E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 4,482.50 4,523.50 41.00 0.9% 4,476.50
High 4,531.00 4,535.00 4.00 0.1% 4,535.00
Low 4,482.50 4,516.50 34.00 0.8% 4,470.75
Close 4,522.50 4,522.50 0.00 0.0% 4,522.50
Range 48.50 18.50 -30.00 -61.9% 64.25
ATR 47.57 45.49 -2.08 -4.4% 0.00
Volume 83 75 -8 -9.6% 411
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 4,580.25 4,569.75 4,532.75
R3 4,561.75 4,551.25 4,527.50
R2 4,543.25 4,543.25 4,526.00
R1 4,532.75 4,532.75 4,524.25 4,528.75
PP 4,524.75 4,524.75 4,524.75 4,522.50
S1 4,514.25 4,514.25 4,520.75 4,510.25
S2 4,506.25 4,506.25 4,519.00
S3 4,487.75 4,495.75 4,517.50
S4 4,469.25 4,477.25 4,512.25
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 4,702.25 4,676.50 4,557.75
R3 4,638.00 4,612.25 4,540.25
R2 4,573.75 4,573.75 4,534.25
R1 4,548.00 4,548.00 4,528.50 4,561.00
PP 4,509.50 4,509.50 4,509.50 4,515.75
S1 4,483.75 4,483.75 4,516.50 4,496.50
S2 4,445.25 4,445.25 4,510.75
S3 4,381.00 4,419.50 4,504.75
S4 4,316.75 4,355.25 4,487.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,535.00 4,470.75 64.25 1.4% 36.50 0.8% 81% True False 82
10 4,535.00 4,375.50 159.50 3.5% 39.00 0.9% 92% True False 76
20 4,541.50 4,340.00 201.50 4.5% 47.75 1.1% 91% False False 77
40 4,541.50 4,253.50 288.00 6.4% 46.75 1.0% 93% False False 69
60 4,541.50 4,253.50 288.00 6.4% 39.75 0.9% 93% False False 49
80 4,541.50 4,122.75 418.75 9.3% 32.75 0.7% 95% False False 37
100 4,541.50 4,068.50 473.00 10.5% 29.00 0.6% 96% False False 30
120 4,541.50 4,056.50 485.00 10.7% 25.50 0.6% 96% False False 25
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.68
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 4,613.50
2.618 4,583.50
1.618 4,565.00
1.000 4,553.50
0.618 4,546.50
HIGH 4,535.00
0.618 4,528.00
0.500 4,525.75
0.382 4,523.50
LOW 4,516.50
0.618 4,505.00
1.000 4,498.00
1.618 4,486.50
2.618 4,468.00
4.250 4,438.00
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 4,525.75 4,517.50
PP 4,524.75 4,512.50
S1 4,523.50 4,507.50

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

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