E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 4,570.50 4,551.50 -19.00 -0.4% 4,562.25
High 4,581.25 4,629.00 47.75 1.0% 4,608.75
Low 4,543.50 4,551.00 7.50 0.2% 4,497.00
Close 4,551.75 4,593.50 41.75 0.9% 4,585.00
Range 37.75 78.00 40.25 106.6% 111.75
ATR 59.53 60.85 1.32 2.2% 0.00
Volume 253,010 247,802 -5,208 -2.1% 1,237,934
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,825.25 4,787.25 4,636.50
R3 4,747.25 4,709.25 4,615.00
R2 4,669.25 4,669.25 4,607.75
R1 4,631.25 4,631.25 4,600.75 4,650.25
PP 4,591.25 4,591.25 4,591.25 4,600.50
S1 4,553.25 4,553.25 4,586.25 4,572.25
S2 4,513.25 4,513.25 4,579.25
S3 4,435.25 4,475.25 4,572.00
S4 4,357.25 4,397.25 4,550.50
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 4,629.00 4,530.75 98.25 2.1% 55.00 1.2% 64% True False 238,668
10 4,638.75 4,497.00 141.75 3.1% 58.50 1.3% 68% False False 243,770
20 4,686.00 4,331.75 354.25 7.7% 61.25 1.3% 74% False False 224,972
40 4,686.00 4,331.75 354.25 7.7% 59.25 1.3% 74% False False 219,758
60 4,686.00 4,331.75 354.25 7.7% 55.50 1.2% 74% False False 146,920
80 4,686.00 4,321.75 364.25 7.9% 54.25 1.2% 75% False False 110,205
100 4,686.00 4,253.50 432.50 9.4% 52.50 1.1% 79% False False 88,174
120 4,686.00 4,253.50 432.50 9.4% 44.75 1.0% 79% False False 73,478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.48
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,960.50
2.618 4,833.25
1.618 4,755.25
1.000 4,707.00
0.618 4,677.25
HIGH 4,629.00
0.618 4,599.25
0.500 4,590.00
0.382 4,580.75
LOW 4,551.00
0.618 4,502.75
1.000 4,473.00
1.618 4,424.75
2.618 4,346.75
4.250 4,219.50
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 4,592.25 4,590.50
PP 4,591.25 4,587.75
S1 4,590.00 4,584.75

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

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