E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 4,377.25 4,371.00 -6.25 -0.1% 4,319.00
High 4,441.75 4,382.50 -59.25 -1.3% 4,441.75
Low 4,357.00 4,299.50 -57.50 -1.3% 4,280.00
Close 4,369.75 4,326.75 -43.00 -1.0% 4,326.75
Range 84.75 83.00 -1.75 -2.1% 161.75
ATR 95.80 94.88 -0.91 -1.0% 0.00
Volume 329,847 333,044 3,197 1.0% 1,325,323
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,585.25 4,539.00 4,372.50
R3 4,502.25 4,456.00 4,349.50
R2 4,419.25 4,419.25 4,342.00
R1 4,373.00 4,373.00 4,334.25 4,354.50
PP 4,336.25 4,336.25 4,336.25 4,327.00
S1 4,290.00 4,290.00 4,319.25 4,271.50
S2 4,253.25 4,253.25 4,311.50
S3 4,170.25 4,207.00 4,304.00
S4 4,087.25 4,124.00 4,281.00
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,834.75 4,742.50 4,415.75
R3 4,673.00 4,580.75 4,371.25
R2 4,511.25 4,511.25 4,356.50
R1 4,419.00 4,419.00 4,341.50 4,465.00
PP 4,349.50 4,349.50 4,349.50 4,372.50
S1 4,257.25 4,257.25 4,312.00 4,303.50
S2 4,187.75 4,187.75 4,297.00
S3 4,026.00 4,095.50 4,282.25
S4 3,864.25 3,933.75 4,237.75
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 4,280.00 161.75 3.7% 72.75 1.7% 29% False False 265,064
10 4,441.75 4,147.75 294.00 6.8% 86.75 2.0% 61% False False 166,696
20 4,441.75 3,901.00 540.75 12.5% 119.75 2.8% 79% False False 85,110
40 4,630.25 3,901.00 729.25 16.9% 91.75 2.1% 58% False False 42,697
60 4,677.25 3,901.00 776.25 17.9% 79.00 1.8% 55% False False 28,487
80 4,677.25 3,901.00 776.25 17.9% 66.00 1.5% 55% False False 21,369
100 4,677.25 3,901.00 776.25 17.9% 54.00 1.2% 55% False False 17,095
120 4,677.25 3,901.00 776.25 17.9% 45.50 1.1% 55% False False 14,246
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 23.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,735.25
2.618 4,599.75
1.618 4,516.75
1.000 4,465.50
0.618 4,433.75
HIGH 4,382.50
0.618 4,350.75
0.500 4,341.00
0.382 4,331.25
LOW 4,299.50
0.618 4,248.25
1.000 4,216.50
1.618 4,165.25
2.618 4,082.25
4.250 3,946.75
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 4,341.00 4,370.50
PP 4,336.25 4,356.00
S1 4,331.50 4,341.50

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

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