E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 4,384.00 4,487.25 103.25 2.4% 4,366.00
High 4,491.75 4,529.75 38.00 0.8% 4,448.00
Low 4,372.50 4,484.50 112.00 2.6% 4,331.75
Close 4,488.00 4,517.50 29.50 0.7% 4,408.25
Range 119.25 45.25 -74.00 -62.1% 116.25
ATR 68.05 66.42 -1.63 -2.4% 0.00
Volume 209,774 156,246 -53,528 -25.5% 1,502,040
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,646.25 4,627.25 4,542.50
R3 4,601.00 4,582.00 4,530.00
R2 4,555.75 4,555.75 4,525.75
R1 4,536.75 4,536.75 4,521.75 4,546.25
PP 4,510.50 4,510.50 4,510.50 4,515.50
S1 4,491.50 4,491.50 4,513.25 4,501.00
S2 4,465.25 4,465.25 4,509.25
S3 4,420.00 4,446.25 4,505.00
S4 4,374.75 4,401.00 4,492.50
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,744.75 4,692.75 4,472.25
R3 4,628.50 4,576.50 4,440.25
R2 4,512.25 4,512.25 4,429.50
R1 4,460.25 4,460.25 4,419.00 4,486.25
PP 4,396.00 4,396.00 4,396.00 4,409.00
S1 4,344.00 4,344.00 4,397.50 4,370.00
S2 4,279.75 4,279.75 4,387.00
S3 4,163.50 4,227.75 4,376.25
S4 4,047.25 4,111.50 4,344.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,529.75 4,331.75 198.00 4.4% 81.50 1.8% 94% True False 239,617
10 4,529.75 4,331.75 198.00 4.4% 73.75 1.6% 94% True False 251,897
20 4,555.25 4,331.75 223.50 4.9% 63.75 1.4% 83% False False 228,890
40 4,555.25 4,331.75 223.50 4.9% 56.00 1.2% 83% False False 129,460
60 4,555.25 4,331.75 223.50 4.9% 54.25 1.2% 83% False False 86,329
80 4,555.25 4,253.50 301.75 6.7% 52.25 1.2% 87% False False 64,760
100 4,555.25 4,253.50 301.75 6.7% 44.75 1.0% 87% False False 51,809
120 4,555.25 4,100.00 455.25 10.1% 39.50 0.9% 92% False False 43,175
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 10.13
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,722.00
2.618 4,648.25
1.618 4,603.00
1.000 4,575.00
0.618 4,557.75
HIGH 4,529.75
0.618 4,512.50
0.500 4,507.00
0.382 4,501.75
LOW 4,484.50
0.618 4,456.50
1.000 4,439.25
1.618 4,411.25
2.618 4,366.00
4.250 4,292.25
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 4,514.00 4,491.00
PP 4,510.50 4,464.25
S1 4,507.00 4,437.75

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

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