E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 3,871.50 3,959.25 87.75 2.3% 3,835.00
High 3,970.00 3,974.50 4.50 0.1% 3,878.00
Low 3,840.50 3,936.25 95.75 2.5% 3,687.00
Close 3,964.50 3,942.00 -22.50 -0.6% 3,797.25
Range 129.50 38.25 -91.25 -70.5% 191.00
ATR 73.02 70.53 -2.48 -3.4% 0.00
Volume 557 468 -89 -16.0% 1,676
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,065.75 4,042.00 3,963.00
R3 4,027.50 4,003.75 3,952.50
R2 3,989.25 3,989.25 3,949.00
R1 3,965.50 3,965.50 3,945.50 3,958.25
PP 3,951.00 3,951.00 3,951.00 3,947.25
S1 3,927.25 3,927.25 3,938.50 3,920.00
S2 3,912.75 3,912.75 3,935.00
S3 3,874.50 3,889.00 3,931.50
S4 3,836.25 3,850.75 3,921.00
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,360.50 4,269.75 3,902.25
R3 4,169.50 4,078.75 3,849.75
R2 3,978.50 3,978.50 3,832.25
R1 3,887.75 3,887.75 3,814.75 3,837.50
PP 3,787.50 3,787.50 3,787.50 3,762.25
S1 3,696.75 3,696.75 3,779.75 3,646.50
S2 3,596.50 3,596.50 3,762.25
S3 3,405.50 3,505.75 3,744.75
S4 3,214.50 3,314.75 3,692.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,974.50 3,687.00 287.50 7.3% 87.75 2.2% 89% True False 446
10 4,041.75 3,687.00 354.75 9.0% 91.50 2.3% 72% False False 355
20 4,080.50 3,687.00 393.50 10.0% 75.50 1.9% 65% False False 274
40 4,105.00 3,687.00 418.00 10.6% 52.75 1.3% 61% False False 148
60 4,105.00 3,687.00 418.00 10.6% 39.75 1.0% 61% False False 100
80 4,105.00 3,687.00 418.00 10.6% 31.75 0.8% 61% False False 76
100 4,105.00 3,687.00 418.00 10.6% 25.75 0.7% 61% False False 61
120 4,105.00 3,516.75 588.25 14.9% 21.75 0.6% 72% False False 51
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 21.55
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,137.00
2.618 4,074.75
1.618 4,036.50
1.000 4,012.75
0.618 3,998.25
HIGH 3,974.50
0.618 3,960.00
0.500 3,955.50
0.382 3,950.75
LOW 3,936.25
0.618 3,912.50
1.000 3,898.00
1.618 3,874.25
2.618 3,836.00
4.250 3,773.75
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 3,955.50 3,921.75
PP 3,951.00 3,901.25
S1 3,946.50 3,881.00

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

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