E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 4,324.00 4,338.00 14.00 0.3% 4,257.75
High 4,348.25 4,369.25 21.00 0.5% 4,369.25
Low 4,265.00 4,324.50 59.50 1.4% 4,250.50
Close 4,344.75 4,359.50 14.75 0.3% 4,359.50
Range 83.25 44.75 -38.50 -46.2% 118.75
ATR 96.87 93.15 -3.72 -3.8% 0.00
Volume 317,019 208,829 -108,190 -34.1% 1,362,514
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,485.25 4,467.25 4,384.00
R3 4,440.50 4,422.50 4,371.75
R2 4,395.75 4,395.75 4,367.75
R1 4,377.75 4,377.75 4,363.50 4,386.75
PP 4,351.00 4,351.00 4,351.00 4,355.50
S1 4,333.00 4,333.00 4,355.50 4,342.00
S2 4,306.25 4,306.25 4,351.25
S3 4,261.50 4,288.25 4,347.25
S4 4,216.75 4,243.50 4,335.00
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,682.75 4,639.75 4,424.75
R3 4,564.00 4,521.00 4,392.25
R2 4,445.25 4,445.25 4,381.25
R1 4,402.25 4,402.25 4,370.50 4,423.75
PP 4,326.50 4,326.50 4,326.50 4,337.00
S1 4,283.50 4,283.50 4,348.50 4,305.00
S2 4,207.75 4,207.75 4,337.75
S3 4,089.00 4,164.75 4,326.75
S4 3,970.25 4,046.00 4,294.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,369.25 4,250.50 118.75 2.7% 66.25 1.5% 92% True False 272,502
10 4,369.25 4,040.75 328.50 7.5% 96.00 2.2% 97% True False 327,020
20 4,441.75 4,040.75 401.00 9.2% 91.00 2.1% 79% False False 305,428
40 4,565.00 3,901.00 664.00 15.2% 104.75 2.4% 69% False False 162,187
60 4,677.25 3,901.00 776.25 17.8% 89.25 2.0% 59% False False 108,192
80 4,677.25 3,901.00 776.25 17.8% 80.25 1.8% 59% False False 81,158
100 4,677.25 3,901.00 776.25 17.8% 67.75 1.6% 59% False False 64,927
120 4,677.25 3,901.00 776.25 17.8% 57.25 1.3% 59% False False 54,107
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 26.68
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4,559.50
2.618 4,486.50
1.618 4,441.75
1.000 4,414.00
0.618 4,397.00
HIGH 4,369.25
0.618 4,352.25
0.500 4,347.00
0.382 4,341.50
LOW 4,324.50
0.618 4,296.75
1.000 4,279.75
1.618 4,252.00
2.618 4,207.25
4.250 4,134.25
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 4,355.25 4,345.50
PP 4,351.00 4,331.25
S1 4,347.00 4,317.00

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

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