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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols