E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 4,225.25 4,184.50 -40.75 -1.0% 4,321.00
High 4,230.00 4,296.75 66.75 1.6% 4,321.00
Low 4,147.75 4,177.00 29.25 0.7% 4,111.25
Close 4,186.00 4,290.25 104.25 2.5% 4,186.00
Range 82.25 119.75 37.50 45.6% 209.75
ATR 104.91 105.97 1.06 1.0% 0.00
Volume 4,878 14,786 9,908 203.1% 23,666
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,614.00 4,571.75 4,356.00
R3 4,494.25 4,452.00 4,323.25
R2 4,374.50 4,374.50 4,312.25
R1 4,332.25 4,332.25 4,301.25 4,353.50
PP 4,254.75 4,254.75 4,254.75 4,265.25
S1 4,212.50 4,212.50 4,279.25 4,233.50
S2 4,135.00 4,135.00 4,268.25
S3 4,015.25 4,092.75 4,257.25
S4 3,895.50 3,973.00 4,224.50
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,835.25 4,720.50 4,301.25
R3 4,625.50 4,510.75 4,243.75
R2 4,415.75 4,415.75 4,224.50
R1 4,301.00 4,301.00 4,205.25 4,253.50
PP 4,206.00 4,206.00 4,206.00 4,182.50
S1 4,091.25 4,091.25 4,166.75 4,043.75
S2 3,996.25 3,996.25 4,147.50
S3 3,786.50 3,881.50 4,128.25
S4 3,576.75 3,671.75 4,070.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,296.75 4,111.25 185.50 4.3% 110.50 2.6% 96% True False 7,293
10 4,331.25 3,953.00 378.25 8.8% 126.50 3.0% 89% False False 5,119
20 4,577.00 3,901.00 676.00 15.8% 115.50 2.7% 58% False False 2,925
40 4,677.25 3,901.00 776.25 18.1% 84.25 2.0% 50% False False 1,530
60 4,677.25 3,901.00 776.25 18.1% 73.50 1.7% 50% False False 1,036
80 4,677.25 3,901.00 776.25 18.1% 58.50 1.4% 50% False False 777
100 4,677.25 3,901.00 776.25 18.1% 47.50 1.1% 50% False False 622
120 4,677.25 3,901.00 776.25 18.1% 41.00 1.0% 50% False False 519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 16.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,805.75
2.618 4,610.25
1.618 4,490.50
1.000 4,416.50
0.618 4,370.75
HIGH 4,296.75
0.618 4,251.00
0.500 4,237.00
0.382 4,222.75
LOW 4,177.00
0.618 4,103.00
1.000 4,057.25
1.618 3,983.25
2.618 3,863.50
4.250 3,668.00
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 4,272.50 4,267.50
PP 4,254.75 4,245.00
S1 4,237.00 4,222.25

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

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