E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 4,222.75 4,327.00 104.25 2.5% 4,183.75
High 4,332.75 4,340.75 8.00 0.2% 4,340.75
Low 4,205.25 4,281.75 76.50 1.8% 3,908.25
Close 4,328.00 4,333.00 5.00 0.1% 4,333.00
Range 127.50 59.00 -68.50 -53.7% 432.50
ATR 114.37 110.41 -3.95 -3.5% 0.00
Volume 475,384 322,070 -153,314 -32.3% 2,811,969
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,495.50 4,473.25 4,365.50
R3 4,436.50 4,414.25 4,349.25
R2 4,377.50 4,377.50 4,343.75
R1 4,355.25 4,355.25 4,338.50 4,366.50
PP 4,318.50 4,318.50 4,318.50 4,324.00
S1 4,296.25 4,296.25 4,327.50 4,307.50
S2 4,259.50 4,259.50 4,322.25
S3 4,200.50 4,237.25 4,316.75
S4 4,141.50 4,178.25 4,300.50
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,491.50 5,344.75 4,571.00
R3 5,059.00 4,912.25 4,452.00
R2 4,626.50 4,626.50 4,412.25
R1 4,479.75 4,479.75 4,372.75 4,553.00
PP 4,194.00 4,194.00 4,194.00 4,230.75
S1 4,047.25 4,047.25 4,293.25 4,120.50
S2 3,761.50 3,761.50 4,253.75
S3 3,329.00 3,614.75 4,214.00
S4 2,896.50 3,182.25 4,095.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,340.75 3,908.25 432.50 10.0% 190.25 4.4% 98% True False 562,393
10 4,573.50 3,908.25 665.25 15.4% 145.75 3.4% 64% False False 456,446
20 4,629.00 3,908.25 720.75 16.6% 107.25 2.5% 59% False False 355,015
40 4,686.00 3,908.25 777.75 17.9% 87.25 2.0% 55% False False 296,312
60 4,686.00 3,908.25 777.75 17.9% 75.25 1.7% 55% False False 252,591
80 4,686.00 3,908.25 777.75 17.9% 67.75 1.6% 55% False False 189,541
100 4,686.00 3,908.25 777.75 17.9% 64.00 1.5% 55% False False 151,648
120 4,686.00 3,908.25 777.75 17.9% 60.75 1.4% 55% False False 126,377
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 18.28
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,591.50
2.618 4,495.25
1.618 4,436.25
1.000 4,399.75
0.618 4,377.25
HIGH 4,340.75
0.618 4,318.25
0.500 4,311.25
0.382 4,304.25
LOW 4,281.75
0.618 4,245.25
1.000 4,222.75
1.618 4,186.25
2.618 4,127.25
4.250 4,031.00
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 4,325.75 4,272.00
PP 4,318.50 4,210.75
S1 4,311.25 4,149.75

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

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