E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 4,327.00 4,324.00 -3.00 -0.1% 4,183.75
High 4,340.75 4,330.25 -10.50 -0.2% 4,340.75
Low 4,281.75 4,258.50 -23.25 -0.5% 3,908.25
Close 4,333.00 4,271.75 -61.25 -1.4% 4,333.00
Range 59.00 71.75 12.75 21.6% 432.50
ATR 110.41 107.85 -2.57 -2.3% 0.00
Volume 322,070 303,204 -18,866 -5.9% 2,811,969
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 4,502.00 4,458.75 4,311.25
R3 4,430.25 4,387.00 4,291.50
R2 4,358.50 4,358.50 4,285.00
R1 4,315.25 4,315.25 4,278.25 4,301.00
PP 4,286.75 4,286.75 4,286.75 4,279.75
S1 4,243.50 4,243.50 4,265.25 4,229.25
S2 4,215.00 4,215.00 4,258.50
S3 4,143.25 4,171.75 4,252.00
S4 4,071.50 4,100.00 4,232.25
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 3,958.75 382.00 8.9% 147.00 3.4% 82% False False 473,728
10 4,573.50 3,908.25 665.25 15.6% 146.50 3.4% 55% False False 467,569
20 4,629.00 3,908.25 720.75 16.9% 108.00 2.5% 50% False False 357,597
40 4,686.00 3,908.25 777.75 18.2% 86.50 2.0% 47% False False 296,748
60 4,686.00 3,908.25 777.75 18.2% 75.50 1.8% 47% False False 257,564
80 4,686.00 3,908.25 777.75 18.2% 68.00 1.6% 47% False False 193,330
100 4,686.00 3,908.25 777.75 18.2% 64.50 1.5% 47% False False 154,680
120 4,686.00 3,908.25 777.75 18.2% 61.25 1.4% 47% False False 128,904
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 15.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,635.25
2.618 4,518.00
1.618 4,446.25
1.000 4,402.00
0.618 4,374.50
HIGH 4,330.25
0.618 4,302.75
0.500 4,294.50
0.382 4,286.00
LOW 4,258.50
0.618 4,214.25
1.000 4,186.75
1.618 4,142.50
2.618 4,070.75
4.250 3,953.50
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 4,294.50 4,273.00
PP 4,286.75 4,272.50
S1 4,279.25 4,272.25

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

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