E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 4,543.00 4,502.25 -40.75 -0.9% 4,514.00
High 4,552.25 4,513.00 -39.25 -0.9% 4,584.75
Low 4,483.25 4,360.00 -123.25 -2.7% 4,431.25
Close 4,503.75 4,366.25 -137.50 -3.1% 4,531.75
Range 69.00 153.00 84.00 121.7% 153.50
ATR 63.63 70.02 6.38 10.0% 0.00
Volume 331,472 449,728 118,256 35.7% 1,262,171
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,872.00 4,772.25 4,450.50
R3 4,719.00 4,619.25 4,408.25
R2 4,566.00 4,566.00 4,394.25
R1 4,466.25 4,466.25 4,380.25 4,439.50
PP 4,413.00 4,413.00 4,413.00 4,399.75
S1 4,313.25 4,313.25 4,352.25 4,286.50
S2 4,260.00 4,260.00 4,338.25
S3 4,107.00 4,160.25 4,324.25
S4 3,954.00 4,007.25 4,282.00
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 4,360.00 213.50 4.9% 72.25 1.7% 3% False True 261,129
10 4,584.75 4,360.00 224.75 5.1% 73.25 1.7% 3% False True 264,933
20 4,638.75 4,360.00 278.75 6.4% 68.75 1.6% 2% False True 257,394
40 4,686.00 4,331.75 354.25 8.1% 66.75 1.5% 10% False False 245,338
60 4,686.00 4,331.75 354.25 8.1% 60.75 1.4% 10% False False 195,591
80 4,686.00 4,331.75 354.25 8.1% 58.50 1.3% 10% False False 146,716
100 4,686.00 4,253.50 432.50 9.9% 55.75 1.3% 26% False False 117,386
120 4,686.00 4,253.50 432.50 9.9% 51.50 1.2% 26% False False 97,823
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 12.95
Widest range in 208 trading days
Fibonacci Retracements and Extensions
4.250 5,163.25
2.618 4,913.50
1.618 4,760.50
1.000 4,666.00
0.618 4,607.50
HIGH 4,513.00
0.618 4,454.50
0.500 4,436.50
0.382 4,418.50
LOW 4,360.00
0.618 4,265.50
1.000 4,207.00
1.618 4,112.50
2.618 3,959.50
4.250 3,709.75
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 4,436.50 4,466.75
PP 4,413.00 4,433.25
S1 4,389.75 4,399.75

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

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