E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 4,427.25 4,480.00 52.75 1.2% 4,506.75
High 4,491.75 4,505.75 14.00 0.3% 4,533.50
Low 4,423.75 4,473.50 49.75 1.1% 4,443.50
Close 4,482.25 4,484.00 1.75 0.0% 4,475.25
Range 68.00 32.25 -35.75 -52.6% 90.00
ATR 51.08 49.73 -1.34 -2.6% 0.00
Volume 25,551 93,865 68,314 267.4% 10,497
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,584.50 4,566.50 4,501.75
R3 4,552.25 4,534.25 4,492.75
R2 4,520.00 4,520.00 4,490.00
R1 4,502.00 4,502.00 4,487.00 4,511.00
PP 4,487.75 4,487.75 4,487.75 4,492.25
S1 4,469.75 4,469.75 4,481.00 4,478.75
S2 4,455.50 4,455.50 4,478.00
S3 4,423.25 4,437.50 4,475.25
S4 4,391.00 4,405.25 4,466.25
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,754.00 4,704.75 4,524.75
R3 4,664.00 4,614.75 4,500.00
R2 4,574.00 4,574.00 4,491.75
R1 4,524.75 4,524.75 4,483.50 4,504.50
PP 4,484.00 4,484.00 4,484.00 4,474.00
S1 4,434.75 4,434.75 4,467.00 4,414.50
S2 4,394.00 4,394.00 4,458.75
S3 4,304.00 4,344.75 4,450.50
S4 4,214.00 4,254.75 4,425.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,505.75 4,382.75 123.00 2.7% 53.75 1.2% 82% True False 27,329
10 4,538.75 4,382.75 156.00 3.5% 50.50 1.1% 65% False False 14,273
20 4,544.00 4,382.75 161.25 3.6% 48.50 1.1% 63% False False 7,208
40 4,544.00 4,321.75 222.25 5.0% 50.00 1.1% 73% False False 3,637
60 4,544.00 4,253.50 290.50 6.5% 48.00 1.1% 79% False False 2,441
80 4,544.00 4,253.50 290.50 6.5% 38.75 0.9% 79% False False 1,831
100 4,544.00 4,100.00 444.00 9.9% 34.00 0.8% 86% False False 1,466
120 4,544.00 4,068.50 475.50 10.6% 30.50 0.7% 87% False False 1,222
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.45
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,642.75
2.618 4,590.25
1.618 4,558.00
1.000 4,538.00
0.618 4,525.75
HIGH 4,505.75
0.618 4,493.50
0.500 4,489.50
0.382 4,485.75
LOW 4,473.50
0.618 4,453.50
1.000 4,441.25
1.618 4,421.25
2.618 4,389.00
4.250 4,336.50
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 4,489.50 4,470.75
PP 4,487.75 4,457.50
S1 4,486.00 4,444.25

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

View Archives - Comment on this page... - Back to Index of Symbols