E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 4,150.75 4,260.25 109.50 2.6% 4,183.75
High 4,263.75 4,304.25 40.50 0.9% 4,340.75
Low 4,136.00 4,219.75 83.75 2.0% 3,908.25
Close 4,260.00 4,229.50 -30.50 -0.7% 4,333.00
Range 127.75 84.50 -43.25 -33.9% 432.50
ATR 112.30 110.31 -1.99 -1.8% 0.00
Volume 340,627 332,566 -8,061 -2.4% 2,811,969
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,504.75 4,451.50 4,276.00
R3 4,420.25 4,367.00 4,252.75
R2 4,335.75 4,335.75 4,245.00
R1 4,282.50 4,282.50 4,237.25 4,267.00
PP 4,251.25 4,251.25 4,251.25 4,243.25
S1 4,198.00 4,198.00 4,221.75 4,182.50
S2 4,166.75 4,166.75 4,214.00
S3 4,082.25 4,113.50 4,206.25
S4 3,997.75 4,029.00 4,183.00
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 4,118.25 222.50 5.3% 98.50 2.3% 50% False False 355,895
10 4,368.25 3,908.25 460.00 10.9% 156.50 3.7% 70% False False 488,394
20 4,584.75 3,908.25 676.50 16.0% 115.00 2.7% 47% False False 376,663
40 4,686.00 3,908.25 777.75 18.4% 88.75 2.1% 41% False False 301,115
60 4,686.00 3,908.25 777.75 18.4% 78.50 1.9% 41% False False 276,168
80 4,686.00 3,908.25 777.75 18.4% 71.00 1.7% 41% False False 207,756
100 4,686.00 3,908.25 777.75 18.4% 67.00 1.6% 41% False False 166,217
120 4,686.00 3,908.25 777.75 18.4% 63.75 1.5% 41% False False 138,522
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 18.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,663.50
2.618 4,525.50
1.618 4,441.00
1.000 4,388.75
0.618 4,356.50
HIGH 4,304.25
0.618 4,272.00
0.500 4,262.00
0.382 4,252.00
LOW 4,219.75
0.618 4,167.50
1.000 4,135.25
1.618 4,083.00
2.618 3,998.50
4.250 3,860.50
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 4,262.00 4,223.50
PP 4,251.25 4,217.25
S1 4,240.25 4,211.25

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

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