E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 4,312.50 4,331.75 19.25 0.4% 4,411.75
High 4,339.50 4,347.50 8.00 0.2% 4,416.00
Low 4,298.75 4,288.25 -10.50 -0.2% 4,288.25
Close 4,330.75 4,308.75 -22.00 -0.5% 4,308.75
Range 40.75 59.25 18.50 45.4% 127.75
ATR 48.86 49.60 0.74 1.5% 0.00
Volume 269,241 218,259 -50,982 -18.9% 1,279,469
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,492.50 4,460.00 4,341.25
R3 4,433.25 4,400.75 4,325.00
R2 4,374.00 4,374.00 4,319.50
R1 4,341.50 4,341.50 4,314.25 4,328.00
PP 4,314.75 4,314.75 4,314.75 4,308.25
S1 4,282.25 4,282.25 4,303.25 4,269.00
S2 4,255.50 4,255.50 4,298.00
S3 4,196.25 4,223.00 4,292.50
S4 4,137.00 4,163.75 4,276.25
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,721.00 4,642.50 4,379.00
R3 4,593.25 4,514.75 4,344.00
R2 4,465.50 4,465.50 4,332.25
R1 4,387.00 4,387.00 4,320.50 4,362.50
PP 4,337.75 4,337.75 4,337.75 4,325.25
S1 4,259.25 4,259.25 4,297.00 4,234.50
S2 4,210.00 4,210.00 4,285.25
S3 4,082.25 4,131.50 4,273.50
S4 3,954.50 4,003.75 4,238.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,416.00 4,288.25 127.75 3.0% 51.00 1.2% 16% False True 255,893
10 4,483.25 4,288.25 195.00 4.5% 48.00 1.1% 11% False True 235,616
20 4,483.25 4,288.25 195.00 4.5% 39.75 0.9% 11% False True 206,403
40 4,483.25 4,041.50 441.75 10.3% 58.00 1.3% 60% False False 250,326
60 4,483.25 4,041.50 441.75 10.3% 61.50 1.4% 60% False False 262,951
80 4,483.25 4,041.50 441.75 10.3% 58.25 1.4% 60% False False 211,806
100 4,483.25 3,787.50 695.75 16.1% 56.50 1.3% 75% False False 169,514
120 4,483.25 3,687.00 796.25 18.5% 58.50 1.4% 78% False False 141,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,599.25
2.618 4,502.50
1.618 4,443.25
1.000 4,406.75
0.618 4,384.00
HIGH 4,347.50
0.618 4,324.75
0.500 4,318.00
0.382 4,311.00
LOW 4,288.25
0.618 4,251.75
1.000 4,229.00
1.618 4,192.50
2.618 4,133.25
4.250 4,036.50
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 4,318.00 4,318.00
PP 4,314.75 4,314.75
S1 4,311.75 4,311.75

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

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