E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 4,355.00 4,377.00 22.00 0.5% 4,257.75
High 4,381.50 4,390.75 9.25 0.2% 4,369.25
Low 4,346.25 4,338.50 -7.75 -0.2% 4,250.50
Close 4,375.00 4,341.25 -33.75 -0.8% 4,359.50
Range 35.25 52.25 17.00 48.2% 118.75
ATR 89.01 86.39 -2.63 -3.0% 0.00
Volume 132,675 232,729 100,054 75.4% 1,362,514
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,513.50 4,479.75 4,370.00
R3 4,461.25 4,427.50 4,355.50
R2 4,409.00 4,409.00 4,350.75
R1 4,375.25 4,375.25 4,346.00 4,366.00
PP 4,356.75 4,356.75 4,356.75 4,352.25
S1 4,323.00 4,323.00 4,336.50 4,313.75
S2 4,304.50 4,304.50 4,331.75
S3 4,252.25 4,270.75 4,327.00
S4 4,200.00 4,218.50 4,312.50
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 4,390.75 4,265.00 125.75 2.9% 56.25 1.3% 61% True False 244,247
10 4,390.75 4,066.00 324.75 7.5% 78.50 1.8% 85% True False 284,767
20 4,441.75 4,040.75 401.00 9.2% 87.75 2.0% 75% False False 301,322
40 4,565.00 3,901.00 664.00 15.3% 104.50 2.4% 66% False False 171,298
60 4,670.50 3,901.00 769.50 17.7% 89.50 2.1% 57% False False 114,279
80 4,677.25 3,901.00 776.25 17.9% 79.75 1.8% 57% False False 85,725
100 4,677.25 3,901.00 776.25 17.9% 68.25 1.6% 57% False False 68,581
120 4,677.25 3,901.00 776.25 17.9% 57.75 1.3% 57% False False 57,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,612.75
2.618 4,527.50
1.618 4,475.25
1.000 4,443.00
0.618 4,423.00
HIGH 4,390.75
0.618 4,370.75
0.500 4,364.50
0.382 4,358.50
LOW 4,338.50
0.618 4,306.25
1.000 4,286.25
1.618 4,254.00
2.618 4,201.75
4.250 4,116.50
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 4,364.50 4,357.50
PP 4,356.75 4,352.25
S1 4,349.00 4,346.75

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

View Archives - Comment on this page... - Back to Index of Symbols