E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 4,078.75 4,154.00 75.25 1.8% 4,324.75
High 4,169.00 4,225.75 56.75 1.4% 4,361.50
Low 4,066.00 4,116.25 50.25 1.2% 4,185.25
Close 4,163.00 4,187.50 24.50 0.6% 4,213.50
Range 103.00 109.50 6.50 6.3% 176.25
ATR 101.31 101.89 0.59 0.6% 0.00
Volume 347,070 367,790 20,720 6.0% 1,513,053
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,505.00 4,455.75 4,247.75
R3 4,395.50 4,346.25 4,217.50
R2 4,286.00 4,286.00 4,207.50
R1 4,236.75 4,236.75 4,197.50 4,261.50
PP 4,176.50 4,176.50 4,176.50 4,188.75
S1 4,127.25 4,127.25 4,177.50 4,152.00
S2 4,067.00 4,067.00 4,167.50
S3 3,957.50 4,017.75 4,157.50
S4 3,848.00 3,908.25 4,127.25
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 4,315.75 4,040.75 275.00 6.6% 121.25 2.9% 53% False False 369,541
10 4,382.50 4,040.75 341.75 8.2% 105.25 2.5% 43% False False 334,889
20 4,441.75 4,040.75 401.00 9.6% 96.00 2.3% 37% False False 234,331
40 4,601.00 3,901.00 700.00 16.7% 104.00 2.5% 41% False False 118,061
60 4,677.25 3,901.00 776.25 18.5% 87.00 2.1% 37% False False 78,743
80 4,677.25 3,901.00 776.25 18.5% 77.00 1.8% 37% False False 59,066
100 4,677.25 3,901.00 776.25 18.5% 63.50 1.5% 37% False False 47,254
120 4,677.25 3,901.00 776.25 18.5% 53.25 1.3% 37% False False 39,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 26.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,691.00
2.618 4,512.50
1.618 4,403.00
1.000 4,335.25
0.618 4,293.50
HIGH 4,225.75
0.618 4,184.00
0.500 4,171.00
0.382 4,158.00
LOW 4,116.25
0.618 4,048.50
1.000 4,006.75
1.618 3,939.00
2.618 3,829.50
4.250 3,651.00
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 4,182.00 4,169.50
PP 4,176.50 4,151.25
S1 4,171.00 4,133.25

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

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