E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 4,355.00 4,406.75 51.75 1.2% 4,404.50
High 4,409.00 4,433.75 24.75 0.6% 4,432.25
Low 4,348.50 4,404.00 55.50 1.3% 4,321.75
Close 4,399.50 4,420.50 21.00 0.5% 4,341.00
Range 60.50 29.75 -30.75 -50.8% 110.50
ATR 45.02 44.25 -0.77 -1.7% 0.00
Volume 41 60 19 46.3% 290
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,508.75 4,494.25 4,436.75
R3 4,479.00 4,464.50 4,428.75
R2 4,449.25 4,449.25 4,426.00
R1 4,434.75 4,434.75 4,423.25 4,442.00
PP 4,419.50 4,419.50 4,419.50 4,423.00
S1 4,405.00 4,405.00 4,417.75 4,412.25
S2 4,389.75 4,389.75 4,415.00
S3 4,360.00 4,375.25 4,412.25
S4 4,330.25 4,345.50 4,404.25
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,696.50 4,629.25 4,401.75
R3 4,586.00 4,518.75 4,371.50
R2 4,475.50 4,475.50 4,361.25
R1 4,408.25 4,408.25 4,351.25 4,386.50
PP 4,365.00 4,365.00 4,365.00 4,354.25
S1 4,297.75 4,297.75 4,330.75 4,276.00
S2 4,254.50 4,254.50 4,320.75
S3 4,144.00 4,187.25 4,310.50
S4 4,033.50 4,076.75 4,280.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,433.75 4,321.75 112.00 2.5% 47.25 1.1% 88% True False 45
10 4,433.75 4,321.75 112.00 2.5% 41.50 0.9% 88% True False 80
20 4,433.75 4,253.50 180.25 4.1% 47.75 1.1% 93% True False 57
40 4,463.50 4,253.50 210.00 4.8% 32.25 0.7% 80% False False 31
60 4,463.50 4,100.00 363.50 8.2% 26.25 0.6% 88% False False 21
80 4,463.50 4,068.50 395.00 8.9% 23.00 0.5% 89% False False 17
100 4,463.50 4,056.50 407.00 9.2% 19.75 0.4% 89% False False 13
120 4,463.50 4,038.50 425.00 9.6% 16.50 0.4% 90% False False 11
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 3.85
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,560.25
2.618 4,511.75
1.618 4,482.00
1.000 4,463.50
0.618 4,452.25
HIGH 4,433.75
0.618 4,422.50
0.500 4,419.00
0.382 4,415.25
LOW 4,404.00
0.618 4,385.50
1.000 4,374.25
1.618 4,355.75
2.618 4,326.00
4.250 4,277.50
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 4,420.00 4,406.25
PP 4,419.50 4,392.00
S1 4,419.00 4,377.75

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

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