E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 4,386.25 4,392.75 6.50 0.1% 4,512.50
High 4,412.25 4,441.75 29.50 0.7% 4,555.25
Low 4,372.00 4,392.00 20.00 0.5% 4,459.75
Close 4,390.25 4,422.00 31.75 0.7% 4,480.50
Range 40.25 49.75 9.50 23.6% 95.50
ATR 53.93 53.75 -0.17 -0.3% 0.00
Volume 304,509 191,161 -113,348 -37.2% 841,151
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,567.75 4,544.75 4,449.25
R3 4,518.00 4,495.00 4,435.75
R2 4,468.25 4,468.25 4,431.00
R1 4,445.25 4,445.25 4,426.50 4,456.75
PP 4,418.50 4,418.50 4,418.50 4,424.50
S1 4,395.50 4,395.50 4,417.50 4,407.00
S2 4,368.75 4,368.75 4,413.00
S3 4,319.00 4,345.75 4,408.25
S4 4,269.25 4,296.00 4,394.75
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,785.00 4,728.25 4,533.00
R3 4,689.50 4,632.75 4,506.75
R2 4,594.00 4,594.00 4,498.00
R1 4,537.25 4,537.25 4,489.25 4,518.00
PP 4,498.50 4,498.50 4,498.50 4,488.75
S1 4,441.75 4,441.75 4,471.75 4,422.50
S2 4,403.00 4,403.00 4,463.00
S3 4,307.50 4,346.25 4,454.25
S4 4,212.00 4,250.75 4,428.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,547.50 4,368.25 179.25 4.1% 55.50 1.3% 30% False False 246,468
10 4,555.25 4,368.25 187.00 4.2% 52.25 1.2% 29% False False 211,001
20 4,555.25 4,368.25 187.00 4.2% 52.25 1.2% 29% False False 157,506
40 4,555.25 4,340.00 215.25 4.9% 49.25 1.1% 38% False False 78,892
60 4,555.25 4,321.75 233.50 5.3% 49.00 1.1% 43% False False 52,619
80 4,555.25 4,253.50 301.75 6.8% 47.00 1.1% 56% False False 39,470
100 4,555.25 4,253.50 301.75 6.8% 38.75 0.9% 56% False False 31,576
120 4,555.25 4,068.50 486.75 11.0% 34.50 0.8% 73% False False 26,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,653.25
2.618 4,572.00
1.618 4,522.25
1.000 4,491.50
0.618 4,472.50
HIGH 4,441.75
0.618 4,422.75
0.500 4,417.00
0.382 4,411.00
LOW 4,392.00
0.618 4,361.25
1.000 4,342.25
1.618 4,311.50
2.618 4,261.75
4.250 4,180.50
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 4,420.25 4,418.00
PP 4,418.50 4,414.00
S1 4,417.00 4,410.00

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

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