E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 4,285.25 4,319.00 33.75 0.8% 4,184.50
High 4,319.25 4,346.50 27.25 0.6% 4,361.00
Low 4,249.00 4,281.50 32.50 0.8% 4,177.00
Close 4,315.25 4,299.75 -15.50 -0.4% 4,315.25
Range 70.25 65.00 -5.25 -7.5% 184.00
ATR 104.53 101.71 -2.82 -2.7% 0.00
Volume 197,765 201,299 3,534 1.8% 336,766
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,504.25 4,467.00 4,335.50
R3 4,439.25 4,402.00 4,317.50
R2 4,374.25 4,374.25 4,311.75
R1 4,337.00 4,337.00 4,305.75 4,323.00
PP 4,309.25 4,309.25 4,309.25 4,302.25
S1 4,272.00 4,272.00 4,293.75 4,258.00
S2 4,244.25 4,244.25 4,287.75
S3 4,179.25 4,207.00 4,282.00
S4 4,114.25 4,142.00 4,264.00
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 4,177.00 184.00 4.3% 97.00 2.3% 67% False False 107,613
10 4,361.00 4,111.25 249.75 5.8% 98.75 2.3% 75% False False 56,173
20 4,565.00 3,901.00 664.00 15.4% 120.25 2.8% 60% False False 28,988
40 4,677.25 3,901.00 776.25 18.1% 89.00 2.1% 51% False False 14,604
60 4,677.25 3,901.00 776.25 18.1% 76.25 1.8% 51% False False 9,757
80 4,677.25 3,901.00 776.25 18.1% 62.50 1.5% 51% False False 7,318
100 4,677.25 3,901.00 776.25 18.1% 51.00 1.2% 51% False False 5,855
120 4,677.25 3,901.00 776.25 18.1% 43.50 1.0% 51% False False 4,880
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 21.80
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,622.75
2.618 4,516.75
1.618 4,451.75
1.000 4,411.50
0.618 4,386.75
HIGH 4,346.50
0.618 4,321.75
0.500 4,314.00
0.382 4,306.25
LOW 4,281.50
0.618 4,241.25
1.000 4,216.50
1.618 4,176.25
2.618 4,111.25
4.250 4,005.25
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 4,314.00 4,293.75
PP 4,309.25 4,287.75
S1 4,304.50 4,281.50

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

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