E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 4,342.00 4,264.25 -77.75 -1.8% 4,319.00
High 4,345.00 4,292.75 -52.25 -1.2% 4,441.75
Low 4,220.50 4,221.50 1.00 0.0% 4,280.00
Close 4,267.25 4,262.75 -4.50 -0.1% 4,326.75
Range 124.50 71.25 -53.25 -42.8% 161.75
ATR 95.68 93.93 -1.74 -1.8% 0.00
Volume 320,027 238,547 -81,480 -25.5% 1,325,323
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,472.75 4,439.00 4,302.00
R3 4,401.50 4,367.75 4,282.25
R2 4,330.25 4,330.25 4,275.75
R1 4,296.50 4,296.50 4,269.25 4,277.75
PP 4,259.00 4,259.00 4,259.00 4,249.50
S1 4,225.25 4,225.25 4,256.25 4,206.50
S2 4,187.75 4,187.75 4,249.75
S3 4,116.50 4,154.00 4,243.25
S4 4,045.25 4,082.75 4,223.50
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% 87.75 2.1% 19% False False 295,192
10 4,441.75 4,216.75 225.00 5.3% 80.50 1.9% 20% False False 242,941
20 4,441.75 3,953.00 488.75 11.5% 100.25 2.4% 63% False False 125,266
40 4,620.00 3,901.00 719.00 16.9% 93.50 2.2% 50% False False 63,011
60 4,677.25 3,901.00 776.25 18.2% 80.75 1.9% 47% False False 42,036
80 4,677.25 3,901.00 776.25 18.2% 69.25 1.6% 47% False False 31,532
100 4,677.25 3,901.00 776.25 18.2% 56.75 1.3% 47% False False 25,226
120 4,677.25 3,901.00 776.25 18.2% 47.75 1.1% 47% False False 21,022
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.88
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,595.50
2.618 4,479.25
1.618 4,408.00
1.000 4,364.00
0.618 4,336.75
HIGH 4,292.75
0.618 4,265.50
0.500 4,257.00
0.382 4,248.75
LOW 4,221.50
0.618 4,177.50
1.000 4,150.25
1.618 4,106.25
2.618 4,035.00
4.250 3,918.75
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 4,261.00 4,291.00
PP 4,259.00 4,281.50
S1 4,257.00 4,272.25

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

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