E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 4,249.50 4,285.25 35.75 0.8% 4,184.50
High 4,317.50 4,319.25 1.75 0.0% 4,361.00
Low 4,216.75 4,249.00 32.25 0.8% 4,177.00
Close 4,285.00 4,315.25 30.25 0.7% 4,315.25
Range 100.75 70.25 -30.50 -30.3% 184.00
ATR 107.17 104.53 -2.64 -2.5% 0.00
Volume 93,260 197,765 104,505 112.1% 336,766
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,505.25 4,480.50 4,354.00
R3 4,435.00 4,410.25 4,334.50
R2 4,364.75 4,364.75 4,328.25
R1 4,340.00 4,340.00 4,321.75 4,352.50
PP 4,294.50 4,294.50 4,294.50 4,300.75
S1 4,269.75 4,269.75 4,308.75 4,282.00
S2 4,224.25 4,224.25 4,302.25
S3 4,154.00 4,199.50 4,296.00
S4 4,083.75 4,129.25 4,276.50
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,836.50 4,759.75 4,416.50
R3 4,652.50 4,575.75 4,365.75
R2 4,468.50 4,468.50 4,349.00
R1 4,391.75 4,391.75 4,332.00 4,430.00
PP 4,284.50 4,284.50 4,284.50 4,303.50
S1 4,207.75 4,207.75 4,298.50 4,246.00
S2 4,100.50 4,100.50 4,281.50
S3 3,916.50 4,023.75 4,264.75
S4 3,732.50 3,839.75 4,214.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,361.00 4,147.75 213.25 4.9% 100.50 2.3% 79% False False 68,328
10 4,361.00 4,111.25 249.75 5.8% 98.00 2.3% 82% False False 36,192
20 4,565.00 3,901.00 664.00 15.4% 118.75 2.7% 62% False False 18,946
40 4,677.25 3,901.00 776.25 18.0% 88.50 2.1% 53% False False 9,574
60 4,677.25 3,901.00 776.25 18.0% 76.50 1.8% 53% False False 6,402
80 4,677.25 3,901.00 776.25 18.0% 62.00 1.4% 53% False False 4,802
100 4,677.25 3,901.00 776.25 18.0% 50.50 1.2% 53% False False 3,842
120 4,677.25 3,901.00 776.25 18.0% 43.50 1.0% 53% False False 3,202
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 19.73
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,617.75
2.618 4,503.25
1.618 4,433.00
1.000 4,389.50
0.618 4,362.75
HIGH 4,319.25
0.618 4,292.50
0.500 4,284.00
0.382 4,275.75
LOW 4,249.00
0.618 4,205.50
1.000 4,178.75
1.618 4,135.25
2.618 4,065.00
4.250 3,950.50
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 4,305.00 4,306.50
PP 4,294.50 4,297.75
S1 4,284.00 4,289.00

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

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