 4,494.00 136.25 3.0% 53.00 1.2% 68% False False 138
20 4,677.25 4,333.25 344.00 7.5% 52.75 1.2% 73% False False 108
40 4,677.25 4,333.25 344.00 7.5% 49.75 1.1% 73% False False 72
60 4,677.25 4,333.25 344.00 7.5% 36.25 0.8% 73% False False 49
80 4,677.25 4,333.25 344.00 7.5% 28.00 0.6% 73% False False 37
100 4,677.25 4,290.00 387.25 8.4% 23.75 0.5% 76% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,899.50
2.618 4,792.25
1.618 4,726.50
1.000 4,685.75
0.618 4,660.75
HIGH 4,620.00
0.618 4,595.00
0.500 4,587.00
0.382 4,579.25
LOW 4,554.25
0.618 4,513.50
1.000 4,488.50
1.618 4,447.75
2.618 4,382.00
4.250 4,274.75
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 4,587.00 4,583.25
PP 4,586.75 4,580.25
S1 4,586.50 4,577.50

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

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