E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 4,527.75 4,522.75 -5.00 -0.1% 4,355.00
High 4,541.50 4,522.75 -18.75 -0.4% 4,525.50
Low 4,503.00 4,474.75 -28.25 -0.6% 4,348.50
Close 4,517.25 4,508.50 -8.75 -0.2% 4,521.75
Range 38.50 48.00 9.50 24.7% 177.00
ATR 46.06 46.20 0.14 0.3% 0.00
Volume 34 70 36 105.9% 250
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,646.00 4,625.25 4,535.00
R3 4,598.00 4,577.25 4,521.75
R2 4,550.00 4,550.00 4,517.25
R1 4,529.25 4,529.25 4,513.00 4,515.50
PP 4,502.00 4,502.00 4,502.00 4,495.25
S1 4,481.25 4,481.25 4,504.00 4,467.50
S2 4,454.00 4,454.00 4,499.75
S3 4,406.00 4,433.25 4,495.25
S4 4,358.00 4,385.25 4,482.00
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,996.25 4,936.00 4,619.00
R3 4,819.25 4,759.00 4,570.50
R2 4,642.25 4,642.25 4,554.25
R1 4,582.00 4,582.00 4,538.00 4,612.00
PP 4,465.25 4,465.25 4,465.25 4,480.25
S1 4,405.00 4,405.00 4,505.50 4,435.00
S2 4,288.25 4,288.25 4,489.25
S3 4,111.25 4,228.00 4,473.00
S4 3,934.25 4,051.00 4,424.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,541.50 4,394.75 146.75 3.3% 47.75 1.1% 78% False False 50
10 4,541.50 4,321.75 219.75 4.9% 47.50 1.1% 85% False False 48
20 4,541.50 4,253.50 288.00 6.4% 45.25 1.0% 89% False False 64
40 4,541.50 4,253.50 288.00 6.4% 37.75 0.8% 89% False False 37
60 4,541.50 4,160.50 381.00 8.5% 27.50 0.6% 91% False False 25
80 4,541.50 4,068.50 473.00 10.5% 25.00 0.6% 93% False False 20
100 4,541.50 4,056.50 485.00 10.8% 22.00 0.5% 93% False False 16
120 4,541.50 4,056.50 485.00 10.8% 18.50 0.4% 93% False False 13
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 7.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,726.75
2.618 4,648.50
1.618 4,600.50
1.000 4,570.75
0.618 4,552.50
HIGH 4,522.75
0.618 4,504.50
0.500 4,498.75
0.382 4,493.00
LOW 4,474.75
0.618 4,445.00
1.000 4,426.75
1.618 4,397.00
2.618 4,349.00
4.250 4,270.75
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 4,505.25 4,508.50
PP 4,502.00 4,508.25
S1 4,498.75 4,508.00

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

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