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

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

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