E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 4,534.50 4,609.75 75.25 1.7% 4,384.00
High 4,612.50 4,654.00 41.50 0.9% 4,654.00
Low 4,531.00 4,607.25 76.25 1.7% 4,372.50
Close 4,597.75 4,650.00 52.25 1.1% 4,650.00
Range 81.50 46.75 -34.75 -42.6% 281.50
ATR 65.10 64.47 -0.63 -1.0% 0.00
Volume 192,220 187,930 -4,290 -2.2% 933,477
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,777.25 4,760.50 4,675.75
R3 4,730.50 4,713.75 4,662.75
R2 4,683.75 4,683.75 4,658.50
R1 4,667.00 4,667.00 4,654.25 4,675.50
PP 4,637.00 4,637.00 4,637.00 4,641.25
S1 4,620.25 4,620.25 4,645.75 4,628.50
S2 4,590.25 4,590.25 4,641.50
S3 4,543.50 4,573.50 4,637.25
S4 4,496.75 4,526.75 4,624.25
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 5,403.25 5,308.25 4,804.75
R3 5,121.75 5,026.75 4,727.50
R2 4,840.25 4,840.25 4,701.50
R1 4,745.25 4,745.25 4,675.75 4,792.75
PP 4,558.75 4,558.75 4,558.75 4,582.50
S1 4,463.75 4,463.75 4,624.25 4,511.25
S2 4,277.25 4,277.25 4,598.50
S3 3,995.75 4,182.25 4,572.50
S4 3,714.25 3,900.75 4,495.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,654.00 4,372.50 281.50 6.1% 64.50 1.4% 99% True False 186,695
10 4,654.00 4,331.75 322.25 6.9% 77.25 1.7% 99% True False 243,551
20 4,654.00 4,331.75 322.25 6.9% 61.75 1.3% 99% True False 221,260
40 4,654.00 4,331.75 322.25 6.9% 57.25 1.2% 99% True False 143,640
60 4,654.00 4,331.75 322.25 6.9% 54.50 1.2% 99% True False 95,785
80 4,654.00 4,253.50 400.50 8.6% 52.00 1.1% 99% True False 71,853
100 4,654.00 4,253.50 400.50 8.6% 46.25 1.0% 99% True False 57,483
120 4,654.00 4,100.00 554.00 11.9% 40.75 0.9% 99% True False 47,903
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 8.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,852.75
2.618 4,776.50
1.618 4,729.75
1.000 4,700.75
0.618 4,683.00
HIGH 4,654.00
0.618 4,636.25
0.500 4,630.50
0.382 4,625.00
LOW 4,607.25
0.618 4,578.25
1.000 4,560.50
1.618 4,531.50
2.618 4,484.75
4.250 4,408.50
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 4,643.50 4,627.25
PP 4,637.00 4,604.50
S1 4,630.50 4,581.50

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

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