E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 4,260.25 4,231.75 -28.50 -0.7% 4,324.00
High 4,304.25 4,237.50 -66.75 -1.6% 4,330.25
Low 4,219.75 4,155.00 -64.75 -1.5% 4,118.25
Close 4,229.50 4,194.00 -35.50 -0.8% 4,194.00
Range 84.50 82.50 -2.00 -2.4% 212.00
ATR 110.31 108.33 -1.99 -1.8% 0.00
Volume 332,566 354,122 21,556 6.5% 1,811,528
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,443.00 4,401.00 4,239.50
R3 4,360.50 4,318.50 4,216.75
R2 4,278.00 4,278.00 4,209.00
R1 4,236.00 4,236.00 4,201.50 4,215.75
PP 4,195.50 4,195.50 4,195.50 4,185.50
S1 4,153.50 4,153.50 4,186.50 4,133.25
S2 4,113.00 4,113.00 4,179.00
S3 4,030.50 4,071.00 4,171.25
S4 3,948.00 3,988.50 4,148.50
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,850.25 4,734.00 4,310.50
R3 4,638.25 4,522.00 4,252.25
R2 4,426.25 4,426.25 4,232.75
R1 4,310.00 4,310.00 4,213.50 4,262.00
PP 4,214.25 4,214.25 4,214.25 4,190.25
S1 4,098.00 4,098.00 4,174.50 4,050.00
S2 4,002.25 4,002.25 4,155.25
S3 3,790.25 3,886.00 4,135.75
S4 3,578.25 3,674.00 4,077.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,330.25 4,118.25 212.00 5.1% 103.25 2.5% 36% False False 362,305
10 4,340.75 3,908.25 432.50 10.3% 146.75 3.5% 66% False False 462,349
20 4,584.75 3,908.25 676.50 16.1% 116.50 2.8% 42% False False 381,908
40 4,686.00 3,908.25 777.75 18.5% 88.75 2.1% 37% False False 304,049
60 4,686.00 3,908.25 777.75 18.5% 79.25 1.9% 37% False False 280,506
80 4,686.00 3,908.25 777.75 18.5% 71.75 1.7% 37% False False 212,181
100 4,686.00 3,908.25 777.75 18.5% 67.50 1.6% 37% False False 169,758
120 4,686.00 3,908.25 777.75 18.5% 63.75 1.5% 37% False False 141,473
Crabel Price Patterns
NR True
NR4 True
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 19.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,588.00
2.618 4,453.50
1.618 4,371.00
1.000 4,320.00
0.618 4,288.50
HIGH 4,237.50
0.618 4,206.00
0.500 4,196.25
0.382 4,186.50
LOW 4,155.00
0.618 4,104.00
1.000 4,072.50
1.618 4,021.50
2.618 3,939.00
4.250 3,804.50
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 4,196.25 4,220.00
PP 4,195.50 4,211.50
S1 4,194.75 4,202.75

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

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