E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 4,589.25 4,583.25 -6.00 -0.1% 4,562.25
High 4,608.75 4,599.25 -9.50 -0.2% 4,608.75
Low 4,576.25 4,540.50 -35.75 -0.8% 4,497.00
Close 4,585.00 4,573.00 -12.00 -0.3% 4,585.00
Range 32.50 58.75 26.25 80.8% 111.75
ATR 61.39 61.20 -0.19 -0.3% 0.00
Volume 214,679 251,564 36,885 17.2% 1,237,934
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,747.25 4,718.75 4,605.25
R3 4,688.50 4,660.00 4,589.25
R2 4,629.75 4,629.75 4,583.75
R1 4,601.25 4,601.25 4,578.50 4,586.00
PP 4,571.00 4,571.00 4,571.00 4,563.25
S1 4,542.50 4,542.50 4,567.50 4,527.50
S2 4,512.25 4,512.25 4,562.25
S3 4,453.50 4,483.75 4,556.75
S4 4,394.75 4,425.00 4,540.75
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,898.75 4,853.75 4,646.50
R3 4,787.00 4,742.00 4,615.75
R2 4,675.25 4,675.25 4,605.50
R1 4,630.25 4,630.25 4,595.25 4,652.75
PP 4,563.50 4,563.50 4,563.50 4,575.00
S1 4,518.50 4,518.50 4,574.75 4,541.00
S2 4,451.75 4,451.75 4,564.50
S3 4,340.00 4,406.75 4,554.25
S4 4,228.25 4,295.00 4,523.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,608.75 4,497.00 111.75 2.4% 51.75 1.1% 68% False False 239,151
10 4,683.00 4,497.00 186.00 4.1% 58.75 1.3% 41% False False 239,845
20 4,686.00 4,331.75 354.25 7.7% 65.25 1.4% 68% False False 235,900
40 4,686.00 4,331.75 354.25 7.7% 59.25 1.3% 68% False False 207,548
60 4,686.00 4,331.75 354.25 7.7% 54.75 1.2% 68% False False 138,575
80 4,686.00 4,321.75 364.25 8.0% 53.75 1.2% 69% False False 103,951
100 4,686.00 4,253.50 432.50 9.5% 52.00 1.1% 74% False False 83,166
120 4,686.00 4,253.50 432.50 9.5% 44.25 1.0% 74% False False 69,305
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,849.00
2.618 4,753.00
1.618 4,694.25
1.000 4,658.00
0.618 4,635.50
HIGH 4,599.25
0.618 4,576.75
0.500 4,570.00
0.382 4,563.00
LOW 4,540.50
0.618 4,504.25
1.000 4,481.75
1.618 4,445.50
2.618 4,386.75
4.250 4,290.75
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 4,572.00 4,572.00
PP 4,571.00 4,570.75
S1 4,570.00 4,569.75

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

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