E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 4,410.75 4,437.00 26.25 0.6% 4,373.50
High 4,438.75 4,443.00 4.25 0.1% 4,438.75
Low 4,389.50 4,429.00 39.50 0.9% 4,363.00
Close 4,432.00 4,438.50 6.50 0.1% 4,432.00
Range 49.25 14.00 -35.25 -71.6% 75.75
ATR 49.77 47.21 -2.55 -5.1% 0.00
Volume 78 165 87 111.5% 917
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,478.75 4,472.75 4,446.25
R3 4,464.75 4,458.75 4,442.25
R2 4,450.75 4,450.75 4,441.00
R1 4,444.75 4,444.75 4,439.75 4,447.75
PP 4,436.75 4,436.75 4,436.75 4,438.50
S1 4,430.75 4,430.75 4,437.25 4,433.75
S2 4,422.75 4,422.75 4,436.00
S3 4,408.75 4,416.75 4,434.75
S4 4,394.75 4,402.75 4,430.75
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,638.50 4,611.00 4,473.75
R3 4,562.75 4,535.25 4,452.75
R2 4,487.00 4,487.00 4,446.00
R1 4,459.50 4,459.50 4,439.00 4,473.25
PP 4,411.25 4,411.25 4,411.25 4,418.00
S1 4,383.75 4,383.75 4,425.00 4,397.50
S2 4,335.50 4,335.50 4,418.00
S3 4,259.75 4,308.00 4,411.25
S4 4,184.00 4,232.25 4,390.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,443.00 4,363.00 80.00 1.8% 26.00 0.6% 94% True False 216
10 4,443.00 4,196.75 246.25 5.5% 35.00 0.8% 98% True False 126
20 4,443.00 4,084.25 358.75 8.1% 51.25 1.2% 99% True False 86
40 4,443.00 4,039.00 404.00 9.1% 52.25 1.2% 99% True False 56
60 4,443.00 4,039.00 404.00 9.1% 45.25 1.0% 99% True False 42
80 4,443.00 4,039.00 404.00 9.1% 36.00 0.8% 99% True False 32
100 4,443.00 3,722.75 720.25 16.2% 31.00 0.7% 99% True False 26
120 4,443.00 3,722.75 720.25 16.2% 27.00 0.6% 99% True False 22
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.40
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4,502.50
2.618 4,479.75
1.618 4,465.75
1.000 4,457.00
0.618 4,451.75
HIGH 4,443.00
0.618 4,437.75
0.500 4,436.00
0.382 4,434.25
LOW 4,429.00
0.618 4,420.25
1.000 4,415.00
1.618 4,406.25
2.618 4,392.25
4.250 4,369.50
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 4,437.75 4,430.00
PP 4,436.75 4,421.50
S1 4,436.00 4,413.00

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

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