E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 4,487.25 4,519.25 32.00 0.7% 4,366.00
High 4,529.75 4,539.50 9.75 0.2% 4,448.00
Low 4,484.50 4,509.25 24.75 0.6% 4,331.75
Close 4,517.50 4,536.50 19.00 0.4% 4,408.25
Range 45.25 30.25 -15.00 -33.1% 116.25
ATR 66.42 63.84 -2.58 -3.9% 0.00
Volume 156,246 187,307 31,061 19.9% 1,502,040
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,619.25 4,608.00 4,553.25
R3 4,589.00 4,577.75 4,544.75
R2 4,558.75 4,558.75 4,542.00
R1 4,547.50 4,547.50 4,539.25 4,553.00
PP 4,528.50 4,528.50 4,528.50 4,531.25
S1 4,517.25 4,517.25 4,533.75 4,523.00
S2 4,498.25 4,498.25 4,531.00
S3 4,468.00 4,487.00 4,528.25
S4 4,437.75 4,456.75 4,519.75
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 4,539.50 4,331.75 207.75 4.6% 70.25 1.6% 99% True False 210,052
10 4,539.50 4,331.75 207.75 4.6% 72.75 1.6% 99% True False 240,177
20 4,555.25 4,331.75 223.50 4.9% 62.25 1.4% 92% False False 227,284
40 4,555.25 4,331.75 223.50 4.9% 55.75 1.2% 92% False False 134,140
60 4,555.25 4,331.75 223.50 4.9% 53.75 1.2% 92% False False 89,450
80 4,555.25 4,253.50 301.75 6.7% 52.25 1.2% 94% False False 67,102
100 4,555.25 4,253.50 301.75 6.7% 45.00 1.0% 94% False False 53,682
120 4,555.25 4,100.00 455.25 10.0% 39.75 0.9% 96% False False 44,735
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 9.70
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,668.00
2.618 4,618.75
1.618 4,588.50
1.000 4,569.75
0.618 4,558.25
HIGH 4,539.50
0.618 4,528.00
0.500 4,524.50
0.382 4,520.75
LOW 4,509.25
0.618 4,490.50
1.000 4,479.00
1.618 4,460.25
2.618 4,430.00
4.250 4,380.75
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 4,532.50 4,509.75
PP 4,528.50 4,482.75
S1 4,524.50 4,456.00

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

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