E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 4,430.00 4,427.75 -2.25 -0.1% 4,477.00
High 4,437.25 4,456.50 19.25 0.4% 4,505.75
Low 4,386.50 4,395.75 9.25 0.2% 4,382.75
Close 4,428.00 4,451.75 23.75 0.5% 4,447.25
Range 50.75 60.75 10.00 19.7% 123.00
ATR 50.17 50.93 0.76 1.5% 0.00
Volume 264,706 219,413 -45,293 -17.1% 323,750
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,617.00 4,595.00 4,485.25
R3 4,556.25 4,534.25 4,468.50
R2 4,495.50 4,495.50 4,463.00
R1 4,473.50 4,473.50 4,457.25 4,484.50
PP 4,434.75 4,434.75 4,434.75 4,440.00
S1 4,412.75 4,412.75 4,446.25 4,423.75
S2 4,374.00 4,374.00 4,440.50
S3 4,313.25 4,352.00 4,435.00
S4 4,252.50 4,291.25 4,418.25
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,814.25 4,753.75 4,515.00
R3 4,691.25 4,630.75 4,481.00
R2 4,568.25 4,568.25 4,469.75
R1 4,507.75 4,507.75 4,458.50 4,476.50
PP 4,445.25 4,445.25 4,445.25 4,429.50
S1 4,384.75 4,384.75 4,436.00 4,353.50
S2 4,322.25 4,322.25 4,424.75
S3 4,199.25 4,261.75 4,413.50
S4 4,076.25 4,138.75 4,379.50
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 4,386.50 119.25 2.7% 51.25 1.2% 55% False False 159,086
10 4,533.50 4,382.75 150.75 3.4% 51.50 1.2% 46% False False 81,633
20 4,544.00 4,382.75 161.25 3.6% 49.50 1.1% 43% False False 40,995
40 4,544.00 4,340.00 204.00 4.6% 49.50 1.1% 55% False False 20,533
60 4,544.00 4,253.50 290.50 6.5% 49.00 1.1% 68% False False 13,707
80 4,544.00 4,253.50 290.50 6.5% 40.75 0.9% 68% False False 10,281
100 4,544.00 4,100.00 444.00 10.0% 35.25 0.8% 79% False False 8,226
120 4,544.00 4,068.50 475.50 10.7% 31.75 0.7% 81% False False 6,855
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 6.65
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,714.75
2.618 4,615.50
1.618 4,554.75
1.000 4,517.25
0.618 4,494.00
HIGH 4,456.50
0.618 4,433.25
0.500 4,426.00
0.382 4,419.00
LOW 4,395.75
0.618 4,358.25
1.000 4,335.00
1.618 4,297.50
2.618 4,236.75
4.250 4,137.50
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 4,443.25 4,446.50
PP 4,434.75 4,441.00
S1 4,426.00 4,435.75

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

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