E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 4,257.75 4,307.75 50.00 1.2% 4,202.50
High 4,329.75 4,322.00 -7.75 -0.2% 4,263.75
Low 4,250.50 4,263.50 13.00 0.3% 4,040.75
Close 4,311.25 4,290.25 -21.00 -0.5% 4,261.25
Range 79.25 58.50 -20.75 -26.2% 223.00
ATR 103.62 100.39 -3.22 -3.1% 0.00
Volume 242,309 264,372 22,063 9.1% 1,907,688
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,467.50 4,437.25 4,322.50
R3 4,409.00 4,378.75 4,306.25
R2 4,350.50 4,350.50 4,301.00
R1 4,320.25 4,320.25 4,295.50 4,306.00
PP 4,292.00 4,292.00 4,292.00 4,284.75
S1 4,261.75 4,261.75 4,285.00 4,247.50
S2 4,233.50 4,233.50 4,279.50
S3 4,175.00 4,203.25 4,274.25
S4 4,116.50 4,144.75 4,258.00
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 4,066.00 263.75 6.1% 100.50 2.3% 85% False False 325,286
10 4,329.75 4,040.75 289.00 6.7% 106.00 2.5% 86% False False 335,289
20 4,441.75 4,040.75 401.00 9.3% 96.25 2.2% 62% False False 278,736
40 4,577.00 3,901.00 676.00 15.8% 106.00 2.5% 58% False False 140,830
60 4,677.25 3,901.00 776.25 18.1% 88.25 2.1% 50% False False 93,932
80 4,677.25 3,901.00 776.25 18.1% 79.25 1.8% 50% False False 70,461
100 4,677.25 3,901.00 776.25 18.1% 66.00 1.5% 50% False False 56,369
120 4,677.25 3,901.00 776.25 18.1% 55.50 1.3% 50% False False 46,975
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.73
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,570.50
2.618 4,475.25
1.618 4,416.75
1.000 4,380.50
0.618 4,358.25
HIGH 4,322.00
0.618 4,299.75
0.500 4,292.75
0.382 4,285.75
LOW 4,263.50
0.618 4,227.25
1.000 4,205.00
1.618 4,168.75
2.618 4,110.25
4.250 4,015.00
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 4,292.75 4,267.00
PP 4,292.00 4,243.75
S1 4,291.00 4,220.50

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

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