E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 4,297.75 4,351.75 54.00 1.3% 4,184.50
High 4,364.00 4,382.25 18.25 0.4% 4,361.00
Low 4,280.00 4,335.00 55.00 1.3% 4,177.00
Close 4,351.00 4,381.00 30.00 0.7% 4,315.25
Range 84.00 47.25 -36.75 -43.8% 184.00
ATR 100.44 96.65 -3.80 -3.8% 0.00
Volume 246,233 214,900 -31,333 -12.7% 336,766
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,507.75 4,491.75 4,407.00
R3 4,460.50 4,444.50 4,394.00
R2 4,413.25 4,413.25 4,389.75
R1 4,397.25 4,397.25 4,385.25 4,405.25
PP 4,366.00 4,366.00 4,366.00 4,370.00
S1 4,350.00 4,350.00 4,376.75 4,358.00
S2 4,318.75 4,318.75 4,372.25
S3 4,271.50 4,302.75 4,368.00
S4 4,224.25 4,255.50 4,355.00
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 4,382.25 4,216.75 165.50 3.8% 73.50 1.7% 99% True False 190,691
10 4,382.25 4,130.25 252.00 5.8% 91.00 2.1% 100% True False 101,275
20 4,543.25 3,901.00 642.25 14.7% 121.75 2.8% 75% False False 52,008
40 4,630.25 3,901.00 729.25 16.6% 89.75 2.1% 66% False False 26,129
60 4,677.25 3,901.00 776.25 17.7% 77.00 1.8% 62% False False 17,441
80 4,677.25 3,901.00 776.25 17.7% 64.00 1.5% 62% False False 13,083
100 4,677.25 3,901.00 776.25 17.7% 52.25 1.2% 62% False False 10,466
120 4,677.25 3,901.00 776.25 17.7% 44.50 1.0% 62% False False 8,722
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 24.73
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 4,583.00
2.618 4,506.00
1.618 4,458.75
1.000 4,429.50
0.618 4,411.50
HIGH 4,382.25
0.618 4,364.25
0.500 4,358.50
0.382 4,353.00
LOW 4,335.00
0.618 4,305.75
1.000 4,287.75
1.618 4,258.50
2.618 4,211.25
4.250 4,134.25
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 4,373.50 4,364.50
PP 4,366.00 4,347.75
S1 4,358.50 4,331.00

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

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