E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 4,183.75 4,265.50 81.75 2.0% 4,138.75
High 4,269.00 4,286.25 17.25 0.4% 4,286.25
Low 4,164.50 4,250.25 85.75 2.1% 4,109.00
Close 4,264.75 4,267.00 2.25 0.1% 4,267.00
Range 104.50 36.00 -68.50 -65.6% 177.25
ATR 74.78 72.01 -2.77 -3.7% 0.00
Volume 338,354 227,200 -111,154 -32.9% 1,240,199
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 4,375.75 4,357.50 4,286.75
R3 4,339.75 4,321.50 4,277.00
R2 4,303.75 4,303.75 4,273.50
R1 4,285.50 4,285.50 4,270.25 4,294.50
PP 4,267.75 4,267.75 4,267.75 4,272.50
S1 4,249.50 4,249.50 4,263.75 4,258.50
S2 4,231.75 4,231.75 4,260.50
S3 4,195.75 4,213.50 4,257.00
S4 4,159.75 4,177.50 4,247.25
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 4,752.50 4,687.00 4,364.50
R3 4,575.25 4,509.75 4,315.75
R2 4,398.00 4,398.00 4,299.50
R1 4,332.50 4,332.50 4,283.25 4,365.25
PP 4,220.75 4,220.75 4,220.75 4,237.00
S1 4,155.25 4,155.25 4,250.75 4,188.00
S2 4,043.50 4,043.50 4,234.50
S3 3,866.25 3,978.00 4,218.25
S4 3,689.00 3,800.75 4,169.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,286.25 4,041.50 244.75 5.7% 74.50 1.7% 92% True False 319,844
10 4,286.25 4,041.50 244.75 5.7% 83.50 2.0% 92% True False 364,411
20 4,322.00 4,041.50 280.50 6.6% 71.50 1.7% 80% False False 284,027
40 4,342.25 4,041.50 300.75 7.0% 65.00 1.5% 75% False False 224,517
60 4,342.25 4,031.50 310.75 7.3% 56.50 1.3% 76% False False 149,854
80 4,342.25 3,687.00 655.25 15.4% 61.25 1.4% 89% False False 112,465
100 4,342.25 3,687.00 655.25 15.4% 56.50 1.3% 89% False False 89,979
120 4,342.25 3,687.00 655.25 15.4% 49.00 1.1% 89% False False 74,983
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 26.73
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,439.25
2.618 4,380.50
1.618 4,344.50
1.000 4,322.25
0.618 4,308.50
HIGH 4,286.25
0.618 4,272.50
0.500 4,268.25
0.382 4,264.00
LOW 4,250.25
0.618 4,228.00
1.000 4,214.25
1.618 4,192.00
2.618 4,156.00
4.250 4,097.25
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 4,268.25 4,248.50
PP 4,267.75 4,230.00
S1 4,267.50 4,211.50

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

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