E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 4,406.75 4,562.25 155.50 3.5% 4,434.50
High 4,565.50 4,637.50 72.00 1.6% 4,637.50
Low 4,402.00 4,562.00 160.00 3.6% 4,394.75
Close 4,552.75 4,611.50 58.75 1.3% 4,611.50
Range 163.50 75.50 -88.00 -53.8% 242.75
ATR 81.19 81.45 0.25 0.3% 0.00
Volume 348,494 361,589 13,095 3.8% 1,402,467
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,830.25 4,796.25 4,653.00
R3 4,754.75 4,720.75 4,632.25
R2 4,679.25 4,679.25 4,625.25
R1 4,645.25 4,645.25 4,618.50 4,662.25
PP 4,603.75 4,603.75 4,603.75 4,612.00
S1 4,569.75 4,569.75 4,604.50 4,586.75
S2 4,528.25 4,528.25 4,597.75
S3 4,452.75 4,494.25 4,590.75
S4 4,377.25 4,418.75 4,570.00
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 5,276.25 5,186.50 4,745.00
R3 5,033.50 4,943.75 4,678.25
R2 4,790.75 4,790.75 4,656.00
R1 4,701.00 4,701.00 4,633.75 4,746.00
PP 4,548.00 4,548.00 4,548.00 4,570.25
S1 4,458.25 4,458.25 4,589.25 4,503.00
S2 4,305.25 4,305.25 4,567.00
S3 4,062.50 4,215.50 4,544.75
S4 3,819.75 3,972.75 4,478.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,637.50 4,394.75 242.75 5.3% 77.50 1.7% 89% True False 280,493
10 4,637.50 4,317.50 320.00 6.9% 64.50 1.4% 92% True False 253,591
20 4,637.50 4,040.75 596.75 12.9% 80.25 1.7% 96% True False 290,305
40 4,637.50 4,040.75 596.75 12.9% 86.00 1.9% 96% True False 225,160
60 4,637.50 3,901.00 736.50 16.0% 91.25 2.0% 96% True False 150,438
80 4,677.25 3,901.00 776.25 16.8% 82.50 1.8% 92% False False 112,852
100 4,677.25 3,901.00 776.25 16.8% 73.50 1.6% 92% False False 90,286
120 4,677.25 3,901.00 776.25 16.8% 62.50 1.4% 92% False False 75,239
Crabel Price Patterns
NR True
NR4 False
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 11.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,958.50
2.618 4,835.25
1.618 4,759.75
1.000 4,713.00
0.618 4,684.25
HIGH 4,637.50
0.618 4,608.75
0.500 4,599.75
0.382 4,590.75
LOW 4,562.00
0.618 4,515.25
1.000 4,486.50
1.618 4,439.75
2.618 4,364.25
4.250 4,241.00
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 4,607.50 4,579.75
PP 4,603.75 4,548.00
S1 4,599.75 4,516.00

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

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