E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 4,181.75 4,300.50 118.75 2.8% 4,324.00
High 4,305.50 4,369.50 64.00 1.5% 4,330.25
Low 4,180.00 4,240.25 60.25 1.4% 4,118.25
Close 4,298.50 4,255.00 -43.50 -1.0% 4,194.00
Range 125.50 129.25 3.75 3.0% 212.00
ATR 109.55 110.96 1.41 1.3% 0.00
Volume 293,906 354,129 60,223 20.5% 1,811,528
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,676.00 4,594.75 4,326.00
R3 4,546.75 4,465.50 4,290.50
R2 4,417.50 4,417.50 4,278.75
R1 4,336.25 4,336.25 4,266.75 4,312.25
PP 4,288.25 4,288.25 4,288.25 4,276.25
S1 4,207.00 4,207.00 4,243.25 4,183.00
S2 4,159.00 4,159.00 4,231.25
S3 4,029.75 4,077.75 4,219.50
S4 3,900.50 3,948.50 4,184.00
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 4,369.50 4,136.00 233.50 5.5% 110.00 2.6% 51% True False 335,070
10 4,369.50 3,958.75 410.75 9.7% 122.75 2.9% 72% True False 389,494
20 4,573.50 3,908.25 665.25 15.6% 120.75 2.8% 52% False False 389,251
40 4,686.00 3,908.25 777.75 18.3% 91.00 2.1% 45% False False 311,099
60 4,686.00 3,908.25 777.75 18.3% 82.00 1.9% 45% False False 283,696
80 4,686.00 3,908.25 777.75 18.3% 73.50 1.7% 45% False False 220,279
100 4,686.00 3,908.25 777.75 18.3% 69.00 1.6% 45% False False 176,237
120 4,686.00 3,908.25 777.75 18.3% 65.25 1.5% 45% False False 146,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,918.75
2.618 4,708.00
1.618 4,578.75
1.000 4,498.75
0.618 4,449.50
HIGH 4,369.50
0.618 4,320.25
0.500 4,305.00
0.382 4,289.50
LOW 4,240.25
0.618 4,160.25
1.000 4,111.00
1.618 4,031.00
2.618 3,901.75
4.250 3,691.00
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 4,305.00 4,262.25
PP 4,288.25 4,259.75
S1 4,271.50 4,257.50

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

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