E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 4,338.00 4,355.00 17.00 0.4% 4,257.75
High 4,369.25 4,381.50 12.25 0.3% 4,369.25
Low 4,324.50 4,346.25 21.75 0.5% 4,250.50
Close 4,359.50 4,375.00 15.50 0.4% 4,359.50
Range 44.75 35.25 -9.50 -21.2% 118.75
ATR 93.15 89.01 -4.14 -4.4% 0.00
Volume 208,829 132,675 -76,154 -36.5% 1,362,514
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,473.25 4,459.50 4,394.50
R3 4,438.00 4,424.25 4,384.75
R2 4,402.75 4,402.75 4,381.50
R1 4,389.00 4,389.00 4,378.25 4,396.00
PP 4,367.50 4,367.50 4,367.50 4,371.00
S1 4,353.75 4,353.75 4,371.75 4,360.50
S2 4,332.25 4,332.25 4,368.50
S3 4,297.00 4,318.50 4,365.25
S4 4,261.75 4,283.25 4,355.50
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 4,381.50 4,263.50 118.00 2.7% 57.50 1.3% 94% True False 250,576
10 4,381.50 4,040.75 340.75 7.8% 83.50 1.9% 98% True False 304,220
20 4,441.75 4,040.75 401.00 9.2% 89.50 2.0% 83% False False 301,997
40 4,565.00 3,901.00 664.00 15.2% 104.75 2.4% 71% False False 165,492
60 4,677.25 3,901.00 776.25 17.7% 89.25 2.0% 61% False False 110,402
80 4,677.25 3,901.00 776.25 17.7% 79.50 1.8% 61% False False 82,817
100 4,677.25 3,901.00 776.25 17.7% 67.75 1.6% 61% False False 66,254
120 4,677.25 3,901.00 776.25 17.7% 57.50 1.3% 61% False False 55,212
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.90
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 4,531.25
2.618 4,473.75
1.618 4,438.50
1.000 4,416.75
0.618 4,403.25
HIGH 4,381.50
0.618 4,368.00
0.500 4,364.00
0.382 4,359.75
LOW 4,346.25
0.618 4,324.50
1.000 4,311.00
1.618 4,289.25
2.618 4,254.00
4.250 4,196.50
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 4,371.25 4,357.75
PP 4,367.50 4,340.50
S1 4,364.00 4,323.25

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.