E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 4,562.25 4,521.25 -41.00 -0.9% 4,649.00
High 4,568.25 4,561.25 -7.00 -0.2% 4,686.00
Low 4,503.50 4,497.00 -6.50 -0.1% 4,544.50
Close 4,522.50 4,556.00 33.50 0.7% 4,561.75
Range 64.75 64.25 -0.50 -0.8% 141.50
ATR 65.50 65.41 -0.09 -0.1% 0.00
Volume 293,740 280,667 -13,073 -4.5% 1,078,735
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,730.75 4,707.75 4,591.25
R3 4,666.50 4,643.50 4,573.75
R2 4,602.25 4,602.25 4,567.75
R1 4,579.25 4,579.25 4,562.00 4,590.75
PP 4,538.00 4,538.00 4,538.00 4,544.00
S1 4,515.00 4,515.00 4,550.00 4,526.50
S2 4,473.75 4,473.75 4,544.25
S3 4,409.50 4,450.75 4,538.25
S4 4,345.25 4,386.50 4,520.75
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 5,022.00 4,933.25 4,639.50
R3 4,880.50 4,791.75 4,600.75
R2 4,739.00 4,739.00 4,587.75
R1 4,650.25 4,650.25 4,574.75 4,624.00
PP 4,597.50 4,597.50 4,597.50 4,584.25
S1 4,508.75 4,508.75 4,548.75 4,482.50
S2 4,456.00 4,456.00 4,535.75
S3 4,314.50 4,367.25 4,522.75
S4 4,173.00 4,225.75 4,484.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,638.75 4,497.00 141.75 3.1% 64.25 1.4% 42% False True 251,429
10 4,686.00 4,497.00 189.00 4.1% 59.00 1.3% 31% False True 222,059
20 4,686.00 4,331.75 354.25 7.8% 66.50 1.5% 63% False False 236,978
40 4,686.00 4,331.75 354.25 7.8% 59.25 1.3% 63% False False 184,919
60 4,686.00 4,331.75 354.25 7.8% 55.25 1.2% 63% False False 123,328
80 4,686.00 4,263.00 423.00 9.3% 53.50 1.2% 69% False False 92,514
100 4,686.00 4,253.50 432.50 9.5% 50.25 1.1% 70% False False 74,015
120 4,686.00 4,180.00 506.00 11.1% 42.75 0.9% 74% False False 61,679
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 9.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,834.25
2.618 4,729.50
1.618 4,665.25
1.000 4,625.50
0.618 4,601.00
HIGH 4,561.25
0.618 4,536.75
0.500 4,529.00
0.382 4,521.50
LOW 4,497.00
0.618 4,457.25
1.000 4,432.75
1.618 4,393.00
2.618 4,328.75
4.250 4,224.00
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 4,547.00 4,568.00
PP 4,538.00 4,564.00
S1 4,529.00 4,560.00

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

View Archives - Comment on this page... - Back to Index of Symbols