E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 4,188.25 4,257.75 69.50 1.7% 4,202.50
High 4,263.75 4,329.75 66.00 1.5% 4,263.75
Low 4,111.50 4,250.50 139.00 3.4% 4,040.75
Close 4,261.25 4,311.25 50.00 1.2% 4,261.25
Range 152.25 79.25 -73.00 -47.9% 223.00
ATR 105.49 103.62 -1.87 -1.8% 0.00
Volume 404,892 242,309 -162,583 -40.2% 1,907,688
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,535.00 4,502.25 4,354.75
R3 4,455.75 4,423.00 4,333.00
R2 4,376.50 4,376.50 4,325.75
R1 4,343.75 4,343.75 4,318.50 4,360.00
PP 4,297.25 4,297.25 4,297.25 4,305.25
S1 4,264.50 4,264.50 4,304.00 4,281.00
S2 4,218.00 4,218.00 4,296.75
S3 4,138.75 4,185.25 4,289.50
S4 4,059.50 4,106.00 4,267.75
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,857.50 4,782.50 4,384.00
R3 4,634.50 4,559.50 4,322.50
R2 4,411.50 4,411.50 4,302.25
R1 4,336.50 4,336.50 4,281.75 4,374.00
PP 4,188.50 4,188.50 4,188.50 4,207.50
S1 4,113.50 4,113.50 4,240.75 4,151.00
S2 3,965.50 3,965.50 4,220.25
S3 3,742.50 3,890.50 4,200.00
S4 3,519.50 3,667.50 4,138.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,329.75 4,040.75 289.00 6.7% 109.50 2.5% 94% True False 357,864
10 4,345.00 4,040.75 304.25 7.1% 112.75 2.6% 89% False False 340,855
20 4,441.75 4,040.75 401.00 9.3% 99.25 2.3% 67% False False 266,256
40 4,577.00 3,901.00 676.00 15.7% 106.00 2.5% 61% False False 134,230
60 4,677.25 3,901.00 776.25 18.0% 88.75 2.1% 53% False False 89,527
80 4,677.25 3,901.00 776.25 18.0% 79.00 1.8% 53% False False 67,156
100 4,677.25 3,901.00 776.25 18.0% 65.75 1.5% 53% False False 53,725
120 4,677.25 3,901.00 776.25 18.0% 55.25 1.3% 53% False False 44,772
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 29.60
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,666.50
2.618 4,537.25
1.618 4,458.00
1.000 4,409.00
0.618 4,378.75
HIGH 4,329.75
0.618 4,299.50
0.500 4,290.00
0.382 4,280.75
LOW 4,250.50
0.618 4,201.50
1.000 4,171.25
1.618 4,122.25
2.618 4,043.00
4.250 3,913.75
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 4,304.25 4,281.00
PP 4,297.25 4,250.75
S1 4,290.00 4,220.50

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

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