E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	4,451.50	4,422.75	-28.75	-0.6%	4,355.00
High	4,456.00	4,456.25	0.25	0.0%	4,439.00
Low	4,414.00	4,394.75	-19.25	-0.4%	4,317.50
Close	4,424.75	4,399.25	-25.50	-0.6%	4,434.75
Range	42.00	61.50	19.50	46.4%	121.50
ATR	75.66	74.65	-1.01	-1.3%	0.00
Volume	200,211	289,766	89,555	44.7%	1,133,445

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,601.25	4,561.75	4,433.00
R3	4,539.75	4,500.25	4,416.25
R2	4,478.25	4,478.25	4,410.50
R1	4,438.75	4,438.75	4,405.00	4,427.75
PP	4,416.75	4,416.75	4,416.75	4,411.25
S1	4,377.25	4,377.25	4,393.50	4,366.25
S2	4,355.25	4,355.25	4,388.00
S3	4,293.75	4,315.75	4,382.25
S4	4,232.25	4,254.25	4,365.50

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	4,456.25	4,332.50	123.75	2.8%	54.00	1.2%	54%	True	False	235,123
10	4,456.25	4,265.00	191.25	4.3%	53.50	1.2%	70%	True	False	235,167
20	4,456.25	4,040.75	415.50	9.4%	79.50	1.8%	86%	True	False	289,800
40	4,456.25	3,953.00	503.25	11.4%	90.00	2.0%	89%	True	False	207,533
60	4,620.00	3,901.00	719.00	16.3%	88.75	2.0%	69%	False	False	138,608
80	4,677.25	3,901.00	776.25	17.6%	80.25	1.8%	64%	False	False	103,977
100	4,677.25	3,901.00	776.25	17.6%	71.25	1.6%	64%	False	False	83,185
120	4,677.25	3,901.00	776.25	17.6%	60.50	1.4%	64%	False	False	69,322

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.70
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,717.50
2.618	4,617.25
1.618	4,555.75
1.000	4,517.75
0.618	4,494.25
HIGH	4,456.25
0.618	4,432.75
0.500	4,425.50
0.382	4,418.25
LOW	4,394.75
0.618	4,356.75
1.000	4,333.25
1.618	4,295.25
2.618	4,233.75
4.250	4,133.50

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	4,425.50	4,425.50
PP	4,416.75	4,416.75
S1	4,408.00	4,408.00

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