E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 4,551.50 4,591.75 40.25 0.9% 4,562.25
High 4,629.00 4,608.75 -20.25 -0.4% 4,608.75
Low 4,551.00 4,502.75 -48.25 -1.1% 4,497.00
Close 4,593.50 4,524.75 -68.75 -1.5% 4,585.00
Range 78.00 106.00 28.00 35.9% 111.75
ATR 60.85 64.07 3.23 5.3% 0.00
Volume 247,802 272,055 24,253 9.8% 1,237,934
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,863.50 4,800.00 4,583.00
R3 4,757.50 4,694.00 4,554.00
R2 4,651.50 4,651.50 4,544.25
R1 4,588.00 4,588.00 4,534.50 4,566.75
PP 4,545.50 4,545.50 4,545.50 4,534.75
S1 4,482.00 4,482.00 4,515.00 4,460.75
S2 4,439.50 4,439.50 4,505.25
S3 4,333.50 4,376.00 4,495.50
S4 4,227.50 4,270.00 4,466.50
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 4,502.75 126.25 2.8% 62.50 1.4% 17% False True 247,822
10 4,638.75 4,497.00 141.75 3.1% 64.00 1.4% 20% False False 249,854
20 4,686.00 4,345.75 340.25 7.5% 62.75 1.4% 53% False False 225,567
40 4,686.00 4,331.75 354.25 7.8% 60.25 1.3% 54% False False 225,920
60 4,686.00 4,331.75 354.25 7.8% 56.50 1.2% 54% False False 151,453
80 4,686.00 4,321.75 364.25 8.1% 55.25 1.2% 56% False False 113,605
100 4,686.00 4,253.50 432.50 9.6% 53.50 1.2% 63% False False 90,894
120 4,686.00 4,253.50 432.50 9.6% 45.75 1.0% 63% False False 75,745
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 13.88
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5,059.25
2.618 4,886.25
1.618 4,780.25
1.000 4,714.75
0.618 4,674.25
HIGH 4,608.75
0.618 4,568.25
0.500 4,555.75
0.382 4,543.25
LOW 4,502.75
0.618 4,437.25
1.000 4,396.75
1.618 4,331.25
2.618 4,225.25
4.250 4,052.25
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 4,555.75 4,566.00
PP 4,545.50 4,552.25
S1 4,535.00 4,538.50

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

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