E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 4,202.00 4,211.25 9.25 0.2% 4,127.50
High 4,217.50 4,271.75 54.25 1.3% 4,256.25
Low 4,196.75 4,211.25 14.50 0.3% 4,084.25
Close 4,207.75 4,269.75 62.00 1.5% 4,221.00
Range 20.75 60.50 39.75 191.6% 172.00
ATR 58.57 58.96 0.39 0.7% 0.00
Volume 27 36 9 33.3% 200
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,432.50 4,411.50 4,303.00
R3 4,372.00 4,351.00 4,286.50
R2 4,311.50 4,311.50 4,280.75
R1 4,290.50 4,290.50 4,275.25 4,301.00
PP 4,251.00 4,251.00 4,251.00 4,256.00
S1 4,230.00 4,230.00 4,264.25 4,240.50
S2 4,190.50 4,190.50 4,258.75
S3 4,130.00 4,169.50 4,253.00
S4 4,069.50 4,109.00 4,236.50
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,703.25 4,634.00 4,315.50
R3 4,531.25 4,462.00 4,268.25
R2 4,359.25 4,359.25 4,252.50
R1 4,290.00 4,290.00 4,236.75 4,324.50
PP 4,187.25 4,187.25 4,187.25 4,204.50
S1 4,118.00 4,118.00 4,205.25 4,152.50
S2 4,015.25 4,015.25 4,189.50
S3 3,843.25 3,946.00 4,173.75
S4 3,671.25 3,774.00 4,126.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,271.75 4,179.25 92.50 2.2% 48.25 1.1% 98% True False 46
10 4,271.75 4,084.25 187.50 4.4% 62.25 1.5% 99% True False 48
20 4,271.75 4,039.00 232.75 5.5% 64.25 1.5% 99% True False 44
40 4,315.00 4,039.00 276.00 6.5% 55.00 1.3% 84% False False 32
60 4,321.00 4,039.00 282.00 6.6% 41.75 1.0% 82% False False 22
80 4,321.00 3,722.75 598.25 14.0% 33.25 0.8% 91% False False 17
100 4,321.00 3,722.75 598.25 14.0% 29.00 0.7% 91% False False 14
120 4,321.00 3,722.75 598.25 14.0% 24.75 0.6% 91% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 15.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,529.00
2.618 4,430.25
1.618 4,369.75
1.000 4,332.25
0.618 4,309.25
HIGH 4,271.75
0.618 4,248.75
0.500 4,241.50
0.382 4,234.25
LOW 4,211.25
0.618 4,173.75
1.000 4,150.75
1.618 4,113.25
2.618 4,052.75
4.250 3,954.00
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 4,260.25 4,258.00
PP 4,251.00 4,246.00
S1 4,241.50 4,234.25

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

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