E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 25-Jun-2015
Day Change Summary
Previous Current
24-Jun-2015 25-Jun-2015 Change Change % Previous Week
Open 4,543.50 4,520.25 -23.25 -0.5% 4,430.00
High 4,555.25 4,547.50 -7.75 -0.2% 4,539.75
Low 4,514.50 4,500.00 -14.50 -0.3% 4,386.50
Close 4,515.75 4,509.25 -6.50 -0.1% 4,499.75
Range 40.75 47.50 6.75 16.6% 153.25
ATR 50.26 50.06 -0.20 -0.4% 0.00
Volume 165,445 175,329 9,884 6.0% 1,147,413
Daily Pivots for day following 25-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,661.50 4,632.75 4,535.50
R3 4,614.00 4,585.25 4,522.25
R2 4,566.50 4,566.50 4,518.00
R1 4,537.75 4,537.75 4,513.50 4,528.50
PP 4,519.00 4,519.00 4,519.00 4,514.25
S1 4,490.25 4,490.25 4,505.00 4,481.00
S2 4,471.50 4,471.50 4,500.50
S3 4,424.00 4,442.75 4,496.25
S4 4,376.50 4,395.25 4,483.00
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 4,555.25 4,496.25 59.00 1.3% 39.50 0.9% 22% False False 155,488
10 4,555.25 4,386.50 168.75 3.7% 49.25 1.1% 73% False False 195,409
20 4,555.25 4,382.75 172.50 3.8% 50.00 1.1% 73% False False 104,841
40 4,555.25 4,340.00 215.25 4.8% 50.00 1.1% 79% False False 52,476
60 4,555.25 4,257.75 297.50 6.6% 48.25 1.1% 85% False False 35,006
80 4,555.25 4,253.50 301.75 6.7% 44.50 1.0% 85% False False 26,257
100 4,555.25 4,180.00 375.25 8.3% 36.75 0.8% 88% False False 21,006
120 4,555.25 4,068.50 486.75 10.8% 33.25 0.7% 91% False False 17,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,749.50
2.618 4,671.75
1.618 4,624.25
1.000 4,595.00
0.618 4,576.75
HIGH 4,547.50
0.618 4,529.25
0.500 4,523.75
0.382 4,518.25
LOW 4,500.00
0.618 4,470.75
1.000 4,452.50
1.618 4,423.25
2.618 4,375.75
4.250 4,298.00
Fisher Pivots for day following 25-Jun-2015
Pivot 1 day 3 day
R1 4,523.75 4,527.50
PP 4,519.00 4,521.50
S1 4,514.00 4,515.50

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

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