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

Download as Excel Spreadsheet

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

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