E-mini NASDAQ-100 Future December 2015


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 4,422.75 4,406.75 -16.00 -0.4% 4,355.00
High 4,456.25 4,565.50 109.25 2.5% 4,439.00
Low 4,394.75 4,402.00 7.25 0.2% 4,317.50
Close 4,399.25 4,552.75 153.50 3.5% 4,434.75
Range 61.50 163.50 102.00 165.9% 121.50
ATR 74.65 81.19 6.54 8.8% 0.00
Volume 289,766 348,494 58,728 20.3% 1,133,445
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,997.25 4,938.50 4,642.75
R3 4,833.75 4,775.00 4,597.75
R2 4,670.25 4,670.25 4,582.75
R1 4,611.50 4,611.50 4,567.75 4,641.00
PP 4,506.75 4,506.75 4,506.75 4,521.50
S1 4,448.00 4,448.00 4,537.75 4,477.50
S2 4,343.25 4,343.25 4,522.75
S3 4,179.75 4,284.50 4,507.75
S4 4,016.25 4,121.00 4,462.75
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 4,761.50 4,719.75 4,501.50
R3 4,640.00 4,598.25 4,468.25
R2 4,518.50 4,518.50 4,457.00
R1 4,476.75 4,476.75 4,446.00 4,497.50
PP 4,397.00 4,397.00 4,397.00 4,407.50
S1 4,355.25 4,355.25 4,423.50 4,376.00
S2 4,275.50 4,275.50 4,412.50
S3 4,154.00 4,233.75 4,401.25
S4 4,032.50 4,112.25 4,368.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,565.50 4,394.75 170.75 3.8% 71.00 1.6% 93% True False 249,625
10 4,565.50 4,317.50 248.00 5.4% 61.50 1.3% 95% True False 238,315
20 4,565.50 4,040.75 524.75 11.5% 83.00 1.8% 98% True False 289,471
40 4,565.50 4,040.75 524.75 11.5% 87.25 1.9% 98% True False 216,159
60 4,620.00 3,901.00 719.00 15.8% 91.00 2.0% 91% False False 144,413
80 4,677.25 3,901.00 776.25 17.1% 82.00 1.8% 84% False False 108,333
100 4,677.25 3,901.00 776.25 17.1% 72.75 1.6% 84% False False 86,670
120 4,677.25 3,901.00 776.25 17.1% 61.75 1.4% 84% False False 72,226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.75
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 5,260.50
2.618 4,993.50
1.618 4,830.00
1.000 4,729.00
0.618 4,666.50
HIGH 4,565.50
0.618 4,503.00
0.500 4,483.75
0.382 4,464.50
LOW 4,402.00
0.618 4,301.00
1.000 4,238.50
1.618 4,137.50
2.618 3,974.00
4.250 3,707.00
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 4,529.75 4,528.50
PP 4,506.75 4,504.25
S1 4,483.75 4,480.00

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

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