E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 08-Apr-2015
Day Change Summary
Previous Current
07-Apr-2015 08-Apr-2015 Change Change % Previous Week
Open 4,339.75 4,335.25 -4.50 -0.1% 4,327.50
High 4,372.25 4,379.25 7.00 0.2% 4,381.75
Low 4,330.25 4,327.50 -2.75 -0.1% 4,259.00
Close 4,334.00 4,374.75 40.75 0.9% 4,307.25
Range 42.00 51.75 9.75 23.2% 122.75
ATR 54.35 54.16 -0.19 -0.3% 0.00
Volume 171,692 225,547 53,855 31.4% 907,291
Daily Pivots for day following 08-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,515.75 4,497.00 4,403.25
R3 4,464.00 4,445.25 4,389.00
R2 4,412.25 4,412.25 4,384.25
R1 4,393.50 4,393.50 4,379.50 4,403.00
PP 4,360.50 4,360.50 4,360.50 4,365.25
S1 4,341.75 4,341.75 4,370.00 4,351.00
S2 4,308.75 4,308.75 4,365.25
S3 4,257.00 4,290.00 4,360.50
S4 4,205.25 4,238.25 4,346.25
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,684.25 4,618.50 4,374.75
R3 4,561.50 4,495.75 4,341.00
R2 4,438.75 4,438.75 4,329.75
R1 4,373.00 4,373.00 4,318.50 4,344.50
PP 4,316.00 4,316.00 4,316.00 4,301.75
S1 4,250.25 4,250.25 4,296.00 4,221.75
S2 4,193.25 4,193.25 4,284.75
S3 4,070.50 4,127.50 4,273.50
S4 3,947.75 4,004.75 4,239.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,379.25 4,259.00 120.25 2.7% 58.25 1.3% 96% True False 206,323
10 4,438.50 4,259.00 179.50 4.1% 62.75 1.4% 64% False False 234,466
20 4,472.25 4,259.00 213.25 4.9% 56.00 1.3% 54% False False 219,438
40 4,476.50 4,211.25 265.25 6.1% 47.25 1.1% 62% False False 110,279
60 4,476.50 4,039.00 437.50 10.0% 52.50 1.2% 77% False False 73,534
80 4,476.50 4,039.00 437.50 10.0% 51.00 1.2% 77% False False 55,155
100 4,476.50 4,039.00 437.50 10.0% 43.50 1.0% 77% False False 44,124
120 4,476.50 3,722.75 753.75 17.2% 37.25 0.9% 87% False False 36,771
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 8.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,599.25
2.618 4,514.75
1.618 4,463.00
1.000 4,431.00
0.618 4,411.25
HIGH 4,379.25
0.618 4,359.50
0.500 4,353.50
0.382 4,347.25
LOW 4,327.50
0.618 4,295.50
1.000 4,275.75
1.618 4,243.75
2.618 4,192.00
4.250 4,107.50
Fisher Pivots for day following 08-Apr-2015
Pivot 1 day 3 day
R1 4,367.50 4,357.00
PP 4,360.50 4,339.50
S1 4,353.50 4,322.00

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

View Archives - Comment on this page... - Back to Index of Symbols