E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 4,554.25 4,582.00 27.75 0.6% 4,557.25
High 4,620.00 4,601.00 -19.00 -0.4% 4,601.00
Low 4,554.25 4,497.25 -57.00 -1.3% 4,494.00
Close 4,586.00 4,517.50 -68.50 -1.5% 4,578.00
Range 65.75 103.75 38.00 57.8% 107.00
ATR 53.85 57.41 3.56 6.6% 0.00
Volume 78 124 46 59.0% 780
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,849.75 4,787.50 4,574.50
R3 4,746.00 4,683.75 4,546.00
R2 4,642.25 4,642.25 4,536.50
R1 4,580.00 4,580.00 4,527.00 4,559.25
PP 4,538.50 4,538.50 4,538.50 4,528.25
S1 4,476.25 4,476.25 4,508.00 4,455.50
S2 4,434.75 4,434.75 4,498.50
S3 4,331.00 4,372.50 4,489.00
S4 4,227.25 4,268.75 4,460.50
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 4,497.25 122.75 2.7% 57.25 1.3% 16% False True 135
10 4,630.25 4,494.00 136.25 3.0% 59.00 1.3% 17% False False 141
20 4,677.25 4,367.00 310.25 6.9% 54.50 1.2% 49% False False 110
40 4,677.25 4,333.25 344.00 7.6% 51.25 1.1% 54% False False 75
60 4,677.25 4,333.25 344.00 7.6% 38.00 0.8% 54% False False 51
80 4,677.25 4,333.25 344.00 7.6% 29.25 0.6% 54% False False 38
100 4,677.25 4,290.00 387.25 8.6% 24.75 0.6% 59% False False 31
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 11.53
Widest range in 116 trading days
Fibonacci Retracements and Extensions
4.250 5,042.00
2.618 4,872.50
1.618 4,768.75
1.000 4,704.75
0.618 4,665.00
HIGH 4,601.00
0.618 4,561.25
0.500 4,549.00
0.382 4,537.00
LOW 4,497.25
0.618 4,433.25
1.000 4,393.50
1.618 4,329.50
2.618 4,225.75
4.250 4,056.25
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 4,549.00 4,558.50
PP 4,538.50 4,545.00
S1 4,528.00 4,531.25

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

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