E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 4,490.00 4,476.50 -13.50 -0.3% 4,446.75
High 4,501.50 4,510.50 9.00 0.2% 4,501.50
Low 4,474.25 4,470.75 -3.50 -0.1% 4,375.50
Close 4,482.75 4,501.00 18.25 0.4% 4,482.75
Range 27.25 39.75 12.50 45.9% 126.00
ATR 49.73 49.01 -0.71 -1.4% 0.00
Volume 143 100 -43 -30.1% 356
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 4,613.25 4,597.00 4,522.75
R3 4,573.50 4,557.25 4,512.00
R2 4,533.75 4,533.75 4,508.25
R1 4,517.50 4,517.50 4,504.75 4,525.50
PP 4,494.00 4,494.00 4,494.00 4,498.25
S1 4,477.75 4,477.75 4,497.25 4,486.00
S2 4,454.25 4,454.25 4,493.75
S3 4,414.50 4,438.00 4,490.00
S4 4,374.75 4,398.25 4,479.25
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 4,831.25 4,783.00 4,552.00
R3 4,705.25 4,657.00 4,517.50
R2 4,579.25 4,579.25 4,505.75
R1 4,531.00 4,531.00 4,494.25 4,555.00
PP 4,453.25 4,453.25 4,453.25 4,465.25
S1 4,405.00 4,405.00 4,471.25 4,429.00
S2 4,327.25 4,327.25 4,459.75
S3 4,201.25 4,279.00 4,448.00
S4 4,075.25 4,153.00 4,413.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,510.50 4,375.50 135.00 3.0% 45.25 1.0% 93% True False 82
10 4,510.50 4,340.00 170.50 3.8% 48.50 1.1% 94% True False 73
20 4,541.50 4,340.00 201.50 4.5% 49.75 1.1% 80% False False 72
40 4,541.50 4,253.50 288.00 6.4% 48.75 1.1% 86% False False 63
60 4,541.50 4,253.50 288.00 6.4% 37.75 0.8% 86% False False 44
80 4,541.50 4,100.00 441.50 9.8% 31.75 0.7% 91% False False 33
100 4,541.50 4,068.50 473.00 10.5% 28.00 0.6% 91% False False 27
120 4,541.50 4,056.50 485.00 10.8% 24.50 0.5% 92% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,679.50
2.618 4,614.50
1.618 4,574.75
1.000 4,550.25
0.618 4,535.00
HIGH 4,510.50
0.618 4,495.25
0.500 4,490.50
0.382 4,486.00
LOW 4,470.75
0.618 4,446.25
1.000 4,431.00
1.618 4,406.50
2.618 4,366.75
4.250 4,301.75
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 4,497.50 4,488.00
PP 4,494.00 4,475.25
S1 4,490.50 4,462.50

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

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