E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 4,446.75 4,425.00 -21.75 -0.5% 4,459.25
High 4,446.75 4,430.00 -16.75 -0.4% 4,491.00
Low 4,425.00 4,375.50 -49.50 -1.1% 4,340.00
Close 4,425.00 4,414.75 -10.25 -0.2% 4,443.00
Range 21.75 54.50 32.75 150.6% 151.00
ATR 50.83 51.10 0.26 0.5% 0.00
Volume 45 54 9 20.0% 368
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 4,570.25 4,547.00 4,444.75
R3 4,515.75 4,492.50 4,429.75
R2 4,461.25 4,461.25 4,424.75
R1 4,438.00 4,438.00 4,419.75 4,422.50
PP 4,406.75 4,406.75 4,406.75 4,399.00
S1 4,383.50 4,383.50 4,409.75 4,368.00
S2 4,352.25 4,352.25 4,404.75
S3 4,297.75 4,329.00 4,399.75
S4 4,243.25 4,274.50 4,384.75
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 4,877.75 4,811.25 4,526.00
R3 4,726.75 4,660.25 4,484.50
R2 4,575.75 4,575.75 4,470.75
R1 4,509.25 4,509.25 4,456.75 4,467.00
PP 4,424.75 4,424.75 4,424.75 4,403.50
S1 4,358.25 4,358.25 4,429.25 4,316.00
S2 4,273.75 4,273.75 4,415.25
S3 4,122.75 4,207.25 4,401.50
S4 3,971.75 4,056.25 4,360.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,452.00 4,340.00 112.00 2.5% 48.50 1.1% 67% False False 67
10 4,505.25 4,340.00 165.25 3.7% 55.25 1.3% 45% False False 77
20 4,541.50 4,321.75 219.75 5.0% 51.50 1.2% 42% False False 62
40 4,541.50 4,253.50 288.00 6.5% 49.00 1.1% 56% False False 56
60 4,541.50 4,253.50 288.00 6.5% 35.00 0.8% 56% False False 38
80 4,541.50 4,100.00 441.50 10.0% 29.75 0.7% 71% False False 29
100 4,541.50 4,068.50 473.00 10.7% 26.50 0.6% 73% False False 24
120 4,541.50 4,056.50 485.00 11.0% 23.00 0.5% 74% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,661.50
2.618 4,572.75
1.618 4,518.25
1.000 4,484.50
0.618 4,463.75
HIGH 4,430.00
0.618 4,409.25
0.500 4,402.75
0.382 4,396.25
LOW 4,375.50
0.618 4,341.75
1.000 4,321.00
1.618 4,287.25
2.618 4,232.75
4.250 4,144.00
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 4,410.75 4,414.50
PP 4,406.75 4,414.00
S1 4,402.75 4,413.75

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

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