E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 4,423.75 4,418.75 -5.00 -0.1% 4,306.00
High 4,435.00 4,472.25 37.25 0.8% 4,472.25
Low 4,411.50 4,415.75 4.25 0.1% 4,292.75
Close 4,422.00 4,447.25 25.25 0.6% 4,447.25
Range 23.50 56.50 33.00 140.4% 179.50
ATR 48.56 49.13 0.57 1.2% 0.00
Volume 228,573 210,568 -18,005 -7.9% 1,261,806
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,614.50 4,587.50 4,478.25
R3 4,558.00 4,531.00 4,462.75
R2 4,501.50 4,501.50 4,457.50
R1 4,474.50 4,474.50 4,452.50 4,488.00
PP 4,445.00 4,445.00 4,445.00 4,452.00
S1 4,418.00 4,418.00 4,442.00 4,431.50
S2 4,388.50 4,388.50 4,437.00
S3 4,332.00 4,361.50 4,431.75
S4 4,275.50 4,305.00 4,416.25
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,942.50 4,874.50 4,546.00
R3 4,763.00 4,695.00 4,496.50
R2 4,583.50 4,583.50 4,480.25
R1 4,515.50 4,515.50 4,463.75 4,549.50
PP 4,404.00 4,404.00 4,404.00 4,421.00
S1 4,336.00 4,336.00 4,430.75 4,370.00
S2 4,224.50 4,224.50 4,414.25
S3 4,045.00 4,156.50 4,398.00
S4 3,865.50 3,977.00 4,348.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,472.25 4,292.75 179.50 4.0% 57.50 1.3% 86% True False 252,361
10 4,472.25 4,281.50 190.75 4.3% 54.00 1.2% 87% True False 172,616
20 4,476.50 4,281.50 195.00 4.4% 44.25 1.0% 85% False False 86,573
40 4,476.50 4,084.25 392.25 8.8% 48.00 1.1% 93% False False 43,328
60 4,476.50 4,039.00 437.50 9.8% 49.75 1.1% 93% False False 28,893
80 4,476.50 4,039.00 437.50 9.8% 44.75 1.0% 93% False False 21,672
100 4,476.50 4,018.75 457.75 10.3% 37.50 0.8% 94% False False 17,338
120 4,476.50 3,722.75 753.75 16.9% 33.25 0.7% 96% False False 14,449
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 11.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,712.50
2.618 4,620.25
1.618 4,563.75
1.000 4,528.75
0.618 4,507.25
HIGH 4,472.25
0.618 4,450.75
0.500 4,444.00
0.382 4,437.25
LOW 4,415.75
0.618 4,380.75
1.000 4,359.25
1.618 4,324.25
2.618 4,267.75
4.250 4,175.50
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 4,446.25 4,432.75
PP 4,445.00 4,418.50
S1 4,444.00 4,404.00

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

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