E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 4,324.75 4,342.00 17.25 0.4% 4,319.00
High 4,361.50 4,345.00 -16.50 -0.4% 4,441.75
Low 4,286.50 4,220.50 -66.00 -1.5% 4,280.00
Close 4,341.25 4,267.25 -74.00 -1.7% 4,326.75
Range 75.00 124.50 49.50 66.0% 161.75
ATR 93.46 95.68 2.22 2.4% 0.00
Volume 254,496 320,027 65,531 25.7% 1,325,323
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,651.00 4,583.75 4,335.75
R3 4,526.50 4,459.25 4,301.50
R2 4,402.00 4,402.00 4,290.00
R1 4,334.75 4,334.75 4,278.75 4,306.00
PP 4,277.50 4,277.50 4,277.50 4,263.25
S1 4,210.25 4,210.25 4,255.75 4,181.50
S2 4,153.00 4,153.00 4,244.50
S3 4,028.50 4,085.75 4,233.00
S4 3,904.00 3,961.25 4,198.75
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 4,220.50 221.25 5.2% 83.00 1.9% 21% False True 290,462
10 4,441.75 4,216.75 225.00 5.3% 86.50 2.0% 22% False False 222,182
20 4,441.75 3,953.00 488.75 11.5% 106.50 2.5% 64% False False 113,650
40 4,620.00 3,901.00 719.00 16.8% 93.00 2.2% 51% False False 57,050
60 4,677.25 3,901.00 776.25 18.2% 80.75 1.9% 47% False False 38,061
80 4,677.25 3,901.00 776.25 18.2% 68.50 1.6% 47% False False 28,550
100 4,677.25 3,901.00 776.25 18.2% 56.00 1.3% 47% False False 22,840
120 4,677.25 3,901.00 776.25 18.2% 47.25 1.1% 47% False False 19,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.15
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,874.00
2.618 4,671.00
1.618 4,546.50
1.000 4,469.50
0.618 4,422.00
HIGH 4,345.00
0.618 4,297.50
0.500 4,282.75
0.382 4,268.00
LOW 4,220.50
0.618 4,143.50
1.000 4,096.00
1.618 4,019.00
2.618 3,894.50
4.250 3,691.50
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 4,282.75 4,301.50
PP 4,277.50 4,290.00
S1 4,272.50 4,278.75

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

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