E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 4,307.75 4,275.00 -32.75 -0.8% 4,202.50
High 4,322.00 4,333.75 11.75 0.3% 4,263.75
Low 4,263.50 4,268.00 4.50 0.1% 4,040.75
Close 4,290.25 4,323.75 33.50 0.8% 4,261.25
Range 58.50 65.75 7.25 12.4% 223.00
ATR 100.39 97.92 -2.47 -2.5% 0.00
Volume 264,372 329,985 65,613 24.8% 1,907,688
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,505.75 4,480.50 4,360.00
R3 4,440.00 4,414.75 4,341.75
R2 4,374.25 4,374.25 4,335.75
R1 4,349.00 4,349.00 4,329.75 4,361.50
PP 4,308.50 4,308.50 4,308.50 4,314.75
S1 4,283.25 4,283.25 4,317.75 4,296.00
S2 4,242.75 4,242.75 4,311.75
S3 4,177.00 4,217.50 4,305.75
S4 4,111.25 4,151.75 4,287.50
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 4,333.75 4,111.50 222.25 5.1% 93.00 2.2% 96% True False 321,869
10 4,333.75 4,040.75 293.00 6.8% 105.50 2.4% 97% True False 344,433
20 4,441.75 4,040.75 401.00 9.3% 93.00 2.2% 71% False False 293,687
40 4,565.00 3,901.00 664.00 15.4% 105.25 2.4% 64% False False 149,075
60 4,677.25 3,901.00 776.25 18.0% 88.75 2.1% 54% False False 99,431
80 4,677.25 3,901.00 776.25 18.0% 79.50 1.8% 54% False False 74,585
100 4,677.25 3,901.00 776.25 18.0% 66.50 1.5% 54% False False 59,669
120 4,677.25 3,901.00 776.25 18.0% 56.25 1.3% 54% False False 49,724
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,613.25
2.618 4,506.00
1.618 4,440.25
1.000 4,399.50
0.618 4,374.50
HIGH 4,333.75
0.618 4,308.75
0.500 4,301.00
0.382 4,293.00
LOW 4,268.00
0.618 4,227.25
1.000 4,202.25
1.618 4,161.50
2.618 4,095.75
4.250 3,988.50
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 4,316.00 4,313.25
PP 4,308.50 4,302.75
S1 4,301.00 4,292.00

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

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