E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 4,535.25 4,495.00 -40.25 -0.9% 4,513.00
High 4,543.25 4,499.00 -44.25 -1.0% 4,577.00
Low 4,478.00 4,354.25 -123.75 -2.8% 4,425.00
Close 4,496.25 4,358.75 -137.50 -3.1% 4,524.50
Range 65.25 144.75 79.50 121.8% 152.00
ATR 58.50 64.66 6.16 10.5% 0.00
Volume 149 702 553 371.1% 2,363
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,838.25 4,743.25 4,438.25
R3 4,693.50 4,598.50 4,398.50
R2 4,548.75 4,548.75 4,385.25
R1 4,453.75 4,453.75 4,372.00 4,429.00
PP 4,404.00 4,404.00 4,404.00 4,391.50
S1 4,309.00 4,309.00 4,345.50 4,284.00
S2 4,259.25 4,259.25 4,332.25
S3 4,114.50 4,164.25 4,319.00
S4 3,969.75 4,019.50 4,279.25
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,964.75 4,896.75 4,608.00
R3 4,812.75 4,744.75 4,566.25
R2 4,660.75 4,660.75 4,552.25
R1 4,592.75 4,592.75 4,538.50 4,626.75
PP 4,508.75 4,508.75 4,508.75 4,526.00
S1 4,440.75 4,440.75 4,510.50 4,474.75
S2 4,356.75 4,356.75 4,496.75
S3 4,204.75 4,288.75 4,482.75
S4 4,052.75 4,136.75 4,441.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,565.00 4,354.25 210.75 4.8% 68.50 1.6% 2% False True 407
10 4,577.00 4,354.25 222.75 5.1% 69.00 1.6% 2% False True 427
20 4,630.25 4,354.25 276.00 6.3% 64.00 1.5% 2% False True 284
40 4,677.25 4,333.25 344.00 7.9% 58.50 1.3% 7% False False 175
60 4,677.25 4,333.25 344.00 7.9% 48.25 1.1% 7% False False 122
80 4,677.25 4,333.25 344.00 7.9% 37.50 0.9% 7% False False 92
100 4,677.25 4,292.25 385.00 8.8% 30.75 0.7% 17% False False 74
120 4,677.25 4,290.00 387.25 8.9% 27.00 0.6% 18% False False 62
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 10.60
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 5,114.25
2.618 4,878.00
1.618 4,733.25
1.000 4,643.75
0.618 4,588.50
HIGH 4,499.00
0.618 4,443.75
0.500 4,426.50
0.382 4,409.50
LOW 4,354.25
0.618 4,264.75
1.000 4,209.50
1.618 4,120.00
2.618 3,975.25
4.250 3,739.00
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 4,426.50 4,459.50
PP 4,404.00 4,426.00
S1 4,381.50 4,392.50

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

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