E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 4,449.25 4,438.50 -10.75 -0.2% 4,373.50
High 4,461.00 4,464.75 3.75 0.1% 4,445.00
Low 4,429.25 4,431.00 1.75 0.0% 4,364.50
Close 4,436.75 4,461.75 25.00 0.6% 4,438.00
Range 31.75 33.75 2.00 6.3% 80.50
ATR 52.92 51.55 -1.37 -2.6% 0.00
Volume 173,941 193,611 19,670 11.3% 744,475
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,553.75 4,541.50 4,480.25
R3 4,520.00 4,507.75 4,471.00
R2 4,486.25 4,486.25 4,468.00
R1 4,474.00 4,474.00 4,464.75 4,480.00
PP 4,452.50 4,452.50 4,452.50 4,455.50
S1 4,440.25 4,440.25 4,458.75 4,446.50
S2 4,418.75 4,418.75 4,455.50
S3 4,385.00 4,406.50 4,452.50
S4 4,351.25 4,372.75 4,443.25
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,657.25 4,628.25 4,482.25
R3 4,576.75 4,547.75 4,460.25
R2 4,496.25 4,496.25 4,452.75
R1 4,467.25 4,467.25 4,445.50 4,481.75
PP 4,415.75 4,415.75 4,415.75 4,423.00
S1 4,386.75 4,386.75 4,430.50 4,401.25
S2 4,335.25 4,335.25 4,423.25
S3 4,254.75 4,306.25 4,415.75
S4 4,174.25 4,225.75 4,393.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,464.75 4,396.00 68.75 1.5% 32.50 0.7% 96% True False 179,777
10 4,464.75 4,285.75 179.00 4.0% 35.00 0.8% 98% True False 181,794
20 4,464.75 4,085.50 379.25 8.5% 51.25 1.2% 99% True False 225,689
40 4,464.75 4,041.50 423.25 9.5% 66.50 1.5% 99% True False 272,479
60 4,464.75 4,041.50 423.25 9.5% 63.75 1.4% 99% True False 240,108
80 4,464.75 4,041.50 423.25 9.5% 56.75 1.3% 99% True False 180,235
100 4,464.75 3,687.00 777.75 17.4% 60.50 1.4% 100% True False 144,244
120 4,464.75 3,687.00 777.75 17.4% 57.25 1.3% 100% True False 120,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.65
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,608.25
2.618 4,553.00
1.618 4,519.25
1.000 4,498.50
0.618 4,485.50
HIGH 4,464.75
0.618 4,451.75
0.500 4,448.00
0.382 4,444.00
LOW 4,431.00
0.618 4,410.25
1.000 4,397.25
1.618 4,376.50
2.618 4,342.75
4.250 4,287.50
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 4,457.00 4,456.50
PP 4,452.50 4,451.25
S1 4,448.00 4,446.00

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

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