E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 4,268.50 4,232.00 -36.50 -0.9% 4,324.75
High 4,278.75 4,315.75 37.00 0.9% 4,361.50
Low 4,185.25 4,185.50 0.25 0.0% 4,185.25
Close 4,246.00 4,213.50 -32.50 -0.8% 4,213.50
Range 93.50 130.25 36.75 39.3% 176.25
ATR 93.90 96.50 2.60 2.8% 0.00
Volume 355,070 344,913 -10,157 -2.9% 1,513,053
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,629.00 4,551.50 4,285.25
R3 4,498.75 4,421.25 4,249.25
R2 4,368.50 4,368.50 4,237.50
R1 4,291.00 4,291.00 4,225.50 4,264.50
PP 4,238.25 4,238.25 4,238.25 4,225.00
S1 4,160.75 4,160.75 4,201.50 4,134.50
S2 4,108.00 4,108.00 4,189.50
S3 3,977.75 4,030.50 4,177.75
S4 3,847.50 3,900.25 4,141.75
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,782.25 4,674.00 4,310.50
R3 4,606.00 4,497.75 4,262.00
R2 4,429.75 4,429.75 4,245.75
R1 4,321.50 4,321.50 4,229.75 4,287.50
PP 4,253.50 4,253.50 4,253.50 4,236.50
S1 4,145.25 4,145.25 4,197.25 4,111.25
S2 4,077.25 4,077.25 4,181.25
S3 3,901.00 3,969.00 4,165.00
S4 3,724.75 3,792.75 4,116.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,361.50 4,185.25 176.25 4.2% 99.00 2.3% 16% False False 302,610
10 4,441.75 4,185.25 256.50 6.1% 85.75 2.0% 11% False False 283,837
20 4,441.75 4,111.25 330.50 7.8% 92.00 2.2% 31% False False 160,015
40 4,620.00 3,901.00 719.00 17.1% 96.75 2.3% 43% False False 80,505
60 4,677.25 3,901.00 776.25 18.4% 83.25 2.0% 40% False False 53,701
80 4,677.25 3,901.00 776.25 18.4% 71.75 1.7% 40% False False 40,282
100 4,677.25 3,901.00 776.25 18.4% 59.00 1.4% 40% False False 32,226
120 4,677.25 3,901.00 776.25 18.4% 49.50 1.2% 40% False False 26,855
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 21.88
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,869.25
2.618 4,656.75
1.618 4,526.50
1.000 4,446.00
0.618 4,396.25
HIGH 4,315.75
0.618 4,266.00
0.500 4,250.50
0.382 4,235.25
LOW 4,185.50
0.618 4,105.00
1.000 4,055.25
1.618 3,974.75
2.618 3,844.50
4.250 3,632.00
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 4,250.50 4,250.50
PP 4,238.25 4,238.25
S1 4,226.00 4,225.75

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

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