E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 4,335.25 4,409.75 74.50 1.7% 4,355.00
High 4,412.00 4,439.00 27.00 0.6% 4,439.00
Low 4,332.50 4,396.00 63.50 1.5% 4,317.50
Close 4,411.75 4,434.75 23.00 0.5% 4,434.75
Range 79.50 43.00 -36.50 -45.9% 121.50
ATR 83.76 80.85 -2.91 -3.5% 0.00
Volume 275,986 207,248 -68,738 -24.9% 1,133,445
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,552.25 4,536.50 4,458.50
R3 4,509.25 4,493.50 4,446.50
R2 4,466.25 4,466.25 4,442.75
R1 4,450.50 4,450.50 4,438.75 4,458.50
PP 4,423.25 4,423.25 4,423.25 4,427.25
S1 4,407.50 4,407.50 4,430.75 4,415.50
S2 4,380.25 4,380.25 4,426.75
S3 4,337.25 4,364.50 4,423.00
S4 4,294.25 4,321.50 4,411.00
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,761.50 4,719.75 4,501.50
R3 4,640.00 4,598.25 4,468.25
R2 4,518.50 4,518.50 4,457.00
R1 4,476.75 4,476.75 4,446.00 4,497.50
PP 4,397.00 4,397.00 4,397.00 4,407.50
S1 4,355.25 4,355.25 4,423.50 4,376.00
S2 4,275.50 4,275.50 4,412.50
S3 4,154.00 4,233.75 4,401.25
S4 4,032.50 4,112.25 4,368.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,439.00 4,317.50 121.50 2.7% 51.50 1.2% 97% True False 226,689
10 4,439.00 4,250.50 188.50 4.3% 59.00 1.3% 98% True False 249,595
20 4,439.00 4,040.75 398.25 9.0% 85.50 1.9% 99% True False 295,835
40 4,441.75 3,901.00 540.75 12.2% 102.75 2.3% 99% False False 190,472
60 4,630.25 3,901.00 729.25 16.4% 89.75 2.0% 73% False False 127,076
80 4,677.25 3,901.00 776.25 17.5% 80.50 1.8% 69% False False 95,324
100 4,677.25 3,901.00 776.25 17.5% 70.00 1.6% 69% False False 76,262
120 4,677.25 3,901.00 776.25 17.5% 59.25 1.3% 69% False False 63,552
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 12.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,621.75
2.618 4,551.50
1.618 4,508.50
1.000 4,482.00
0.618 4,465.50
HIGH 4,439.00
0.618 4,422.50
0.500 4,417.50
0.382 4,412.50
LOW 4,396.00
0.618 4,369.50
1.000 4,353.00
1.618 4,326.50
2.618 4,283.50
4.250 4,213.25
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 4,429.00 4,416.00
PP 4,423.25 4,397.00
S1 4,417.50 4,378.25

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

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