E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 4,331.75 4,313.50 -18.25 -0.4% 4,411.75
High 4,347.50 4,372.75 25.25 0.6% 4,416.00
Low 4,288.25 4,299.50 11.25 0.3% 4,288.25
Close 4,308.75 4,359.50 50.75 1.2% 4,308.75
Range 59.25 73.25 14.00 23.6% 127.75
ATR 49.60 51.29 1.69 3.4% 0.00
Volume 218,259 119,758 -98,501 -45.1% 1,279,469
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,563.75 4,534.75 4,399.75
R3 4,490.50 4,461.50 4,379.75
R2 4,417.25 4,417.25 4,373.00
R1 4,388.25 4,388.25 4,366.25 4,402.75
PP 4,344.00 4,344.00 4,344.00 4,351.00
S1 4,315.00 4,315.00 4,352.75 4,329.50
S2 4,270.75 4,270.75 4,346.00
S3 4,197.50 4,241.75 4,339.25
S4 4,124.25 4,168.50 4,319.25
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 4,415.75 4,288.25 127.50 2.9% 60.75 1.4% 56% False False 236,294
10 4,479.00 4,288.25 190.75 4.4% 51.75 1.2% 37% False False 229,059
20 4,483.25 4,288.25 195.00 4.5% 41.50 1.0% 37% False False 202,871
40 4,483.25 4,041.50 441.75 10.1% 56.75 1.3% 72% False False 241,919
60 4,483.25 4,041.50 441.75 10.1% 60.75 1.4% 72% False False 254,284
80 4,483.25 4,041.50 441.75 10.1% 58.75 1.3% 72% False False 213,297
100 4,483.25 3,840.50 642.75 14.7% 56.25 1.3% 81% False False 170,706
120 4,483.25 3,687.00 796.25 18.3% 58.75 1.3% 84% False False 142,293
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,684.00
2.618 4,564.50
1.618 4,491.25
1.000 4,446.00
0.618 4,418.00
HIGH 4,372.75
0.618 4,344.75
0.500 4,336.00
0.382 4,327.50
LOW 4,299.50
0.618 4,254.25
1.000 4,226.25
1.618 4,181.00
2.618 4,107.75
4.250 3,988.25
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 4,351.75 4,349.75
PP 4,344.00 4,340.25
S1 4,336.00 4,330.50

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

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