E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 4,351.75 4,377.25 25.50 0.6% 4,184.50
High 4,382.25 4,441.75 59.50 1.4% 4,361.00
Low 4,335.00 4,357.00 22.00 0.5% 4,177.00
Close 4,381.00 4,369.75 -11.25 -0.3% 4,315.25
Range 47.25 84.75 37.50 79.4% 184.00
ATR 96.65 95.80 -0.85 -0.9% 0.00
Volume 214,900 329,847 114,947 53.5% 336,766
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,643.75 4,591.50 4,416.25
R3 4,559.00 4,506.75 4,393.00
R2 4,474.25 4,474.25 4,385.25
R1 4,422.00 4,422.00 4,377.50 4,405.75
PP 4,389.50 4,389.50 4,389.50 4,381.50
S1 4,337.25 4,337.25 4,362.00 4,321.00
S2 4,304.75 4,304.75 4,354.25
S3 4,220.00 4,252.50 4,346.50
S4 4,135.25 4,167.75 4,323.25
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 4,441.75 4,249.00 192.75 4.4% 70.25 1.6% 63% True False 238,008
10 4,441.75 4,147.75 294.00 6.7% 86.75 2.0% 76% True False 133,773
20 4,499.00 3,901.00 598.00 13.7% 122.75 2.8% 78% False False 68,493
40 4,630.25 3,901.00 729.25 16.7% 91.00 2.1% 64% False False 34,373
60 4,677.25 3,901.00 776.25 17.8% 78.00 1.8% 60% False False 22,938
80 4,677.25 3,901.00 776.25 17.8% 65.00 1.5% 60% False False 17,206
100 4,677.25 3,901.00 776.25 17.8% 53.25 1.2% 60% False False 13,765
120 4,677.25 3,901.00 776.25 17.8% 45.25 1.0% 60% False False 11,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,802.00
2.618 4,663.75
1.618 4,579.00
1.000 4,526.50
0.618 4,494.25
HIGH 4,441.75
0.618 4,409.50
0.500 4,399.50
0.382 4,389.25
LOW 4,357.00
0.618 4,304.50
1.000 4,272.25
1.618 4,219.75
2.618 4,135.00
4.250 3,996.75
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 4,399.50 4,366.75
PP 4,389.50 4,363.75
S1 4,379.50 4,361.00

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

View Archives - Comment on this page... - Back to Index of Symbols