E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 4,454.25 4,530.00 75.75 1.7% 4,430.00
High 4,535.00 4,539.75 4.75 0.1% 4,539.75
Low 4,440.00 4,496.25 56.25 1.3% 4,386.50
Close 4,530.75 4,499.75 -31.00 -0.7% 4,499.75
Range 95.00 43.50 -51.50 -54.2% 153.25
ATR 53.67 52.94 -0.73 -1.4% 0.00
Volume 275,557 162,664 -112,893 -41.0% 1,147,413
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,642.50 4,614.50 4,523.75
R3 4,599.00 4,571.00 4,511.75
R2 4,555.50 4,555.50 4,507.75
R1 4,527.50 4,527.50 4,503.75 4,519.75
PP 4,512.00 4,512.00 4,512.00 4,508.00
S1 4,484.00 4,484.00 4,495.75 4,476.25
S2 4,468.50 4,468.50 4,491.75
S3 4,425.00 4,440.50 4,487.75
S4 4,381.50 4,397.00 4,475.75
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,935.00 4,870.75 4,584.00
R3 4,781.75 4,717.50 4,542.00
R2 4,628.50 4,628.50 4,527.75
R1 4,564.25 4,564.25 4,513.75 4,596.50
PP 4,475.25 4,475.25 4,475.25 4,491.50
S1 4,411.00 4,411.00 4,485.75 4,443.00
S2 4,322.00 4,322.00 4,471.75
S3 4,168.75 4,257.75 4,457.50
S4 4,015.50 4,104.50 4,415.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,539.75 4,386.50 153.25 3.4% 59.00 1.3% 74% True False 229,482
10 4,539.75 4,382.75 157.00 3.5% 55.25 1.2% 75% True False 147,116
20 4,544.00 4,382.75 161.25 3.6% 52.50 1.2% 73% False False 74,148
40 4,544.00 4,340.00 204.00 4.5% 50.50 1.1% 78% False False 37,112
60 4,544.00 4,253.50 290.50 6.5% 48.75 1.1% 85% False False 24,761
80 4,544.00 4,253.50 290.50 6.5% 42.75 0.9% 85% False False 18,573
100 4,544.00 4,100.00 444.00 9.9% 37.00 0.8% 90% False False 14,858
120 4,544.00 4,068.50 475.50 10.6% 33.00 0.7% 91% False False 12,382
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 9.50
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,724.50
2.618 4,653.75
1.618 4,610.25
1.000 4,583.25
0.618 4,566.75
HIGH 4,539.75
0.618 4,523.25
0.500 4,518.00
0.382 4,512.75
LOW 4,496.25
0.618 4,469.25
1.000 4,452.75
1.618 4,425.75
2.618 4,382.25
4.250 4,311.50
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 4,518.00 4,495.00
PP 4,512.00 4,490.25
S1 4,505.75 4,485.50

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

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