E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 4,334.25 4,335.25 1.00 0.0% 4,257.75
High 4,365.25 4,412.00 46.75 1.1% 4,369.25
Low 4,317.50 4,332.50 15.00 0.3% 4,250.50
Close 4,326.50 4,411.75 85.25 2.0% 4,359.50
Range 47.75 79.50 31.75 66.5% 118.75
ATR 83.63 83.76 0.13 0.2% 0.00
Volume 284,807 275,986 -8,821 -3.1% 1,362,514
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,624.00 4,597.25 4,455.50
R3 4,544.50 4,517.75 4,433.50
R2 4,465.00 4,465.00 4,426.25
R1 4,438.25 4,438.25 4,419.00 4,451.50
PP 4,385.50 4,385.50 4,385.50 4,392.00
S1 4,358.75 4,358.75 4,404.50 4,372.00
S2 4,306.00 4,306.00 4,397.25
S3 4,226.50 4,279.25 4,390.00
S4 4,147.00 4,199.75 4,368.00
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 4,412.00 4,317.50 94.50 2.1% 52.00 1.2% 100% True False 227,005
10 4,412.00 4,111.50 300.50 6.8% 69.75 1.6% 100% True False 269,360
20 4,412.00 4,040.75 371.25 8.4% 87.50 2.0% 100% True False 302,124
40 4,499.00 3,901.00 598.00 13.6% 105.25 2.4% 85% False False 185,308
60 4,630.25 3,901.00 729.25 16.5% 89.75 2.0% 70% False False 123,623
80 4,677.25 3,901.00 776.25 17.6% 80.50 1.8% 66% False False 92,734
100 4,677.25 3,901.00 776.25 17.6% 69.50 1.6% 66% False False 74,189
120 4,677.25 3,901.00 776.25 17.6% 59.00 1.3% 66% False False 61,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,750.00
2.618 4,620.25
1.618 4,540.75
1.000 4,491.50
0.618 4,461.25
HIGH 4,412.00
0.618 4,381.75
0.500 4,372.25
0.382 4,362.75
LOW 4,332.50
0.618 4,283.25
1.000 4,253.00
1.618 4,203.75
2.618 4,124.25
4.250 3,994.50
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 4,398.50 4,396.00
PP 4,385.50 4,380.50
S1 4,372.25 4,364.75

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

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