E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 4,514.00 4,582.50 68.50 1.5% 4,583.25
High 4,580.00 4,584.75 4.75 0.1% 4,629.00
Low 4,512.75 4,485.50 -27.25 -0.6% 4,480.50
Close 4,566.00 4,510.75 -55.25 -1.2% 4,519.00
Range 67.25 99.25 32.00 47.6% 148.50
ATR 63.58 66.13 2.55 4.0% 0.00
Volume 199,353 301,820 102,467 51.4% 1,273,663
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,824.75 4,767.00 4,565.25
R3 4,725.50 4,667.75 4,538.00
R2 4,626.25 4,626.25 4,529.00
R1 4,568.50 4,568.50 4,519.75 4,547.75
PP 4,527.00 4,527.00 4,527.00 4,516.50
S1 4,469.25 4,469.25 4,501.75 4,448.50
S2 4,427.75 4,427.75 4,492.50
S3 4,328.50 4,370.00 4,483.50
S4 4,229.25 4,270.75 4,456.25
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,988.25 4,902.25 4,600.75
R3 4,839.75 4,753.75 4,559.75
R2 4,691.25 4,691.25 4,546.25
R1 4,605.25 4,605.25 4,532.50 4,574.00
PP 4,542.75 4,542.75 4,542.75 4,527.25
S1 4,456.75 4,456.75 4,505.50 4,425.50
S2 4,394.25 4,394.25 4,491.75
S3 4,245.75 4,308.25 4,478.25
S4 4,097.25 4,159.75 4,437.25
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 4,480.50 148.50 3.3% 80.75 1.8% 20% False False 254,052
10 4,629.00 4,480.50 148.50 3.3% 63.50 1.4% 20% False False 243,836
20 4,686.00 4,480.50 205.50 4.6% 61.25 1.4% 15% False False 232,948
40 4,686.00 4,331.75 354.25 7.9% 62.50 1.4% 51% False False 230,919
60 4,686.00 4,331.75 354.25 7.9% 57.75 1.3% 51% False False 163,956
80 4,686.00 4,331.75 354.25 7.9% 56.00 1.2% 51% False False 122,984
100 4,686.00 4,253.50 432.50 9.6% 54.00 1.2% 59% False False 98,398
120 4,686.00 4,253.50 432.50 9.6% 47.50 1.1% 59% False False 81,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,006.50
2.618 4,844.50
1.618 4,745.25
1.000 4,684.00
0.618 4,646.00
HIGH 4,584.75
0.618 4,546.75
0.500 4,535.00
0.382 4,523.50
LOW 4,485.50
0.618 4,424.25
1.000 4,386.25
1.618 4,325.00
2.618 4,225.75
4.250 4,063.75
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 4,535.00 4,532.50
PP 4,527.00 4,525.25
S1 4,519.00 4,518.00

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

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