E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 4,495.00 4,358.00 -137.00 -3.0% 4,527.00
High 4,499.00 4,358.50 -140.50 -3.1% 4,565.00
Low 4,354.25 4,181.75 -172.50 -4.0% 4,181.75
Close 4,358.75 4,193.00 -165.75 -3.8% 4,193.00
Range 144.75 176.75 32.00 22.1% 383.25
ATR 64.66 72.69 8.02 12.4% 0.00
Volume 702 702 0 0.0% 2,285
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,774.75 4,660.50 4,290.25
R3 4,598.00 4,483.75 4,241.50
R2 4,421.25 4,421.25 4,225.50
R1 4,307.00 4,307.00 4,209.25 4,275.75
PP 4,244.50 4,244.50 4,244.50 4,228.75
S1 4,130.25 4,130.25 4,176.75 4,099.00
S2 4,067.75 4,067.75 4,160.50
S3 3,891.00 3,953.50 4,144.50
S4 3,714.25 3,776.75 4,095.75
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,463.00 5,211.25 4,403.75
R3 5,079.75 4,828.00 4,298.50
R2 4,696.50 4,696.50 4,263.25
R1 4,444.75 4,444.75 4,228.25 4,379.00
PP 4,313.25 4,313.25 4,313.25 4,280.50
S1 4,061.50 4,061.50 4,157.75 3,995.75
S2 3,930.00 3,930.00 4,122.75
S3 3,546.75 3,678.25 4,087.50
S4 3,163.50 3,295.00 3,982.25
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 4,181.75 383.25 9.1% 97.25 2.3% 3% False True 457
10 4,577.00 4,181.75 395.25 9.4% 81.75 2.0% 3% False True 464
20 4,620.00 4,181.75 438.25 10.5% 68.25 1.6% 3% False True 312
40 4,677.25 4,181.75 495.50 11.8% 62.00 1.5% 2% False True 192
60 4,677.25 4,181.75 495.50 11.8% 51.25 1.2% 2% False True 133
80 4,677.25 4,181.75 495.50 11.8% 39.75 0.9% 2% False True 100
100 4,677.25 4,181.75 495.50 11.8% 32.50 0.8% 2% False True 81
120 4,677.25 4,181.75 495.50 11.8% 28.50 0.7% 2% False True 68
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 10.08
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 5,109.75
2.618 4,821.25
1.618 4,644.50
1.000 4,535.25
0.618 4,467.75
HIGH 4,358.50
0.618 4,291.00
0.500 4,270.00
0.382 4,249.25
LOW 4,181.75
0.618 4,072.50
1.000 4,005.00
1.618 3,895.75
2.618 3,719.00
4.250 3,430.50
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 4,270.00 4,362.50
PP 4,244.50 4,306.00
S1 4,218.75 4,249.50

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

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