E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 4,438.50 4,492.50 54.00 1.2% 4,356.75
High 4,497.25 4,536.25 39.00 0.9% 4,536.25
Low 4,418.00 4,489.50 71.50 1.6% 4,352.25
Close 4,481.50 4,529.25 47.75 1.1% 4,529.25
Range 79.25 46.75 -32.50 -41.0% 184.00
ATR 54.84 54.83 -0.01 0.0% 0.00
Volume 252,582 204,737 -47,845 -18.9% 1,063,150
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,658.50 4,640.75 4,555.00
R3 4,611.75 4,594.00 4,542.00
R2 4,565.00 4,565.00 4,537.75
R1 4,547.25 4,547.25 4,533.50 4,556.00
PP 4,518.25 4,518.25 4,518.25 4,522.75
S1 4,500.50 4,500.50 4,525.00 4,509.50
S2 4,471.50 4,471.50 4,520.75
S3 4,424.75 4,453.75 4,516.50
S4 4,378.00 4,407.00 4,503.50
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 5,024.50 4,961.00 4,630.50
R3 4,840.50 4,777.00 4,579.75
R2 4,656.50 4,656.50 4,563.00
R1 4,593.00 4,593.00 4,546.00 4,624.75
PP 4,472.50 4,472.50 4,472.50 4,488.50
S1 4,409.00 4,409.00 4,512.50 4,440.75
S2 4,288.50 4,288.50 4,495.50
S3 4,104.50 4,225.00 4,478.75
S4 3,920.50 4,041.00 4,428.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,536.25 4,352.25 184.00 4.1% 58.25 1.3% 96% True False 212,630
10 4,536.25 4,324.00 212.25 4.7% 54.75 1.2% 97% True False 209,136
20 4,536.25 4,259.00 277.25 6.1% 53.75 1.2% 97% True False 204,372
40 4,536.25 4,259.00 277.25 6.1% 52.50 1.2% 97% True False 170,725
60 4,536.25 4,084.25 452.00 10.0% 49.50 1.1% 98% True False 113,848
80 4,536.25 4,039.00 497.25 11.0% 52.75 1.2% 99% True False 85,394
100 4,536.25 4,039.00 497.25 11.0% 49.00 1.1% 99% True False 68,318
120 4,536.25 4,039.00 497.25 11.0% 41.75 0.9% 99% True False 56,932
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4,735.00
2.618 4,658.75
1.618 4,612.00
1.000 4,583.00
0.618 4,565.25
HIGH 4,536.25
0.618 4,518.50
0.500 4,513.00
0.382 4,507.25
LOW 4,489.50
0.618 4,460.50
1.000 4,442.75
1.618 4,413.75
2.618 4,367.00
4.250 4,290.75
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 4,523.75 4,508.50
PP 4,518.25 4,488.00
S1 4,513.00 4,467.50

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

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