E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 4,409.75 4,434.50 24.75 0.6% 4,355.00
High 4,439.00 4,455.50 16.50 0.4% 4,439.00
Low 4,396.00 4,411.00 15.00 0.3% 4,317.50
Close 4,434.75 4,454.50 19.75 0.4% 4,434.75
Range 43.00 44.50 1.50 3.5% 121.50
ATR 80.85 78.25 -2.60 -3.2% 0.00
Volume 207,248 202,407 -4,841 -2.3% 1,133,445
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,573.75 4,558.75 4,479.00
R3 4,529.25 4,514.25 4,466.75
R2 4,484.75 4,484.75 4,462.75
R1 4,469.75 4,469.75 4,458.50 4,477.25
PP 4,440.25 4,440.25 4,440.25 4,444.00
S1 4,425.25 4,425.25 4,450.50 4,432.75
S2 4,395.75 4,395.75 4,446.25
S3 4,351.25 4,380.75 4,442.25
S4 4,306.75 4,336.25 4,430.00
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 4,455.50 4,317.50 138.00 3.1% 53.50 1.2% 99% True False 240,635
10 4,455.50 4,263.50 192.00 4.3% 55.50 1.2% 99% True False 245,605
20 4,455.50 4,040.75 414.75 9.3% 84.00 1.9% 100% True False 293,230
40 4,455.50 3,901.00 554.50 12.4% 99.25 2.2% 100% True False 195,515
60 4,620.00 3,901.00 719.00 16.1% 89.00 2.0% 77% False False 130,447
80 4,677.25 3,901.00 776.25 17.4% 80.75 1.8% 71% False False 97,853
100 4,677.25 3,901.00 776.25 17.4% 70.50 1.6% 71% False False 78,286
120 4,677.25 3,901.00 776.25 17.4% 59.50 1.3% 71% False False 65,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,644.50
2.618 4,572.00
1.618 4,527.50
1.000 4,500.00
0.618 4,483.00
HIGH 4,455.50
0.618 4,438.50
0.500 4,433.25
0.382 4,428.00
LOW 4,411.00
0.618 4,383.50
1.000 4,366.50
1.618 4,339.00
2.618 4,294.50
4.250 4,222.00
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 4,447.50 4,434.25
PP 4,440.25 4,414.25
S1 4,433.25 4,394.00

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

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