E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 4,614.00 4,619.75 5.75 0.1% 4,434.50
High 4,630.00 4,651.75 21.75 0.5% 4,637.50
Low 4,592.75 4,601.25 8.50 0.2% 4,394.75
Close 4,616.25 4,632.25 16.00 0.3% 4,611.50
Range 37.25 50.50 13.25 35.6% 242.75
ATR 78.29 76.31 -1.99 -2.5% 0.00
Volume 184,127 217,939 33,812 18.4% 1,402,467
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,780.00 4,756.50 4,660.00
R3 4,729.50 4,706.00 4,646.25
R2 4,679.00 4,679.00 4,641.50
R1 4,655.50 4,655.50 4,637.00 4,667.25
PP 4,628.50 4,628.50 4,628.50 4,634.25
S1 4,605.00 4,605.00 4,627.50 4,616.75
S2 4,578.00 4,578.00 4,623.00
S3 4,527.50 4,554.50 4,618.25
S4 4,477.00 4,504.00 4,604.50
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 4,651.75 4,394.75 257.00 5.5% 77.75 1.7% 92% True False 280,383
10 4,651.75 4,317.50 334.25 7.2% 64.50 1.4% 94% True False 257,257
20 4,651.75 4,066.00 585.75 12.6% 71.50 1.5% 97% True False 271,012
40 4,651.75 4,040.75 611.00 13.2% 85.00 1.8% 97% True False 235,125
60 4,651.75 3,901.00 750.75 16.2% 91.25 2.0% 97% True False 157,136
80 4,677.25 3,901.00 776.25 16.8% 82.50 1.8% 94% False False 117,876
100 4,677.25 3,901.00 776.25 16.8% 74.25 1.6% 94% False False 94,307
120 4,677.25 3,901.00 776.25 16.8% 63.00 1.4% 94% False False 78,589
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 12.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,866.50
2.618 4,784.00
1.618 4,733.50
1.000 4,702.25
0.618 4,683.00
HIGH 4,651.75
0.618 4,632.50
0.500 4,626.50
0.382 4,620.50
LOW 4,601.25
0.618 4,570.00
1.000 4,550.75
1.618 4,519.50
2.618 4,469.00
4.250 4,386.50
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 4,630.25 4,623.75
PP 4,628.50 4,615.25
S1 4,626.50 4,607.00

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

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