E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 4,373.50 4,384.50 11.00 0.3% 4,226.50
High 4,388.50 4,393.50 5.00 0.1% 4,382.00
Low 4,364.50 4,373.75 9.25 0.2% 4,201.50
Close 4,381.75 4,386.00 4.25 0.1% 4,377.00
Range 24.00 19.75 -4.25 -17.7% 180.50
ATR 64.86 61.64 -3.22 -5.0% 0.00
Volume 194,620 146,465 -48,155 -24.7% 1,040,785
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,443.75 4,434.50 4,396.75
R3 4,424.00 4,414.75 4,391.50
R2 4,404.25 4,404.25 4,389.50
R1 4,395.00 4,395.00 4,387.75 4,399.50
PP 4,384.50 4,384.50 4,384.50 4,386.75
S1 4,375.25 4,375.25 4,384.25 4,380.00
S2 4,364.75 4,364.75 4,382.50
S3 4,345.00 4,355.50 4,380.50
S4 4,325.25 4,335.75 4,375.25
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,861.75 4,799.75 4,476.25
R3 4,681.25 4,619.25 4,426.75
R2 4,500.75 4,500.75 4,410.00
R1 4,438.75 4,438.75 4,393.50 4,469.75
PP 4,320.25 4,320.25 4,320.25 4,335.50
S1 4,258.25 4,258.25 4,360.50 4,289.25
S2 4,139.75 4,139.75 4,344.00
S3 3,959.25 4,077.75 4,327.25
S4 3,778.75 3,897.25 4,277.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,393.50 4,271.00 122.50 2.8% 39.25 0.9% 94% True False 191,571
10 4,393.50 4,181.50 212.00 4.8% 48.75 1.1% 96% True False 210,527
20 4,393.50 4,085.50 308.00 7.0% 66.00 1.5% 98% True False 262,698
40 4,393.50 4,041.50 352.00 8.0% 66.25 1.5% 98% True False 266,128
60 4,393.50 4,041.50 352.00 8.0% 64.00 1.5% 98% True False 222,415
80 4,393.50 3,937.25 456.25 10.4% 58.50 1.3% 98% True False 166,915
100 4,393.50 3,687.00 706.50 16.1% 61.75 1.4% 99% True False 133,587
120 4,393.50 3,687.00 706.50 16.1% 56.50 1.3% 99% True False 111,326
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.05
Narrowest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 4,477.50
2.618 4,445.25
1.618 4,425.50
1.000 4,413.25
0.618 4,405.75
HIGH 4,393.50
0.618 4,386.00
0.500 4,383.50
0.382 4,381.25
LOW 4,373.75
0.618 4,361.50
1.000 4,354.00
1.618 4,341.75
2.618 4,322.00
4.250 4,289.75
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 4,385.25 4,379.75
PP 4,384.50 4,373.50
S1 4,383.50 4,367.00

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

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