E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 4,562.50 4,543.00 -19.50 -0.4% 4,514.00
High 4,573.50 4,552.25 -21.25 -0.5% 4,584.75
Low 4,533.75 4,483.25 -50.50 -1.1% 4,431.25
Close 4,544.00 4,503.75 -40.25 -0.9% 4,531.75
Range 39.75 69.00 29.25 73.6% 153.50
ATR 63.22 63.63 0.41 0.7% 0.00
Volume 164,755 331,472 166,717 101.2% 1,262,171
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,720.00 4,681.00 4,541.75
R3 4,651.00 4,612.00 4,522.75
R2 4,582.00 4,582.00 4,516.50
R1 4,543.00 4,543.00 4,510.00 4,528.00
PP 4,513.00 4,513.00 4,513.00 4,505.50
S1 4,474.00 4,474.00 4,497.50 4,459.00
S2 4,444.00 4,444.00 4,491.00
S3 4,375.00 4,405.00 4,484.75
S4 4,306.00 4,336.00 4,465.75
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 4,573.50 4,483.25 90.25 2.0% 51.25 1.1% 23% False True 218,150
10 4,608.75 4,431.25 177.50 3.9% 68.75 1.5% 41% False False 247,166
20 4,638.75 4,431.25 207.50 4.6% 63.50 1.4% 35% False False 245,468
40 4,686.00 4,331.75 354.25 7.9% 63.75 1.4% 49% False False 238,231
60 4,686.00 4,331.75 354.25 7.9% 59.50 1.3% 49% False False 188,100
80 4,686.00 4,331.75 354.25 7.9% 57.00 1.3% 49% False False 141,095
100 4,686.00 4,253.50 432.50 9.6% 54.75 1.2% 58% False False 112,889
120 4,686.00 4,253.50 432.50 9.6% 50.25 1.1% 58% False False 94,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,845.50
2.618 4,733.00
1.618 4,664.00
1.000 4,621.25
0.618 4,595.00
HIGH 4,552.25
0.618 4,526.00
0.500 4,517.75
0.382 4,509.50
LOW 4,483.25
0.618 4,440.50
1.000 4,414.25
1.618 4,371.50
2.618 4,302.50
4.250 4,190.00
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 4,517.75 4,528.50
PP 4,513.00 4,520.25
S1 4,508.50 4,512.00

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

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