E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 4,635.25 4,664.25 29.00 0.6% 4,434.50
High 4,678.25 4,670.25 -8.00 -0.2% 4,637.50
Low 4,600.50 4,642.75 42.25 0.9% 4,394.75
Close 4,673.75 4,661.75 -12.00 -0.3% 4,611.50
Range 77.75 27.50 -50.25 -64.6% 242.75
ATR 76.41 73.17 -3.24 -4.2% 0.00
Volume 306,875 184,529 -122,346 -39.9% 1,402,467
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,740.75 4,728.75 4,677.00
R3 4,713.25 4,701.25 4,669.25
R2 4,685.75 4,685.75 4,666.75
R1 4,673.75 4,673.75 4,664.25 4,666.00
PP 4,658.25 4,658.25 4,658.25 4,654.50
S1 4,646.25 4,646.25 4,659.25 4,638.50
S2 4,630.75 4,630.75 4,656.75
S3 4,603.25 4,618.75 4,654.25
S4 4,575.75 4,591.25 4,646.50
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 4,678.25 4,562.00 116.25 2.5% 53.75 1.2% 86% False False 251,011
10 4,678.25 4,394.75 283.50 6.1% 62.25 1.3% 94% False False 250,318
20 4,678.25 4,111.50 566.75 12.2% 66.00 1.4% 97% False False 259,839
40 4,678.25 4,040.75 637.50 13.7% 81.00 1.7% 97% False False 247,085
60 4,678.25 3,901.00 777.25 16.7% 91.25 2.0% 98% False False 165,320
80 4,678.25 3,901.00 777.25 16.7% 81.75 1.8% 98% False False 124,017
100 4,678.25 3,901.00 777.25 16.7% 74.75 1.6% 98% False False 99,221
120 4,678.25 3,901.00 777.25 16.7% 63.75 1.4% 98% False False 82,684
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.75
Narrowest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 4,787.00
2.618 4,742.25
1.618 4,714.75
1.000 4,697.75
0.618 4,687.25
HIGH 4,670.25
0.618 4,659.75
0.500 4,656.50
0.382 4,653.25
LOW 4,642.75
0.618 4,625.75
1.000 4,615.25
1.618 4,598.25
2.618 4,570.75
4.250 4,526.00
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 4,660.00 4,654.25
PP 4,658.25 4,646.75
S1 4,656.50 4,639.50

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

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