E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 4,088.50 4,142.50 54.00 1.3% 4,031.00
High 4,155.00 4,165.00 10.00 0.2% 4,155.00
Low 4,087.75 4,135.00 47.25 1.2% 4,003.50
Close 4,142.75 4,150.00 7.25 0.2% 4,142.75
Range 67.25 30.00 -37.25 -55.4% 151.50
ATR 65.35 62.83 -2.53 -3.9% 0.00
Volume 188 259 71 37.8% 1,310
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,240.00 4,225.00 4,166.50
R3 4,210.00 4,195.00 4,158.25
R2 4,180.00 4,180.00 4,155.50
R1 4,165.00 4,165.00 4,152.75 4,172.50
PP 4,150.00 4,150.00 4,150.00 4,153.75
S1 4,135.00 4,135.00 4,147.25 4,142.50
S2 4,120.00 4,120.00 4,144.50
S3 4,090.00 4,105.00 4,141.75
S4 4,060.00 4,075.00 4,133.50
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,555.00 4,500.25 4,226.00
R3 4,403.50 4,348.75 4,184.50
R2 4,252.00 4,252.00 4,170.50
R1 4,197.25 4,197.25 4,156.75 4,224.50
PP 4,100.50 4,100.50 4,100.50 4,114.00
S1 4,045.75 4,045.75 4,128.75 4,073.00
S2 3,949.00 3,949.00 4,115.00
S3 3,797.50 3,894.25 4,101.00
S4 3,646.00 3,742.75 4,059.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,165.00 4,031.50 133.50 3.2% 50.75 1.2% 89% True False 247
10 4,165.00 3,840.50 324.50 7.8% 59.75 1.4% 95% True False 299
20 4,165.00 3,687.00 478.00 11.5% 75.25 1.8% 97% True False 287
40 4,165.00 3,687.00 478.00 11.5% 60.25 1.4% 97% True False 195
60 4,165.00 3,687.00 478.00 11.5% 43.75 1.1% 97% True False 132
80 4,165.00 3,687.00 478.00 11.5% 36.50 0.9% 97% True False 100
100 4,165.00 3,687.00 478.00 11.5% 29.75 0.7% 97% True False 80
120 4,165.00 3,542.50 622.50 15.0% 25.25 0.6% 98% True False 68
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 12.80
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4,292.50
2.618 4,243.50
1.618 4,213.50
1.000 4,195.00
0.618 4,183.50
HIGH 4,165.00
0.618 4,153.50
0.500 4,150.00
0.382 4,146.50
LOW 4,135.00
0.618 4,116.50
1.000 4,105.00
1.618 4,086.50
2.618 4,056.50
4.250 4,007.50
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 4,150.00 4,134.50
PP 4,150.00 4,118.75
S1 4,150.00 4,103.25

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

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