E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 4,514.50 4,532.50 18.00 0.4% 4,514.00
High 4,534.00 4,567.75 33.75 0.7% 4,584.75
Low 4,499.00 4,503.25 4.25 0.1% 4,431.25
Close 4,531.75 4,564.75 33.00 0.7% 4,531.75
Range 35.00 64.50 29.50 84.3% 153.50
ATR 65.07 65.03 -0.04 -0.1% 0.00
Volume 167,712 191,979 24,267 14.5% 1,262,171
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,738.75 4,716.25 4,600.25
R3 4,674.25 4,651.75 4,582.50
R2 4,609.75 4,609.75 4,576.50
R1 4,587.25 4,587.25 4,570.75 4,598.50
PP 4,545.25 4,545.25 4,545.25 4,551.00
S1 4,522.75 4,522.75 4,558.75 4,534.00
S2 4,480.75 4,480.75 4,553.00
S3 4,416.25 4,458.25 4,547.00
S4 4,351.75 4,393.75 4,529.25
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,976.50 4,907.50 4,616.25
R3 4,823.00 4,754.00 4,574.00
R2 4,669.50 4,669.50 4,560.00
R1 4,600.50 4,600.50 4,545.75 4,635.00
PP 4,516.00 4,516.00 4,516.00 4,533.00
S1 4,447.00 4,447.00 4,517.75 4,481.50
S2 4,362.50 4,362.50 4,503.50
S3 4,209.00 4,293.50 4,489.50
S4 4,055.50 4,140.00 4,447.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,584.75 4,431.25 153.50 3.4% 70.25 1.5% 87% False False 250,959
10 4,629.00 4,431.25 197.75 4.3% 69.25 1.5% 68% False False 247,624
20 4,683.00 4,431.25 251.75 5.5% 64.00 1.4% 53% False False 243,735
40 4,686.00 4,331.75 354.25 7.8% 62.75 1.4% 66% False False 232,675
60 4,686.00 4,331.75 354.25 7.8% 59.25 1.3% 66% False False 179,833
80 4,686.00 4,331.75 354.25 7.8% 56.75 1.2% 66% False False 134,894
100 4,686.00 4,253.50 432.50 9.5% 54.25 1.2% 72% False False 107,927
120 4,686.00 4,253.50 432.50 9.5% 49.25 1.1% 72% False False 89,940
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,842.00
2.618 4,736.50
1.618 4,672.00
1.000 4,632.25
0.618 4,607.50
HIGH 4,567.75
0.618 4,543.00
0.500 4,535.50
0.382 4,528.00
LOW 4,503.25
0.618 4,463.50
1.000 4,438.75
1.618 4,399.00
2.618 4,334.50
4.250 4,229.00
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 4,555.00 4,554.25
PP 4,545.25 4,543.75
S1 4,535.50 4,533.50

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

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