E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 4,232.00 4,202.50 -29.50 -0.7% 4,324.75
High 4,315.75 4,239.00 -76.75 -1.8% 4,361.50
Low 4,185.50 4,079.50 -106.00 -2.5% 4,185.25
Close 4,213.50 4,094.75 -118.75 -2.8% 4,213.50
Range 130.25 159.50 29.25 22.5% 176.25
ATR 96.50 101.00 4.50 4.7% 0.00
Volume 344,913 360,675 15,762 4.6% 1,513,053
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,616.25 4,515.00 4,182.50
R3 4,456.75 4,355.50 4,138.50
R2 4,297.25 4,297.25 4,124.00
R1 4,196.00 4,196.00 4,109.25 4,167.00
PP 4,137.75 4,137.75 4,137.75 4,123.25
S1 4,036.50 4,036.50 4,080.25 4,007.50
S2 3,978.25 3,978.25 4,065.50
S3 3,818.75 3,877.00 4,051.00
S4 3,659.25 3,717.50 4,007.00
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 4,345.00 4,079.50 265.50 6.5% 115.75 2.8% 6% False True 323,846
10 4,441.75 4,079.50 362.25 8.8% 95.25 2.3% 4% False True 299,775
20 4,441.75 4,079.50 362.25 8.8% 97.00 2.4% 4% False True 177,974
40 4,620.00 3,901.00 719.00 17.6% 100.00 2.4% 27% False False 89,517
60 4,677.25 3,901.00 776.25 19.0% 85.50 2.1% 25% False False 59,710
80 4,677.25 3,901.00 776.25 19.0% 73.75 1.8% 25% False False 44,790
100 4,677.25 3,901.00 776.25 19.0% 60.25 1.5% 25% False False 35,832
120 4,677.25 3,901.00 776.25 19.0% 50.75 1.2% 25% False False 29,861
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 22.78
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 4,917.00
2.618 4,656.50
1.618 4,497.00
1.000 4,398.50
0.618 4,337.50
HIGH 4,239.00
0.618 4,178.00
0.500 4,159.25
0.382 4,140.50
LOW 4,079.50
0.618 3,981.00
1.000 3,920.00
1.618 3,821.50
2.618 3,662.00
4.250 3,401.50
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 4,159.25 4,197.50
PP 4,137.75 4,163.25
S1 4,116.25 4,129.00

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

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