E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 4,275.00 4,324.00 49.00 1.1% 4,202.50
High 4,333.75 4,348.25 14.50 0.3% 4,263.75
Low 4,268.00 4,265.00 -3.00 -0.1% 4,040.75
Close 4,323.75 4,344.75 21.00 0.5% 4,261.25
Range 65.75 83.25 17.50 26.6% 223.00
ATR 97.92 96.87 -1.05 -1.1% 0.00
Volume 329,985 317,019 -12,966 -3.9% 1,907,688
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,569.00 4,540.25 4,390.50
R3 4,485.75 4,457.00 4,367.75
R2 4,402.50 4,402.50 4,360.00
R1 4,373.75 4,373.75 4,352.50 4,388.00
PP 4,319.25 4,319.25 4,319.25 4,326.50
S1 4,290.50 4,290.50 4,337.00 4,305.00
S2 4,236.00 4,236.00 4,329.50
S3 4,152.75 4,207.25 4,321.75
S4 4,069.50 4,124.00 4,299.00
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 4,348.25 4,111.50 236.75 5.4% 87.75 2.0% 99% True False 311,715
10 4,348.25 4,040.75 307.50 7.1% 104.50 2.4% 99% True False 340,628
20 4,441.75 4,040.75 401.00 9.2% 92.25 2.1% 76% False False 304,875
40 4,565.00 3,901.00 664.00 15.3% 104.75 2.4% 67% False False 156,979
60 4,677.25 3,901.00 776.25 17.9% 89.75 2.1% 57% False False 104,712
80 4,677.25 3,901.00 776.25 17.9% 80.00 1.8% 57% False False 78,548
100 4,677.25 3,901.00 776.25 17.9% 67.25 1.5% 57% False False 62,839
120 4,677.25 3,901.00 776.25 17.9% 56.75 1.3% 57% False False 52,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.98
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,702.00
2.618 4,566.25
1.618 4,483.00
1.000 4,431.50
0.618 4,399.75
HIGH 4,348.25
0.618 4,316.50
0.500 4,306.50
0.382 4,296.75
LOW 4,265.00
0.618 4,213.50
1.000 4,181.75
1.618 4,130.25
2.618 4,047.00
4.250 3,911.25
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 4,332.00 4,331.75
PP 4,319.25 4,318.75
S1 4,306.50 4,306.00

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

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