E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 4,335.25 4,378.00 42.75 1.0% 4,327.50
High 4,379.25 4,401.25 22.00 0.5% 4,381.75
Low 4,327.50 4,352.75 25.25 0.6% 4,259.00
Close 4,374.75 4,399.25 24.50 0.6% 4,307.25
Range 51.75 48.50 -3.25 -6.3% 122.75
ATR 54.16 53.76 -0.40 -0.7% 0.00
Volume 225,547 201,439 -24,108 -10.7% 907,291
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,530.00 4,513.00 4,426.00
R3 4,481.50 4,464.50 4,412.50
R2 4,433.00 4,433.00 4,408.25
R1 4,416.00 4,416.00 4,403.75 4,424.50
PP 4,384.50 4,384.50 4,384.50 4,388.50
S1 4,367.50 4,367.50 4,394.75 4,376.00
S2 4,336.00 4,336.00 4,390.25
S3 4,287.50 4,319.00 4,386.00
S4 4,239.00 4,270.50 4,372.50
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 4,401.25 4,264.50 136.75 3.1% 53.00 1.2% 99% True False 184,309
10 4,401.25 4,259.00 142.25 3.2% 55.75 1.3% 99% True False 222,575
20 4,472.25 4,259.00 213.25 4.8% 56.50 1.3% 66% False False 228,209
40 4,476.50 4,259.00 217.50 4.9% 47.00 1.1% 64% False False 115,314
60 4,476.50 4,039.00 437.50 9.9% 52.75 1.2% 82% False False 76,891
80 4,476.50 4,039.00 437.50 9.9% 51.00 1.2% 82% False False 57,673
100 4,476.50 4,039.00 437.50 9.9% 43.75 1.0% 82% False False 46,139
120 4,476.50 3,722.75 753.75 17.1% 37.75 0.9% 90% False False 38,449
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 9.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,607.50
2.618 4,528.25
1.618 4,479.75
1.000 4,449.75
0.618 4,431.25
HIGH 4,401.25
0.618 4,382.75
0.500 4,377.00
0.382 4,371.25
LOW 4,352.75
0.618 4,322.75
1.000 4,304.25
1.618 4,274.25
2.618 4,225.75
4.250 4,146.50
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 4,391.75 4,387.50
PP 4,384.50 4,376.00
S1 4,377.00 4,364.50

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

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