E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 4,336.00 4,373.50 37.50 0.9% 4,202.00
High 4,376.25 4,382.75 6.50 0.1% 4,376.25
Low 4,334.50 4,363.00 28.50 0.7% 4,196.75
Close 4,371.00 4,376.25 5.25 0.1% 4,371.00
Range 41.75 19.75 -22.00 -52.7% 179.50
ATR 56.40 53.78 -2.62 -4.6% 0.00
Volume 48 82 34 70.8% 187
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,433.25 4,424.50 4,387.00
R3 4,413.50 4,404.75 4,381.75
R2 4,393.75 4,393.75 4,379.75
R1 4,385.00 4,385.00 4,378.00 4,389.50
PP 4,374.00 4,374.00 4,374.00 4,376.25
S1 4,365.25 4,365.25 4,374.50 4,369.50
S2 4,354.25 4,354.25 4,372.75
S3 4,334.50 4,345.50 4,370.75
S4 4,314.75 4,325.75 4,365.50
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,853.25 4,791.50 4,469.75
R3 4,673.75 4,612.00 4,420.25
R2 4,494.25 4,494.25 4,404.00
R1 4,432.50 4,432.50 4,387.50 4,463.50
PP 4,314.75 4,314.75 4,314.75 4,330.00
S1 4,253.00 4,253.00 4,354.50 4,284.00
S2 4,135.25 4,135.25 4,338.00
S3 3,955.75 4,073.50 4,321.75
S4 3,776.25 3,894.00 4,272.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,382.75 4,211.25 171.50 3.9% 43.75 1.0% 96% True False 48
10 4,382.75 4,176.00 206.75 4.7% 43.75 1.0% 97% True False 45
20 4,382.75 4,084.25 298.50 6.8% 55.25 1.3% 98% True False 44
40 4,382.75 4,039.00 343.75 7.9% 54.25 1.2% 98% True False 36
60 4,382.75 4,039.00 343.75 7.9% 44.00 1.0% 98% True False 25
80 4,382.75 3,926.50 456.25 10.4% 34.75 0.8% 99% True False 19
100 4,382.75 3,722.75 660.00 15.1% 30.50 0.7% 99% True False 16
120 4,382.75 3,722.75 660.00 15.1% 26.25 0.6% 99% True False 14
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.50
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4,466.75
2.618 4,434.50
1.618 4,414.75
1.000 4,402.50
0.618 4,395.00
HIGH 4,382.75
0.618 4,375.25
0.500 4,373.00
0.382 4,370.50
LOW 4,363.00
0.618 4,350.75
1.000 4,343.25
1.618 4,331.00
2.618 4,311.25
4.250 4,279.00
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 4,375.00 4,363.00
PP 4,374.00 4,349.75
S1 4,373.00 4,336.50

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

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