E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 4,203.00 4,324.50 121.50 2.9% 4,163.75
High 4,323.00 4,331.25 8.25 0.2% 4,331.25
Low 4,197.00 4,275.25 78.25 1.9% 3,901.00
Close 4,319.75 4,324.75 5.00 0.1% 4,324.75
Range 126.00 56.00 -70.00 -55.6% 430.25
ATR 109.69 105.85 -3.83 -3.5% 0.00
Volume 1,562 1,497 -65 -4.2% 15,747
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,478.50 4,457.50 4,355.50
R3 4,422.50 4,401.50 4,340.25
R2 4,366.50 4,366.50 4,335.00
R1 4,345.50 4,345.50 4,330.00 4,356.00
PP 4,310.50 4,310.50 4,310.50 4,315.50
S1 4,289.50 4,289.50 4,319.50 4,300.00
S2 4,254.50 4,254.50 4,314.50
S3 4,198.50 4,233.50 4,309.25
S4 4,142.50 4,177.50 4,294.00
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,476.50 5,330.75 4,561.50
R3 5,046.25 4,900.50 4,443.00
R2 4,616.00 4,616.00 4,403.75
R1 4,470.25 4,470.25 4,364.25 4,543.00
PP 4,185.75 4,185.75 4,185.75 4,222.00
S1 4,040.00 4,040.00 4,285.25 4,113.00
S2 3,755.50 3,755.50 4,245.75
S3 3,325.25 3,609.75 4,206.50
S4 2,895.00 3,179.50 4,088.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,331.25 3,901.00 430.25 9.9% 186.00 4.3% 98% True False 3,149
10 4,565.00 3,901.00 664.00 15.4% 141.50 3.3% 64% False False 1,803
20 4,620.00 3,901.00 719.00 16.6% 102.75 2.4% 59% False False 1,061
40 4,677.25 3,901.00 776.25 17.9% 79.75 1.8% 55% False False 578
60 4,677.25 3,901.00 776.25 17.9% 66.00 1.5% 55% False False 395
80 4,677.25 3,901.00 776.25 17.9% 51.00 1.2% 55% False False 297
100 4,677.25 3,901.00 776.25 17.9% 41.25 1.0% 55% False False 238
120 4,677.25 3,901.00 776.25 17.9% 35.75 0.8% 55% False False 199
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.18
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,569.25
2.618 4,477.75
1.618 4,421.75
1.000 4,387.25
0.618 4,365.75
HIGH 4,331.25
0.618 4,309.75
0.500 4,303.25
0.382 4,296.75
LOW 4,275.25
0.618 4,240.75
1.000 4,219.25
1.618 4,184.75
2.618 4,128.75
4.250 4,037.25
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 4,317.50 4,264.00
PP 4,310.50 4,203.00
S1 4,303.25 4,142.00

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

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