E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 4,334.50 4,353.00 18.50 0.4% 4,259.50
High 4,361.25 4,371.50 10.25 0.2% 4,361.25
Low 4,321.00 4,341.25 20.25 0.5% 4,245.00
Close 4,352.25 4,367.75 15.50 0.4% 4,352.25
Range 40.25 30.25 -10.00 -24.8% 116.25
ATR 82.30 78.58 -3.72 -4.5% 0.00
Volume 428 529 101 23.6% 905
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,451.00 4,439.50 4,384.50
R3 4,420.75 4,409.25 4,376.00
R2 4,390.50 4,390.50 4,373.25
R1 4,379.00 4,379.00 4,370.50 4,384.75
PP 4,360.25 4,360.25 4,360.25 4,363.00
S1 4,348.75 4,348.75 4,365.00 4,354.50
S2 4,330.00 4,330.00 4,362.25
S3 4,299.75 4,318.50 4,359.50
S4 4,269.50 4,288.25 4,351.00
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,668.25 4,626.50 4,416.25
R3 4,552.00 4,510.25 4,384.25
R2 4,435.75 4,435.75 4,373.50
R1 4,394.00 4,394.00 4,363.00 4,415.00
PP 4,319.50 4,319.50 4,319.50 4,330.00
S1 4,277.75 4,277.75 4,341.50 4,298.50
S2 4,203.25 4,203.25 4,331.00
S3 4,087.00 4,161.50 4,320.25
S4 3,970.75 4,045.25 4,288.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,371.50 4,259.75 111.75 2.6% 53.25 1.2% 97% True False 236
10 4,371.50 4,034.25 337.25 7.7% 79.00 1.8% 99% True False 248
20 4,426.25 4,034.25 392.00 9.0% 81.75 1.9% 85% False False 135
40 4,551.00 3,975.75 575.25 13.2% 68.50 1.6% 68% False False 69
60 4,665.25 3,975.75 689.50 15.8% 58.25 1.3% 57% False False 46
80 4,665.25 3,975.75 689.50 15.8% 48.75 1.1% 57% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.85
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4,500.00
2.618 4,450.75
1.618 4,420.50
1.000 4,401.75
0.618 4,390.25
HIGH 4,371.50
0.618 4,360.00
0.500 4,356.50
0.382 4,352.75
LOW 4,341.25
0.618 4,322.50
1.000 4,311.00
1.618 4,292.25
2.618 4,262.00
4.250 4,212.75
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 4,364.00 4,350.50
PP 4,360.25 4,333.50
S1 4,356.50 4,316.25

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

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