E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 4,619.75 4,635.25 15.50 0.3% 4,434.50
High 4,651.75 4,678.25 26.50 0.6% 4,637.50
Low 4,601.25 4,600.50 -0.75 0.0% 4,394.75
Close 4,632.25 4,673.75 41.50 0.9% 4,611.50
Range 50.50 77.75 27.25 54.0% 242.75
ATR 76.31 76.41 0.10 0.1% 0.00
Volume 217,939 306,875 88,936 40.8% 1,402,467
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,884.00 4,856.75 4,716.50
R3 4,806.25 4,779.00 4,695.25
R2 4,728.50 4,728.50 4,688.00
R1 4,701.25 4,701.25 4,681.00 4,715.00
PP 4,650.75 4,650.75 4,650.75 4,657.75
S1 4,623.50 4,623.50 4,666.50 4,637.00
S2 4,573.00 4,573.00 4,659.50
S3 4,495.25 4,545.75 4,652.25
S4 4,417.50 4,468.00 4,631.00
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 4,678.25 4,402.00 276.25 5.9% 81.00 1.7% 98% True False 283,804
10 4,678.25 4,332.50 345.75 7.4% 67.50 1.4% 99% True False 259,464
20 4,678.25 4,111.50 566.75 12.1% 70.25 1.5% 99% True False 269,002
40 4,678.25 4,040.75 637.50 13.6% 83.50 1.8% 99% True False 242,593
60 4,678.25 3,901.00 777.25 16.6% 92.00 2.0% 99% True False 162,246
80 4,678.25 3,901.00 777.25 16.6% 82.25 1.8% 99% True False 121,711
100 4,678.25 3,901.00 777.25 16.6% 74.50 1.6% 99% True False 97,376
120 4,678.25 3,901.00 777.25 16.6% 63.50 1.4% 99% True False 81,147
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,008.75
2.618 4,881.75
1.618 4,804.00
1.000 4,756.00
0.618 4,726.25
HIGH 4,678.25
0.618 4,648.50
0.500 4,639.50
0.382 4,630.25
LOW 4,600.50
0.618 4,552.50
1.000 4,522.75
1.618 4,474.75
2.618 4,397.00
4.250 4,270.00
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 4,662.25 4,661.00
PP 4,650.75 4,648.25
S1 4,639.50 4,635.50

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

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