E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 17-Apr-2015

Day Change Summary
	Previous	Current
	16-Apr-2015	17-Apr-2015	Change	Change %	Previous Week
Open	4,426.25	4,416.25	-10.00	-0.2%	4,415.00
High	4,429.50	4,417.50	-12.00	-0.3%	4,441.50
Low	4,398.00	4,324.00	-74.00	-1.7%	4,324.00
Close	4,415.25	4,349.00	-66.25	-1.5%	4,349.00
Range	31.50	93.50	62.00	196.8%	117.50
ATR	48.98	52.16	3.18	6.5%	0.00
Volume	162,971	302,065	139,094	85.3%	1,028,212

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,644.00	4,590.00	4,400.50
R3	4,550.50	4,496.50	4,374.75
R2	4,457.00	4,457.00	4,366.25
R1	4,403.00	4,403.00	4,357.50	4,383.25
PP	4,363.50	4,363.50	4,363.50	4,353.50
S1	4,309.50	4,309.50	4,340.50	4,289.75
S2	4,270.00	4,270.00	4,331.75
S3	4,176.50	4,216.00	4,323.25
S4	4,083.00	4,122.50	4,297.50

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,724.00	4,654.00	4,413.50
R3	4,606.50	4,536.50	4,381.25
R2	4,489.00	4,489.00	4,370.50
R1	4,419.00	4,419.00	4,359.75	4,395.25
PP	4,371.50	4,371.50	4,371.50	4,359.50
S1	4,301.50	4,301.50	4,338.25	4,277.75
S2	4,254.00	4,254.00	4,327.50
S3	4,136.50	4,184.00	4,316.75
S4	4,019.00	4,066.50	4,284.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,441.50	4,324.00	117.50	2.7%	51.00	1.2%	21%	False	True	205,642
10	4,441.50	4,264.50	177.00	4.1%	51.75	1.2%	48%	False	False	190,748
20	4,472.25	4,259.00	213.25	4.9%	54.00	1.2%	42%	False	False	212,270
40	4,476.50	4,259.00	217.50	5.0%	49.00	1.1%	41%	False	False	144,159
60	4,476.50	4,084.25	392.25	9.0%	50.50	1.2%	67%	False	False	96,133
80	4,476.50	4,039.00	437.50	10.1%	50.50	1.2%	71%	False	False	72,105
100	4,476.50	4,039.00	437.50	10.1%	46.25	1.1%	71%	False	False	57,686
120	4,476.50	4,015.25	461.25	10.6%	39.75	0.9%	72%	False	False	48,072

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.48
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4,815.00
2.618	4,662.25
1.618	4,568.75
1.000	4,511.00
0.618	4,475.25
HIGH	4,417.50
0.618	4,381.75
0.500	4,370.75
0.382	4,359.75
LOW	4,324.00
0.618	4,266.25
1.000	4,230.50
1.618	4,172.75
2.618	4,079.25
4.250	3,926.50

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	4,370.75	4,376.75
PP	4,363.50	4,367.50
S1	4,356.25	4,358.25

Download as Excel Spreadsheet

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

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