E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 4,311.50 4,362.50 51.00 1.2% 4,181.75
High 4,373.50 4,393.00 19.50 0.4% 4,369.50
Low 4,290.75 4,345.50 54.75 1.3% 4,180.00
Close 4,361.00 4,391.50 30.50 0.7% 4,325.25
Range 82.75 47.50 -35.25 -42.6% 189.50
ATR 102.80 98.85 -3.95 -3.8% 0.00
Volume 83,374 62,009 -21,365 -25.6% 1,185,998
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,519.25 4,502.75 4,417.50
R3 4,471.75 4,455.25 4,404.50
R2 4,424.25 4,424.25 4,400.25
R1 4,407.75 4,407.75 4,395.75 4,416.00
PP 4,376.75 4,376.75 4,376.75 4,380.75
S1 4,360.25 4,360.25 4,387.25 4,368.50
S2 4,329.25 4,329.25 4,382.75
S3 4,281.75 4,312.75 4,378.50
S4 4,234.25 4,265.25 4,365.50
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 4,860.00 4,782.25 4,429.50
R3 4,670.50 4,592.75 4,377.25
R2 4,481.00 4,481.00 4,360.00
R1 4,403.25 4,403.25 4,342.50 4,442.00
PP 4,291.50 4,291.50 4,291.50 4,311.00
S1 4,213.75 4,213.75 4,308.00 4,252.50
S2 4,102.00 4,102.00 4,290.50
S3 3,912.50 4,024.25 4,273.25
S4 3,723.00 3,834.75 4,221.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,393.00 4,226.50 166.50 3.8% 73.25 1.7% 99% True False 154,179
10 4,393.00 4,136.00 257.00 5.9% 91.50 2.1% 99% True False 244,624
20 4,552.25 3,908.25 644.00 14.7% 124.50 2.8% 75% False False 371,909
40 4,638.75 3,908.25 730.50 16.6% 93.50 2.1% 66% False False 306,285
60 4,686.00 3,908.25 777.75 17.7% 83.25 1.9% 62% False False 279,215
80 4,686.00 3,908.25 777.75 17.7% 76.00 1.7% 62% False False 229,911
100 4,686.00 3,908.25 777.75 17.7% 70.25 1.6% 62% False False 183,944
120 4,686.00 3,908.25 777.75 17.7% 66.25 1.5% 62% False False 153,297
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 26.03
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 4,595.00
2.618 4,517.25
1.618 4,469.75
1.000 4,440.50
0.618 4,422.25
HIGH 4,393.00
0.618 4,374.75
0.500 4,369.25
0.382 4,363.75
LOW 4,345.50
0.618 4,316.25
1.000 4,298.00
1.618 4,268.75
2.618 4,221.25
4.250 4,143.50
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 4,384.00 4,375.00
PP 4,376.75 4,358.50
S1 4,369.25 4,342.00

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

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