E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 4,649.00 4,671.25 22.25 0.5% 4,384.00
High 4,686.00 4,683.00 -3.00 -0.1% 4,654.00
Low 4,646.50 4,611.50 -35.00 -0.8% 4,372.50
Close 4,671.25 4,666.50 -4.75 -0.1% 4,650.00
Range 39.50 71.50 32.00 81.0% 281.50
ATR 62.68 63.31 0.63 1.0% 0.00
Volume 169,781 226,216 56,435 33.2% 933,477
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,868.25 4,838.75 4,705.75
R3 4,796.75 4,767.25 4,686.25
R2 4,725.25 4,725.25 4,679.50
R1 4,695.75 4,695.75 4,673.00 4,674.75
PP 4,653.75 4,653.75 4,653.75 4,643.00
S1 4,624.25 4,624.25 4,660.00 4,603.25
S2 4,582.25 4,582.25 4,653.50
S3 4,510.75 4,552.75 4,646.75
S4 4,439.25 4,481.25 4,627.25
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 4,686.00 4,509.25 176.75 3.8% 54.00 1.2% 89% False False 192,690
10 4,686.00 4,331.75 354.25 7.6% 67.75 1.5% 94% False False 216,154
20 4,686.00 4,331.75 354.25 7.6% 63.00 1.4% 94% False False 225,075
40 4,686.00 4,331.75 354.25 7.6% 58.25 1.2% 94% False False 153,536
60 4,686.00 4,331.75 354.25 7.6% 54.75 1.2% 94% False False 102,383
80 4,686.00 4,253.50 432.50 9.3% 52.50 1.1% 95% False False 76,802
100 4,686.00 4,253.50 432.50 9.3% 47.25 1.0% 95% False False 61,443
120 4,686.00 4,122.75 563.25 12.1% 41.25 0.9% 97% False False 51,203
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 6.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,987.00
2.618 4,870.25
1.618 4,798.75
1.000 4,754.50
0.618 4,727.25
HIGH 4,683.00
0.618 4,655.75
0.500 4,647.25
0.382 4,638.75
LOW 4,611.50
0.618 4,567.25
1.000 4,540.00
1.618 4,495.75
2.618 4,424.25
4.250 4,307.50
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 4,660.00 4,660.00
PP 4,653.75 4,653.25
S1 4,647.25 4,646.50

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

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