E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 05-Jan-2015

Day Change Summary
	Previous	Current
	02-Jan-2015	05-Jan-2015	Change	Change %	Previous Week
Open	4,240.25	4,216.00	-24.25	-0.6%	4,315.00
High	4,272.75	4,220.75	-52.00	-1.2%	4,320.75
Low	4,201.00	4,145.00	-56.00	-1.3%	4,201.00
Close	4,214.25	4,161.75	-52.50	-1.2%	4,214.25
Range	71.75	75.75	4.00	5.6%	119.75
ATR	55.19	56.66	1.47	2.7%	0.00
Volume	229,555	313,771	84,216	36.7%	588,983

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,403.00	4,358.25	4,203.50
R3	4,327.25	4,282.50	4,182.50
R2	4,251.50	4,251.50	4,175.75
R1	4,206.75	4,206.75	4,168.75	4,191.25
PP	4,175.75	4,175.75	4,175.75	4,168.00
S1	4,131.00	4,131.00	4,154.75	4,115.50
S2	4,100.00	4,100.00	4,147.75
S3	4,024.25	4,055.25	4,141.00
S4	3,948.50	3,979.50	4,120.00

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,604.50	4,529.25	4,280.00
R3	4,484.75	4,409.50	4,247.25
R2	4,365.00	4,365.00	4,236.25
R1	4,289.75	4,289.75	4,225.25	4,267.50
PP	4,245.25	4,245.25	4,245.25	4,234.25
S1	4,170.00	4,170.00	4,203.25	4,147.75
S2	4,125.50	4,125.50	4,192.25
S3	4,005.75	4,050.25	4,181.25
S4	3,886.00	3,930.50	4,148.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,320.75	4,145.00	175.75	4.2%	58.25	1.4%	10%	False	True	180,550
10	4,322.00	4,145.00	177.00	4.3%	46.50	1.1%	9%	False	True	161,343
20	4,322.00	4,080.75	241.25	5.8%	63.50	1.5%	34%	False	False	214,961
40	4,342.25	4,080.75	261.50	6.3%	49.50	1.2%	31%	False	False	107,978
60	4,342.25	3,687.00	655.25	15.7%	56.75	1.4%	72%	False	False	72,084
80	4,342.25	3,687.00	655.25	15.7%	55.00	1.3%	72%	False	False	54,091
100	4,342.25	3,687.00	655.25	15.7%	46.75	1.1%	72%	False	False	43,274
120	4,342.25	3,687.00	655.25	15.7%	41.50	1.0%	72%	False	False	36,063

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	10.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,542.75
2.618	4,419.00
1.618	4,343.25
1.000	4,296.50
0.618	4,267.50
HIGH	4,220.75
0.618	4,191.75
0.500	4,183.00
0.382	4,174.00
LOW	4,145.00
0.618	4,098.25
1.000	4,069.25
1.618	4,022.50
2.618	3,946.75
4.250	3,823.00

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	4,183.00	4,225.00
PP	4,175.75	4,204.00
S1	4,168.75	4,182.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols